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Stock Price and News

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References

Data were in [1-10] and obtained on January 24, 2024.
[1] Pearce, Douglas K & Roley, V Vance, 1985. "Stock Prices and Economic News," The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January. https://doi.org/10.1086/296282
[2] Grant McQueen, V. Vance Roley, Stock Prices, News, and Business Conditions, The Review of Financial Studies, Volume 6, Issue 3, August 1993, Pages 683–707, https://doi.org/10.1093/rfs/5.3.683
[3] Wesley S. Chan, Stock price reaction to news and no-news: drift and reversal after headlines, Journal of Financial Economics, Volume 70, Issue 2,
2003, Pages 223-260, https://doi.org/10.1016/S0304-405X(03)00146-6.
[4] Beaudry, Paul, and Franck Portier. 2006. "Stock Prices, News, and Economic Fluctuations." American Economic Review, 96 (4): 1293-1307. https://www.aeaweb.org/articles?id=10.1257/aer.96.4.1293
[5] Xiaodong Li, Pangjing Wu, Wenpeng Wang, Incorporating stock prices and news sentiments for stock market prediction: A case of Hong Kong, Information Processing & Management, Volume 57, Issue 5,
2020, https://doi.org/10.1016/j.ipm.2020.102212.
[6] Xin Du and Kumiko Tanaka-Ishii. 2020. Stock Embeddings Acquired from News Articles and Price History, and an Application to Portfolio Optimization. In Proceedings of the 58th Annual Meeting of the Association for Computational Linguistics, pages 3353–3363, Online. Association for Computational Linguistics. https://doi.org/10.18653/v1/2020.acl-main.307
[7] Gite S, Khatavkar H, Kotecha K, Srivastava S, Maheshwari P, Pandey N. 2021. Explainable stock prices prediction from financial news articles using sentiment analysis. PeerJ Computer Science 7:e340 https://doi.org/10.7717/peerj-cs.340
[8] Li, Y., Pan, Y. A novel ensemble deep learning model for stock prediction based on stock prices and news. Int J Data Sci Anal 13, 139–149 (2022). https://doi.org/10.1007/s41060-021-00279-9
[9] Jonathan Brogaard, Thanh Huong Nguyen, Talis J Putnins, Eliza Wu, What Moves Stock Prices? The Roles of News, Noise, and Information, The Review of Financial Studies, Volume 35, Issue 9, September 2022, Pages 4341–4386, https://doi.org/10.1093/rfs/hhab137

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