The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In the event studies, the accuracy of the abnormal returns assessment is highly dependent on the accuracy of the preceding expected return model. If the expected return model is inadequate, there is a possibility that a part of returns is labeled as abnormal returns even though they are not. Currently, we have a variety of options to set up an expected return model. To obtain unbiased abnormal returns,...
We examine whether stock price effects can be automatically predicted analyzing unstructured textual information in financial news. Accordingly, we enhance existing text mining methods to evaluate the information content of financial news as an instrument for investment decisions. The main contribution of this paper is the usage of more expressive features to represent text and the employment of market...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.