Novel and topical business news and their impact on stock market activity-Reference-Cited by-同舟云学术

Novel and topical business news and their impact on stock market activity

Published:2017-10-11 Issue:1 Volume:6 Page:
ISSN:2193-1127
Container-title:EPJ Data Science
language:en
Short-container-title:EPJ Data Sci.

Author:

Mizuno Takayuki,Ohnishi Takaaki,Watanabe Tsutomu

Funder

JSPS KAKENHI Grant

Publisher

Springer Science and Business Media LLC

Subject

Computational Mathematics,Computer Science Applications,Modelling and Simulation

Link

http://link.springer.com/content/pdf/10.1140/epjds/s13688-017-0123-7.pdf

Reference46 articles.

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3. Vega C (2006) Stock price reaction to public and private information. J Financ Econ 82:103-133

4. DellaVigna S, Pollet JM (2009) Investor inattention and Friday earnings announcements. J Finance 64:709-749

5. Petersen AM, Wang F, Havlin S, Stanley HE (2010) Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity, and Bath laws. Phys Rev E 82:036114

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