Non-scheduled News Arrival and High-Frequency Stock Market Dynamics: Evidence From the Australian Securities Exchange

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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...

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Bibliographic Details
Main Author:	Smales, Lee
Format:	Journal Article
Published:	J A I Press Inc. 2014
Subjects:	News analytics Non-scheduled news events Stock market
Online Access:	http://hdl.handle.net/20.500.11937/25695

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