Novel and topical business news and their impact on stock market activity
Abstract We propose an indicator to measure the degree to which a particular news article is novel, as well as an indicator to measure the degree to which a particular news item attracts attention from investors. The novelty measure is obtained by comparing the extent to which a particular news arti...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2017-10-01
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| Series: | EPJ Data Science |
| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1140/epjds/s13688-017-0123-7 |