Browsing Thesis by Author "Holm, Philip Baltzersen"
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High-frequency market reactions to unscheduled stock-specific news : an empirical analysis of the intraday market dynamics at the Oslo stock exchange
Holm, Philip Baltzersen; Rødde, Jørgen (Master thesis, 2020)We use pre-processed news data combined with high-frequency stock data from the Oslo Stock Exchange to test the following hypotheses: (1) the sentiment of news articles can predict the direction of intraday abnormal ...