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題名：Can Economic News Predict Taiwan Stock Market Returns?
書刊名：Asia Pacific Management Review
作者：Wu, George Guan-ru／Hou, Tony Chieh-tse／Lin, Jin-lung
出版日期：2019
卷期：24:1
頁次：頁54-59
主題關鍵詞：News；Text mining；Stock market sentiment；Macroeconomic factors
原始連結：連回原系統網址new window
相關次數：
  • 被引用次數被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:2
  • 共同引用共同引用:0
  • 點閱點閱:6
期刊論文
1.García, Diego(2013)。Sentiment during recessions。The Journal of Finance，68(3)，1267-1300。  new window
2.Cheung, Yin-Wong、Ng, Lilian Kheng(1998)。International Evidence on the Stock Market and Aggregate Economic Activity。Journal of Empirical Finance，5(3)，281-296。  new window
3.Bollen, Johan、Mao, Huina、Zeng, Xiaojun(2011)。Twitter mood predicts the stock market。Journal of Computational Science，2(1)，1-8。  new window
4.Lerman, A.、Livnat, J.(2010)。The new Form 8-K disclosures。Review of Accounting Studies，15(4)，752-778。  new window
5.Loughran, Tim、McDonald, Bill(2011)。When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks。The Journal of Finance，66(1)，35-65。  new window
6.Tetlock, Paul C.、Saar-Tsechansky, Maytal、Macskassy, Sofus(2008)。More than words: Quantifying language to measure firms' fundamentals。The Journal of Finance，63(3)，1437-1467。  new window
7.Fama, Eugene F.(1981)。Stock Returns, Real Activity, Inflation, and Money。The American Economic Review，71(4)，545-565。  new window
8.Chen, H.、De, P.、Hu, Y.、Hwang, B.-H.(2014)。Wisdom of crowds: The value of sock opinions transmitted through social media。Review of Financial Studies，27(5)，1367-1403。  new window
9.Jegadeesh, N.、Wu, D.(2013)。Word power: A new approach for content analysis。Journal of Financial Economics，110(3)，712-729。  new window
10.Sharpe, S. A.(2002)。Reexamining stock valuation and inflation: The implications of analyst's earning forecast。The Review of Economics and Statistics，84(4)，632-648。  new window
11.Narayan, P. K.、Bannigidadmath, D.(2015)。Does financial news predict stock returns? New evidence from Islamic and non-Islamic stocks。Pacific-Basin Finance Journal，35，367-380。  new window
12.Chen, Nai-fu、Roll, Richard、Ross, Stephen A.(1986)。Economic Forces and the Stock Market。Journal of Business，59(3)，383-403。  new window
13.Flannery, M. J.、Protopapadakis, A. A.(2002)。Macroeconomic Factors Do Influence Aggregate Stock Returns。The Review of Financial Studies，15(3)，751-782。  new window
14.Ratanapakorn, O.、Sharma, S. C.(2007)。Dynamic analysis between the US stock returns and the macroeconomic variables。Applied Financial Economics，17(5)，369-377。  new window
15.Dougal, Casey、Engelberg, Joseph、Garcia, Diego、Parsons, Christopher A.(2012)。Journalists and the stock market。The Review of Financial Studies，25(3)，639-679。  new window
16.Tetlock, Paul C.(2007)。Giving content to investor sentiment: The role of media in the stock market。The Journal of Finance，62(3)，1139-1168。  new window
17.Lo, Andrew W.、MacKinlay, A. Craig(1990)。When Are Contrarian Profits Due to Stock Market Overreaction?。The Review of Financial Studies，3(2)，175-205。  new window
18.Fama, Eugene F.(1970)。Efficient Capital Markets: A Review of Theory and Empirical Work。The Journal of Finance，25(2)，383-417。  new window
會議論文
1.Mittermayer, M.-A.(2004)。Forecasting intraday stock price trends with text mining techniques。The 37th Annual Hawaii International Conference on System Sciences，IEEE 64-73。  new window
2.Lavrenko, V.、Schmill, M.、Lawrie, D.、Ogilvie, P.、Jensen, D.、Allan, J.(2000)。Mining of concurrent text and time series。The 6th International Conference on Knowledge Discovery and Data mining，37-44。  new window
研究報告
1.Boudoukh, J.、Feldman, R.、Kogan, S.、Richardson, M.(2013)。Which news moves stock prices? A textual analysis。National Bureau of Economic Research, Inc.。  new window
2.Bordo, M. D.、Dueker, M. J.、Wheelock, D. C.(2009)。Inflation, monetary policy and stock market conditions: Quantitative evidence from a hybrid latent-variable VAR。Federal Reserve Bank of St. Louis。  new window
3.Dzielinski, M.、Hasseltoft, H.(2013)。Aggregate news tone, stock returns and volatility。University of Zurich：Swiss Finance Institute。  new window
4.Mittermayer, M. A.、Knolmayer, G. F.(2006)。Text mining systems for market response to news: A survey。Institute of Information Systems University of Bern。  new window
圖書論文
1.Ferson, W.(2007)。Market efficiency and forecasting。Forecasting expected returns in the financial markets。Elsevier Academic Press。  new window
 
 
 
 
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