Coupling news sentiment with web browsing data improves prediction of intra-day price dynamics
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Cited by:
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," Papers 1507.06477, arXiv.org.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," CARF F-Series CARF-F-366, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
- Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," UTokyo Price Project Working Paper Series 055, University of Tokyo, Graduate School of Economics.
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This paper has been announced in the following NEP Reports:- NEP-FOR-2014-12-29 (Forecasting)
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