The Detection of Correlation between VPIN Indicators and News Reports

碩士 === 國立臺北大學 === 金融與合作經營學系 === 107 === This study collects news materials in 2012 from the database of RavenPack News Analytics (RPNA) for constituent stocks of the Dow Jones Industrial Index, and classifies the news into four categories according to the RPNA classification: financial and earning...

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Bibliographic Details
Main Authors: LIOU, REN-GANG, 劉人綱
Other Authors: KE, WEN-CHYAN
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/9ju3b8