This paper combines a comprehensive sample of intraday firm-level news arrivals with high-frequency price movements of individual stocks, thereby decomposing daily stock returns into news-driven and non-news driven components. Consistent with prior literature, we find that non-news driven return precedes a reversal. For news-driven return, however, we find strong evidence of return continuation...

Information on the World Wide Web is congested with large amounts of news contents. Recommending, filtering, and summarization of Web news have become hot topics of research in Web intelligence, aiming to find interesting news for users and give concise content for reading. This paper presents our research on developing the Personalized News Filtering and Summarization system (PNFS). An embedde...

The most current news recommendations are suitable for news which comes from a single news website, not for news from different heterogeneous news websites. Previous researches about news recommender systems based on different strategies have been proposed to provide news personalization services for online news readers. However, little research work has been reported on utilizing hundreds of h...

this paper takes fundamental analysis research beyond the spatial and temporal bounds of previous studies. it was investigated that how detailed financial statement data enter the decisions of market makers by examining how current changes in the fundamental signals chosen can provide information on subsequent earnings changes. using tehran stock exchange’s firms data from 2003 to 2012, the rol...