Empirical Analysis: News Impact on Stock Prices Based on News Density.


https://doi.org/10.1109/ICDMW.2010.124
@inproceedings{DBLP:conf/icdm/LiDWD10, author = {Xiaodong Li and Xiaotie Deng and Feng Wang and Keren Dong}, editor = {Wei Fan and Wynne Hsu and Geoffrey I. Webb and Bing Liu and Chengqi Zhang and Dimitrios Gunopulos and Xindong Wu}, title = {Empirical Analysis: News Impact on Stock Prices Based on News Density}, booktitle = {{ICDMW} 2010, The 10th {IEEE} International Conference on Data Mining Workshops, Sydney, Australia, 13 December 2010}, pages = {585--592}, publisher = {{IEEE} Computer Society}, year = {2010}, url = {https://doi.org/10.1109/ICDMW.2010.124}, doi = {10.1109/ICDMW.2010.124}, timestamp = {Fri, 27 Mar 2020 08:53:21 +0100}, biburl = {https://dblp.org/rec/conf/icdm/LiDWD10.bib}, bibsource = {dblp computer science bibliography, https://dblp.org} }

本页面没有标签
本页面最近更新:2020/05/21更新历史
发现错误?想一起完善? 在 GitHub 上编辑此页!
本页面的全部内容在 CC BY-SA 4.0 SATA 协议之条款下提供,附加条款亦可能应用

Copyright © 2016 - 2020 PKU Scholar

最近更新: 52aade4, 2020-05-21