The Relationship between Information Content of Public News of Index and Investor’s Sentiment: Earnings Announcement
碩士 === 銘傳大學 === 財務金融學系碩士班 === 99 === The research is to study the relationship between public news and cumulative abnormal returns (CAR) referring to Vega (2006) and Demers and Vega (2010). The study applies text mining technique to extract information content from public news and establishes quanti...
| Main Authors: | , |
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/40387056672919049058 |