From: Characterizing financial markets from the event driven perspective
Reference | Text type | Text source | No. of items |
---|---|---|---|
David et al. (1989) | General news | New York Times | 49 events |
Mitchell and Mulherin (1994) | Financial news | Dow Jones & Company | 752,647 headlines |
Brad and Douglas (1993) | Financial news columns | Wall Street Journal | 48 + 48 stock picks |
Schumaker and Chen (2009) | Financial news | Yahoo Finance | 9,211 |
Wu et al. (2009) | General news | The Standard | ? |
Lumsdaine (2010) | News readership data | Bloomberg | ? |
Fehrer and Feuerriegel (2015) | Ad hoc announcements | Corporate disclosures | 8359 headlines |
Yu et al. (2013) | General news and social media | Google Blogs, BoardReader, Twitter, Google News | 52,746 messages |
Hagenau et al. (2013) | Corporate announcements and financial news | DGAP, EuroAdhoc | 10,870 and 3478 respectively |
Shen et al. (2016) | General news | Baidu News | 6250 articles |
Ding et al. (2015) | Financial news | Reuters and Bloomberg | 664,399 Documents |
Zhang et al. (2016) | Financial news Column | NetEase | 136 + 106 events |