Abstracts of Annual Conference of Japan Society for Management Information
Annual Conference of Japan Society for Management Information 2017 Autumn
Session ID : P1-15
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Abstract
Basic Study of News and Tick Data of Korean Stock
*Sungjae YoonAiko SugeHiroshi Takahashi
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Abstract
News articles have a significant role in financial markets. In this study, we analyze the relationship between news articles of listed companies on Korea Exchange (KRX) and trading volume using intraday stock price changes.
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© 2017 by Japan Society for Management Information
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