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The relation between news and stock price jump: an analysis based on neural network

dc.contributor.authorWang, Walter
dc.contributor.authorHo, Kin-Yip
dc.contributor.authorLiu, Wai-Man (Raymond)
dc.contributor.authorWang, Kun (Tracy)
dc.contributor.editorPiantadosi, J.
dc.contributor.editorAnderssen, R.S.
dc.contributor.editorBoland J.
dc.coverage.spatialAdelaide Australia
dc.date.accessioned2015-12-07T22:28:05Z
dc.date.createdDecember 1-6 2013
dc.date.issued2013
dc.date.updated2021-08-01T08:39:56Z
dc.identifier.isbn9780987214331
dc.identifier.urihttp://hdl.handle.net/1885/22215
dc.publisherModelling and Simulation Society of Australia and New Zealand Inc.
dc.relation.ispartofseries20th International Congress on Modelling and Simulation
dc.rightsAuthor/s retain copyright
dc.sourceMODSIM2013, 20th International Congress on Modelling and Simulation
dc.source.urihttp://www.mssanz.org.au/modsim2013/
dc.titleThe relation between news and stock price jump: an analysis based on neural network
dc.typeConference paper
dcterms.accessRightsOpen Accessen_AU
local.bibliographicCitation.lastpage2516
local.bibliographicCitation.startpage2506
local.contributor.affiliationWang, Walter, College of Business and Economics, ANU
local.contributor.affiliationHo, Kin-Yip, College of Business and Economics, ANU
local.contributor.affiliationLiu, Wai-Man (Raymond), College of Business and Economics, ANU
local.contributor.affiliationWang, Kun (Tracy), College of Business and Economics, ANU
local.contributor.authoruidWang, Walter, u4769978
local.contributor.authoruidHo, Kin-Yip, u4867077
local.contributor.authoruidLiu, Wai-Man (Raymond), u4756363
local.contributor.authoruidWang, Kun (Tracy), u4340333
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor140207 - Financial Economics
local.identifier.absseo900102 - Investment Services (excl. Superannuation)
local.identifier.ariespublicationu5260803xPUB20
local.identifier.doi.36334/modsim.2013.f8.wang
local.type.statusPublished Version

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