Analyzing the Relationship between Weekly Effect in Chinese Stock Markets and News Articles using a Financial Polarity Dictionary
2019 Volume 2019 Issue BI-012 Pages 07-
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2019 Volume 2019 Issue BI-012 Pages 07-
One of the anomalies in the financial markets is the week day effect. Although reports of theweekday effect have been conducted in China's stock market, the cause of the effect is still indecisive.The purpose of this study is to clarify the relevance of the weekday effect and news about the Chinesestock market. In this paper, we examined the polarity of the news and try to explain its relevance with theweekday effect.
