TY - GEN
T1 - Notice of Retraction
T2 - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
AU - Sakai, Toshihiko
AU - Matsushita, Masashi
AU - Flanagan, Brendan
AU - Zeng, Jun
AU - Hirokawa, Sachio
N1 - Copyright:
Copyright 2021 Elsevier B.V., All rights reserved.
PY - 2012
Y1 - 2012
N2 - Not only specialists but also ordinary people have interests in the stock price changes. The present paper analyzes the influence of the frequency of characteristic words that appear in the investor relation (IR) documents of companies. Is it true that the positive words cause the rise of a stock price, and the negative words cause the fall? We focused on 57 medical-supplies-related companies which have listed on Tokyo Stock Exchange. The stock price data and IR documents of the period in 2009 to 2011 were collected. We prepared 10 positive words and 10 negative words to evaluate the score of IR documents. The rate of the stock price compared with the previous day and the document score was analyzed. It is confirmed that the correlation of the rate and the document score is higher for the companies with high stock price ratio of change.
AB - Not only specialists but also ordinary people have interests in the stock price changes. The present paper analyzes the influence of the frequency of characteristic words that appear in the investor relation (IR) documents of companies. Is it true that the positive words cause the rise of a stock price, and the negative words cause the fall? We focused on 57 medical-supplies-related companies which have listed on Tokyo Stock Exchange. The stock price data and IR documents of the period in 2009 to 2011 were collected. We prepared 10 positive words and 10 negative words to evaluate the score of IR documents. The rate of the stock price compared with the previous day and the document score was analyzed. It is confirmed that the correlation of the rate and the document score is higher for the companies with high stock price ratio of change.
UR - http://www.scopus.com/inward/record.url?scp=84872045787&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84872045787&partnerID=8YFLogxK
U2 - 10.1109/FSKD.2012.6234291
DO - 10.1109/FSKD.2012.6234291
M3 - Conference contribution
AN - SCOPUS:84872045787
SN - 9781467300223
T3 - Proceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
SP - 1280
EP - 1284
BT - Proceedings - 2012 9th International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2012
PB - IEEE Computer Society
Y2 - 29 May 2012 through 31 May 2012
ER -