Building a Calendar of Events Database by Analyzing Financial Spikes
An event is a piece of news that triggers a change in stock prices. Here, an event study is undertaken to capture the effect of abnormal returns due to an event. The event can affect the stock market in the long term or short term. Event research is relevant to both the efficient market hypothesis a...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2021-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9505602/ |