The effect of news and public mood on stock movements
The effect of news and public mood on stock movements
Qing Li,Tiejun Wang,3 Authors,Y. Chen
2014 · DOI: 10.1016/j.ins.2014.03.096
Information Sciences · 246 Citations
TLDR
A quantitative media-aware trading strategy is proposed to investigate the media impact on stock markets and finds that fundamental information of firm-specific news articles can enrich the knowledge of investors and affect their trading activities.