Long, Wen - In: Financial innovation : FIN 10 (2024), pp. 1-50
Literature shows that both market data and fnancial media impact stock prices; however, using only one kind of data may … lead to information bias. Therefore, this study uses market data and news to investigate their joint impact on stock price …% accuracy when the sliding windows of news and market data are set to 1-5 days, which confrms our model's efectiveness. Finally …