人工知能学会
経営課題にAIを！ビジネスインフォマティクス研究会 (第7回)
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ƿStudy of News and High Frequency Data of Korean Stock Marketǀ§««ĕ ƈü1Lƌ ĬĊ 1Lƾœ Ĉħ 1
Sungjae Yoon1, Aiko Suge1, Hiroshi Takahashi111ĮįƄĂĈČ ĈČƳƀøŻšŪŲŮ
Graduate School of Business and Administration, Keio University

Abstract: This study analyzes the relationship bewtween news aritcles and intraday stock
market reactions. Many cases about US & Japan listed companies have been reported, but, Korean cases
haven`t. In this study, we analyze the influence of news articles on Korean stock markets using highfrequency data. Furthermore, we also analyze differences in market reactions by language of newsarticles.

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    E-mail: endeavourysj@keio. jp

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経営課題にAIを！ビジネスインフォマティクス研究会 (第7回)
JSAI Special Interest Group on Business Informatics (SIG-BI #7)

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経営課題にAIを！ビジネスインフォマティクス研究会 (第7回)
JSAI Special Interest Group on Business Informatics (SIG-BI #7)

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