Analysing the influence of headline news on the stock market in Japan Online publication date: Wed, 25-Sep-2013
by Yasuo Yamashita; Hiroaki Joutaki; Hiroshi Takahashi
International Journal of Intelligent Systems Technologies and Applications (IJISTA), Vol. 12, No. 3/4, 2013
Abstract: This research analysed the relationship between headlines in the news and the stock market in Japan through text mining technology. As a result of intensive analyses, we found a significant relationship between the stock index return changes and the negative (or positive) news classified by keywords. At the same time, we also found that the measure of constructing a keyword list has a significant impact on the performance of this classification.
Online publication date: Wed, 25-Sep-2013
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