RETRACTED ARTICLE: Analysis of influence of investor relation documents to stock price

Toshihiko Sakai, Masashi Matsushita, Brendan Flanagan, Jun Zeng, Sachio Hirokawa

    研究成果: 書籍/レポート タイプへの寄稿会議への寄与

    2 被引用数 (Scopus)

    抄録

    Not only specialists but also ordinary people have interests in the stock price changes. The present paper analyzes the influence of the frequency of characteristic words that appear in the investor relation (IR) documents of companies. Is it true that the positive words cause the rise of a stock price, and the negative words cause the fall? We focused on 57 medical-supplies-related companies which have listed on Tokyo Stock Exchange. The stock price data and IR documents of the period in 2009 to 2011 were collected. We prepared 10 positive words and 10 negative words to evaluate the score of IR documents. The rate of the stock price compared with the previous day and the document score was analyzed. It is confirmed that the correlation of the rate and the document score is higher for the companies with high stock price ratio of change.

    本文言語英語
    ホスト出版物のタイトルProceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
    出版社IEEE Computer Society
    ページ1280-1284
    ページ数5
    ISBN(印刷版)9781467300223
    DOI
    出版ステータス出版済み - 2012
    イベント2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012 - Chongqing, 中国
    継続期間: 5月 29 20125月 31 2012

    出版物シリーズ

    名前Proceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012

    その他

    その他2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
    国/地域中国
    CityChongqing
    Period5/29/125/31/12

    !!!All Science Journal Classification (ASJC) codes

    • 制御と最適化
    • 論理

    フィンガープリント

    「RETRACTED ARTICLE: Analysis of influence of investor relation documents to stock price」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

    引用スタイル