{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,3,1]],"date-time":"2024-03-01T19:47:39Z","timestamp":1709322459167},"reference-count":48,"publisher":"IGI Global","issue":"4","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2018,10]]},"abstract":"<jats:p>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.<\/jats:p>","DOI":"10.4018\/jgim.2018100102","type":"journal-article","created":{"date-parts":[[2018,7,19]],"date-time":"2018-07-19T15:41:23Z","timestamp":1532014883000},"page":"18-35","source":"Crossref","is-referenced-by-count":3,"title":["News Sentiment Incorporation in Real-Time Trading"],"prefix":"10.4018","volume":"26","author":[{"given":"Arodh Lal","family":"Karn","sequence":"first","affiliation":[{"name":"Harbin Institute of Technology, Harbin, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"YE","family":"Qiang","sequence":"additional","affiliation":[{"name":"Harbin Institute of Technology, Harbin, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Rakshha Kumari","family":"Karna","sequence":"additional","affiliation":[{"name":"Harbin Institute of Technology, Harbin, China"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiaolin","family":"Wang","sequence":"additional","affiliation":[{"name":"Harbin Institute of Technology, Harbin, China"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"2432","reference":[{"key":"JGIM.2018100102-0","volume":"Vol. 459","author":"I.Aldridge","year":"2009","journal-title":"High-frequency trading: a practical guide to algorithmic strategies and trading systems"},{"key":"JGIM.2018100102-1","author":"I.Aldridge","year":"2013","journal-title":"High-frequency trading: a practical guide to algorithmic strategies and trading systems"},{"key":"JGIM.2018100102-2","doi-asserted-by":"publisher","DOI":"10.2469\/faj.v27.n2.12"},{"key":"JGIM.2018100102-3","doi-asserted-by":"crossref","unstructured":"Brown, R. (2011). Incorporating news into algorithmic trading strategies: increasing the signal-to-noise ratio. The Handbook of News Analytics in Finance, 307-309.","DOI":"10.1002\/9781118467411.ch14"},{"key":"JGIM.2018100102-4","doi-asserted-by":"publisher","DOI":"10.2307\/2233809"},{"key":"JGIM.2018100102-5","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(03)00146-6"},{"key":"JGIM.2018100102-6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1988.tb02622.x"},{"key":"JGIM.2018100102-7","doi-asserted-by":"publisher","DOI":"10.3905\/jpm.1989.409212"},{"key":"JGIM.2018100102-8","doi-asserted-by":"publisher","DOI":"10.1016\/j.qref.2011.07.005"},{"key":"JGIM.2018100102-9","doi-asserted-by":"publisher","DOI":"10.1093\/jjfinec\/nbn003"},{"key":"JGIM.2018100102-10","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/10.3.805"},{"key":"JGIM.2018100102-11","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(97)00005-4"},{"key":"JGIM.2018100102-12","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1996.tb04074.x"},{"key":"JGIM.2018100102-13","doi-asserted-by":"crossref","unstructured":"Engelberg, J. E. (2008). Costly Information Processing: Evidence From Earnings Announcements,Working Paper, University of North Carolina.","DOI":"10.2139\/ssrn.1107998"},{"key":"JGIM.2018100102-14","first-page":"13","article-title":"Evaluation of News-Based Trading Strategies.","author":"S.Feuerriegel","year":"2014","journal-title":"International Workshop on Enterprise Applications and Services in the Finance Industry"},{"key":"JGIM.2018100102-15","doi-asserted-by":"publisher","DOI":"10.1111\/jofi.12302"},{"key":"JGIM.2018100102-16","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(86)90004-8"},{"key":"JGIM.2018100102-17","doi-asserted-by":"publisher","DOI":"10.3905\/jot.2012.8.1.015"},{"key":"JGIM.2018100102-18","doi-asserted-by":"publisher","DOI":"10.1007\/s10100-014-0343-x"},{"issue":"3","key":"JGIM.2018100102-19","first-page":"230","article-title":"The Response of Intraday ATX Returns to US Macroeconomic News.","volume":"65","author":"H.Gurgul","year":"2015","journal-title":"Finance a Uver"},{"key":"JGIM.2018100102-20","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfs.2008.01.003"},{"key":"JGIM.2018100102-21","doi-asserted-by":"publisher","DOI":"10.1111\/j.1468-036X.2009.00512.x"},{"key":"JGIM.2018100102-22","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1991.tb03749.x"},{"key":"JGIM.2018100102-23","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/4.3.571"},{"key":"JGIM.2018100102-24","doi-asserted-by":"publisher","DOI":"10.1016\/S0927-5398(97)00011-X"},{"key":"JGIM.2018100102-25","doi-asserted-by":"publisher","DOI":"10.1177\/0021943608319388"},{"key":"JGIM.2018100102-26","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhi023"},{"key":"JGIM.2018100102-27","first-page":"49","article-title":"Optimal speculation against an efficient market.","volume":"31","author":"J. F.Jaffe","year":"1976","journal-title":"The Journal of Finance"},{"key":"JGIM.2018100102-28","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(94)90032-9"},{"key":"JGIM.2018100102-29","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(94)00799-7"},{"key":"JGIM.2018100102-30","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(97)00031-7"},{"key":"JGIM.2018100102-31","doi-asserted-by":"publisher","DOI":"10.3233\/MGS-2005-1303"},{"key":"JGIM.2018100102-32","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9236(01)00121-X"},{"key":"JGIM.2018100102-33","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(91)90039-M"},{"key":"JGIM.2018100102-34","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1992.tb04408.x"},{"key":"JGIM.2018100102-35","doi-asserted-by":"publisher","DOI":"10.1016\/0304-405X(93)90030-F"},{"key":"JGIM.2018100102-36","doi-asserted-by":"publisher","DOI":"10.1016\/S0167-9236(03)00091-5"},{"key":"JGIM.2018100102-37","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1994.tb00083.x"},{"key":"JGIM.2018100102-38","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-74430-6_18"},{"key":"JGIM.2018100102-39","doi-asserted-by":"publisher","DOI":"10.1016\/j.mulfin.2003.01.001"},{"key":"JGIM.2018100102-40","unstructured":"Niranjan, S. (2014). Evaluating Performance Capacity of High Frequency Trading Strategies, Based On Comparative Ratios and Market Inefficiency at Helsinki Stock Exchange [Doctoral Dissertation]."},{"key":"JGIM.2018100102-41","doi-asserted-by":"publisher","DOI":"10.1109\/ISPDC.2003.1267662"},{"key":"JGIM.2018100102-42","doi-asserted-by":"publisher","DOI":"10.1086\/499146"},{"key":"JGIM.2018100102-43","doi-asserted-by":"publisher","DOI":"10.1145\/1462198.1462204"},{"key":"JGIM.2018100102-44","doi-asserted-by":"publisher","DOI":"10.1016\/j.dss.2012.03.001"},{"key":"JGIM.2018100102-45","first-page":"421","article-title":"Do stock prices move too much to be justified by subsequent changes in dividends?","volume":"71","author":"R. J.Shiller","year":"1981","journal-title":"The American Economic Review"},{"key":"JGIM.2018100102-46","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2007.01232.x"},{"key":"JGIM.2018100102-47","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2006.00831.x"}],"container-title":["Journal of Global Information Management"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.igi-global.com\/viewtitle.aspx?TitleId=210193","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,5,6]],"date-time":"2022-05-06T07:45:53Z","timestamp":1651823153000},"score":1,"resource":{"primary":{"URL":"http:\/\/services.igi-global.com\/resolvedoi\/resolve.aspx?doi=10.4018\/JGIM.2018100102"}},"subtitle":["Alpha Testing the Event Trading Strategy in HFT"],"short-title":[],"issued":{"date-parts":[[2018,10]]},"references-count":48,"journal-issue":{"issue":"4"},"URL":"https:\/\/doi.org\/10.4018\/jgim.2018100102","relation":{},"ISSN":["1062-7375","1533-7995"],"issn-type":[{"value":"1062-7375","type":"print"},{"value":"1533-7995","type":"electronic"}],"subject":[],"published":{"date-parts":[[2018,10]]}}}