When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions
Axel Groß-Klußmann; Nikolaus Hautsch
- 作者Axel Groß-Klußmann; Nikolaus Hautsch
- 卷第18卷
- 期第2期
- 印刷ISSN0927-5398
- 文件大小1931.58KB
- 发表时间2011
- DOI10.1016/j.jempfin.2010.11.009