The Impact of Sentiment in the News Media on Daily and Monthly Stock Market Returns

Justin Case, Adam Clements. The Impact of Sentiment in the News Media on Daily and Monthly Stock Market Returns. In Yue Xu 0001, X. Rosalind Wang, Anton Lord, Yee Ling Boo, Richi Nayak, Yanchang Zhao, Graham Williams, editors, Data Mining - 19th Australasian Conference on Data Mining, AusDM, Brisbane, QLD, Australia, December 14-15, 2021, Proceedings. Volume 1504 of Communications in Computer and Information Science, pages 180-195, Springer, 2021. [doi]

Abstract

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