主催: The Japanese Society for Artificial Intelligence
会議名: 2017年度人工知能学会全国大会（第31回）
回次: 31
開催地: 愛知県名古屋市 ウインクあいち
開催日: 2017/05/23 - 2017/05/26
Based on 7.3million newspaper articles, we have assigned each article to stocks on a given day from 1985 to 2010. We found a significant difference in the short-term stock price reaction whether there is a news for the stock or not. Japanese stock market demonstrates less return momentum for stocks with news than the US counterparts. However, the return reversal for the losing stocks with no news is conspicuously strong.
