Predicting Intraday Stock returns by Integrating Market Data and Financial News Reports.
Tomer GevaJacob ZahaviPublished in: MCIS (2010)
Keyphrases
- market data
- financial markets
- stock returns
- news reports
- exchange rate
- stock price
- stock market
- news articles
- risk management
- trading systems
- financial institutions
- cross sectional
- website
- financial time series
- stock data
- news sites
- developed countries
- cash flow
- machine learning
- financial data
- historical data
- short term