中国株式市場におけるニュースと曜日効果に関する研究 ‐金融極性辞書を用いた分析‐
2019 年 2019 巻 BI-012 号 p. 07-
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2019 年 2019 巻 BI-012 号 p. 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.
