Abstract
This article describes how machines are the new breed of traders as news sentiment arrivals drive the stock price change. Strategies are the technical approach to search for profit from event-based speculations. This paper revisits these topics in a novel way and first uncovers distinctive characteristics of high frequency trading in Helsinki stock exchange insinuating the impression on positive recovers of event trading. Here is a better prediction by the incorporation of news on returns that proposed event trading strategy has significant effects on Finnish stock. This article contributes to the con temporarily embarked, upgrading form of practical paperwork on the take of news events in high economic science.
| Original language | English |
|---|---|
| Article number | DOI10.4018/JGIM.2018100102 |
| Pages (from-to) | 18-35 |
| Number of pages | 17 |
| Journal | Journal of Global Information Management |
| Publication status | Published - 1 Aug 2018 |
Keywords
- Decision support system
- High frequency trading
- Finland
- bigdata