{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,25]],"date-time":"2025-03-25T21:13:13Z","timestamp":1742937193664,"version":"3.40.3"},"publisher-location":"Cham","reference-count":20,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319552088"},{"type":"electronic","value":"9783319552095"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-3-319-55209-5_9","type":"book-chapter","created":{"date-parts":[[2017,3,7]],"date-time":"2017-03-07T04:52:34Z","timestamp":1488862354000},"page":"108-119","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["A Security Price Data Cleaning Technique: Reynold\u2019s Decomposition Approach"],"prefix":"10.1007","author":[{"given":"Rachel V.","family":"Mok","sequence":"first","affiliation":[]},{"given":"Wai Yin","family":"Mok","sequence":"additional","affiliation":[]},{"given":"Kit Yee","family":"Cheung","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2017,3,8]]},"reference":[{"issue":"1","key":"9_CR1","doi-asserted-by":"publisher","first-page":"21","DOI":"10.2307\/2490700","volume":"22","author":"AE Chambers","year":"1984","unstructured":"Chambers, A.E., Penman, S.H.: Timeliness of reporting and the stock price reaction to earnings announcements. J. Acc. Res. 22(1), 21\u201347 (1984)","journal-title":"J. Acc. Res."},{"issue":"3","key":"9_CR2","doi-asserted-by":"publisher","first-page":"581","DOI":"10.1016\/S0304-405X(03)00174-0","volume":"71","author":"KH Chung","year":"2004","unstructured":"Chung, K.H., Chuwonganant, C., McCormick, D.T.: Order preferencing and market quality on NASDAQ before and after decimalization. J. Financ. Econ. 71(3), 581\u2013612 (2004)","journal-title":"J. Financ. Econ."},{"issue":"3","key":"9_CR3","doi-asserted-by":"publisher","first-page":"309","DOI":"10.1111\/j.1475-6803.2004.00096.x","volume":"27","author":"KH Chung","year":"2004","unstructured":"Chung, K.H., Van Ness, B.F., Van Ness, R.A.: Trading costs and quote clustering on the NYSE and NASDAQ after decimalization. J. Finan. Res. 27(3), 309\u2013328 (2004)","journal-title":"J. Finan. Res."},{"issue":"11","key":"9_CR4","doi-asserted-by":"publisher","first-page":"1674","DOI":"10.14778\/2350229.2350279","volume":"5","author":"T Dasu","year":"2012","unstructured":"Dasu, T., Loh, J.M.: Statistical distortion: consequences of data cleaning. Proc. VLDB Endowment 5(11), 1674\u20131683 (2012). \n                  http:\/\/vldb.org\/pvldb\/vol5\/p1674_tamraparnidasu_vldb2012.pdf","journal-title":"Proc. VLDB Endowment"},{"key":"9_CR5","doi-asserted-by":"publisher","first-page":"386","DOI":"10.1016\/j.jbankfin.2013.03.013","volume":"48","author":"B Detollenaere","year":"2014","unstructured":"Detollenaere, B., Mazza, P.: Do Japanese candlesticks help solve the trader\u2019s dilemma? J. Bank. Finance 48, 386\u2013395 (2014)","journal-title":"J. Bank. Finance"},{"key":"9_CR6","unstructured":"Goes, P.B.: Big data and IS research. MIS Q. 38(3), iii\u2013viii (2014)"},{"issue":"4","key":"9_CR7","doi-asserted-by":"publisher","first-page":"609","DOI":"10.2307\/2329827","volume":"8","author":"RJ Jordan","year":"1973","unstructured":"Jordan, R.J.: An empirical investigation of the adjustment of stock prices to new quarterly earnings information. J. Financ. Quant. Anal. 8(4), 609\u2013620 (1973)","journal-title":"J. Financ. Quant. Anal."},{"issue":"2","key":"9_CR8","doi-asserted-by":"publisher","first-page":"207","DOI":"10.2307\/2490349","volume":"15","author":"OM Joy","year":"1977","unstructured":"Joy, O.M., Litzenberger, R.H., McEnally, R.W.: The adjustment of stock prices to announcements of unanticipated changes in quarterly earnings. J. Acc. Res. 15(2), 207\u2013225 (1977)","journal-title":"J. Acc. Res."},{"issue":"1","key":"9_CR9","first-page":"69","volume":"14","author":"I Kaur","year":"2015","unstructured":"Kaur, I.: Early warning system of currency crisis: insights from global financial crisis 2008. IUP J. Appl. Econ. 14(1), 69\u201383 (2015)","journal-title":"IUP J. Appl. Econ."},{"issue":"5","key":"9_CR10","doi-asserted-by":"publisher","first-page":"4","DOI":"10.2469\/faj.v55.n5.2295","volume":"55","author":"CMC Lee","year":"1999","unstructured":"Lee, C.M.C., Swaminathan, B.: Valuing the dow: a bottom-up approach. Financ. Anal. J. 55(5), 4\u201323 (1999)","journal-title":"Financ. Anal. J."},{"issue":"4","key":"9_CR11","doi-asserted-by":"publisher","first-page":"1137","DOI":"10.1111\/j.1911-3846.2011.01152.x","volume":"29","author":"YJ Lee","year":"2012","unstructured":"Lee, Y.J.: The effect of quarterly report readability on information efficiency of stock prices. Contemp. Acc. Res. 29(4), 1137\u20131170 (2012)","journal-title":"Contemp. Acc. Res."},{"issue":"4","key":"9_CR12","doi-asserted-by":"publisher","first-page":"519","DOI":"10.1177\/0148558X14537827","volume":"29","author":"C Mashruwala","year":"2014","unstructured":"Mashruwala, C., Mashruwala, S.: Is there a \u201ctorpedo effect\u201d in earnings announcement returns? The role of short-sales constraints and investor disagreement. J. Acc. Auditing Finance 29(4), 519\u2013546 (2014)","journal-title":"J. Acc. Auditing Finance"},{"key":"9_CR13","volume-title":"Basic Heat and Mass Transfer","author":"AF Mills","year":"1999","unstructured":"Mills, A.F.: Basic Heat and Mass Transfer, 2nd edn. Prentice Hall, Upper Saddle River (1999)","edition":"2"},{"issue":"9","key":"9_CR14","first-page":"2","volume":"68","author":"R Moroney","year":"2012","unstructured":"Moroney, R.: What we\u2019re thinking add it up: dow has further upside. Dow Theory Forecasts 68(9), 2\u20133 (2012)","journal-title":"Dow Theory Forecasts"},{"key":"9_CR15","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511617843","volume-title":"The Equations of Oceanic Motions","author":"P M\u00fcller","year":"2006","unstructured":"M\u00fcller, P.: The Equations of Oceanic Motions. Cambridge University Press, Cambridge (2006)"},{"issue":"12","key":"9_CR16","first-page":"821","volume":"17","author":"M Shamsipour","year":"2014","unstructured":"Shamsipour, M., Farzadfar, F., Gohari, K., Parsaeian, M., Amini, H., Rabiei, K., Hassanvand, M.S., Navidi, I., Fotouhi, A., Naddafi, K., Sarrafzadegan, N., Mansouri, A., Mesdaghinia, A., Larijani, B., Yunesian, M.: A framework for exploration and cleaning of environmental data - Tehran air quality data experience. Arch. Iran. Med. 17(12), 821\u2013829 (2014)","journal-title":"Arch. Iran. Med."},{"key":"9_CR17","unstructured":"Stillman, R.J.: Dow Jones Industrial Average: History and Role in an Investment Strategy. Irwin Professional Pub (1986)"},{"issue":"4","key":"9_CR18","doi-asserted-by":"publisher","first-page":"376","DOI":"10.1007\/s11119-012-9300-7","volume":"14","author":"W Sun","year":"2013","unstructured":"Sun, W., Whelan, B., McBratney, A., Minasny, B.: An integrated framework for software to provide yield data cleaning and estimation of an opportunity index for site-specific crop management. Precision Agric. 14(4), 376\u2013391 (2013)","journal-title":"Precision Agric."},{"key":"9_CR19","doi-asserted-by":"publisher","first-page":"294","DOI":"10.1016\/j.ribaf.2015.02.007","volume":"34","author":"T Verheyden","year":"2015","unstructured":"Verheyden, T., De Moor, L., Van den Bossche, F.: Towards a new framework on efficient markets. Res. Int. Bus. Finance 34, 294\u2013308 (2015)","journal-title":"Res. Int. Bus. Finance"},{"key":"9_CR20","doi-asserted-by":"crossref","unstructured":"Verousis, T., ap Gwilym, O.: An improved algorithm for cleaning ultra high-frequency data. J. Deriv. Hedge Funds 15(4), 323\u2013340 (2010)","DOI":"10.1057\/jdhf.2009.16"}],"container-title":["Communications in Computer and Information Science","Information Management and Big Data"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-55209-5_9","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,20]],"date-time":"2019-05-20T23:17:03Z","timestamp":1558394223000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-55209-5_9"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9783319552088","9783319552095"],"references-count":20,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-55209-5_9","relation":{},"ISSN":["1865-0929","1865-0937"],"issn-type":[{"type":"print","value":"1865-0929"},{"type":"electronic","value":"1865-0937"}],"subject":[],"published":{"date-parts":[[2017]]},"assertion":[{"value":"8 March 2017","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}},{"value":"SIMBig","order":1,"name":"conference_acronym","label":"Conference Acronym","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Annual International Symposium on Information Management and Big Data","order":2,"name":"conference_name","label":"Conference Name","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Cusco","order":3,"name":"conference_city","label":"Conference City","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"Peru","order":4,"name":"conference_country","label":"Conference Country","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2015","order":5,"name":"conference_year","label":"Conference Year","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2 September 2015","order":7,"name":"conference_start_date","label":"Conference Start Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"4 September 2015","order":8,"name":"conference_end_date","label":"Conference End Date","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"2","order":9,"name":"conference_number","label":"Conference Number","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"simbig2015","order":10,"name":"conference_id","label":"Conference ID","group":{"name":"ConferenceInfo","label":"Conference Information"}},{"value":"http:\/\/simbig.org\/SIMBig2015\/","order":11,"name":"conference_url","label":"Conference URL","group":{"name":"ConferenceInfo","label":"Conference Information"}}]}}