Reaction to non-scheduled News During Financial Crisis: Australian Evidence

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Reaction to non-scheduled News During Financial Crisis: Australian Evidence

News analytics software applies linguistic algorithms to newswire releases in order to assign a sentiment score; this allows users to comprehend the unstructured data flowing through newswires. I examine the market reaction of leading Australian stocks to stock-specific news flow during the financia...

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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	Routledge 2014
Subjects:	news analytics ASX VAR-GARCH stock market nonscheduled news
Online Access:	http://hdl.handle.net/20.500.11937/12208

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