Quantifying correlation between Financial News and stocks.
Haizhou QuDimitar KazakovPublished in: SSCI (2016)
Keyphrases
- financial news
- stock market
- stock price
- short term
- stock data
- stock exchange
- dow jones
- financial data
- long term
- correlation coefficient
- news feeds
- power law
- stock market data
- high level
- chinese stock market
- non stationary
- highly correlated
- news stories
- high correlation
- historical data
- trading strategies
- portfolio optimization
- market data