Non-scheduled News Arrival and High-Frequency Stock Market Dynamics: Evidence From the Australian Securities Exchange
An increasing number of market participants utilise news analytics software to comprehend the large amounts of unstructured data flowing through news-wires. Utilising original data from one such tool – Ravenpack – I examine the market reaction of leading Australian stocks to stock-specific news flow...
| Main Author: | |
|---|---|
| Format: | Journal Article |
| Published: |
J A I Press Inc.
2014
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/25695 |