{"id":"https://openalex.org/W1502755448","doi":"https://doi.org/10.1007/978-3-540-77018-3_3","title":"Predicting the Short-Term Market Reaction to Asset Specific News: Is Time Against Us?","display_name":"Predicting the Short-Term Market Reaction to Asset Specific News: Is Time Against Us?","publication_year":2007,"publication_date":"2007-11-26","ids":{"openalex":"https://openalex.org/W1502755448","doi":"https://doi.org/10.1007/978-3-540-77018-3_3","mag":"1502755448"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-77018-3_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77018-3_3","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"conference-paper","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5035266546","display_name":"Calum Robertson","orcid":null},"institutions":[{"id":"https://openalex.org/I160993911","display_name":"Queensland University of Technology","ror":"https://ror.org/03pnv4752","country_code":"AU","type":"education","lineage":["https://openalex.org/I160993911"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Calum Robertson","raw_affiliation_strings":["Information Research Group, Queensland University of Technology,","Information Research Group, Queensland University of Technology#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Information Research Group, Queensland University of Technology,","institution_ids":["https://openalex.org/I160993911"]},{"raw_affiliation_string":"Information Research Group, Queensland University of Technology#TAB#","institution_ids":["https://openalex.org/I160993911"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5045420626","display_name":"Shlomo Geva","orcid":"https://orcid.org/0000-0003-1340-2802"},"institutions":[{"id":"https://openalex.org/I160993911","display_name":"Queensland University of Technology","ror":"https://ror.org/03pnv4752","country_code":"AU","type":"education","lineage":["https://openalex.org/I160993911"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Shlomo Geva","raw_affiliation_strings":["Information Research Group, Queensland University of Technology,","Information Research Group, Queensland University of Technology#TAB#"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Information Research Group, Queensland University of Technology,","institution_ids":["https://openalex.org/I160993911"]},{"raw_affiliation_string":"Information Research Group, Queensland University of Technology#TAB#","institution_ids":["https://openalex.org/I160993911"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5003914934","display_name":"Rodney Wolff","orcid":null},"institutions":[{"id":"https://openalex.org/I160993911","display_name":"Queensland University of Technology","ror":"https://ror.org/03pnv4752","country_code":"AU","type":"education","lineage":["https://openalex.org/I160993911"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Rodney Wolff","raw_affiliation_strings":["School of Economics and Finance, Queensland University of Technology, 2 George Street, Brisbane, Queensland 4000, Australia","School of Economics and Finance, Queensland University of Technology, Brisbane, Queensland, Australia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Finance, Queensland University of Technology, 2 George Street, Brisbane, Queensland 4000, Australia","institution_ids":["https://openalex.org/I160993911"]},{"raw_affiliation_string":"School of Economics and Finance, Queensland University of Technology, Brisbane, Queensland, Australia","institution_ids":["https://openalex.org/I160993911"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I160993911"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":1.7564,"has_fulltext":false,"cited_by_count":1,"citation_normalized_percentile":{"value":0.83040936,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"15","last_page":"26"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10081","display_name":"Auditing, Earnings Management, Governance","score":0.9911999702453613,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.6166216135025024},{"id":"https://openalex.org/keywords/term","display_name":"Term (time)","score":0.5692753791809082},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.5109521746635437},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.5029453635215759},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4877396523952484},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4679728150367737},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.46079665422439575},{"id":"https://openalex.org/keywords/efficient-market-hypothesis","display_name":"Efficient-market hypothesis","score":0.42503997683525085},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3657424747943878},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3561347723007202},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3358818292617798},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.3352222740650177},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.21629998087882996},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08079737424850464},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07821822166442871}],"concepts":[{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.6166216135025024},{"id":"https://openalex.org/C61797465","wikidata":"https://www.wikidata.org/wiki/Q1188986","display_name":"Term (time)","level":2,"score":0.5692753791809082},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5109521746635437},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.5029453635215759},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4877396523952484},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4679728150367737},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.46079665422439575},{"id":"https://openalex.org/C29368100","wikidata":"https://www.wikidata.org/wiki/Q724931","display_name":"Efficient-market hypothesis","level":4,"score":0.42503997683525085},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3657424747943878},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3561347723007202},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3358818292617798},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3352222740650177},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.21629998087882996},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08079737424850464},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07821822166442871},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/978-3-540-77018-3_3","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-77018-3_3","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5699999928474426}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W566586761","https://openalex.org/W1561513404","https://openalex.org/W1967516006","https://openalex.org/W1967702748","https://openalex.org/W1989049578","https://openalex.org/W2000350663","https://openalex.org/W2001340398","https://openalex.org/W2007514734","https://openalex.org/W2044902013","https://openalex.org/W2052509092","https://openalex.org/W2070891096","https://openalex.org/W2072229627","https://openalex.org/W2098162425","https://openalex.org/W2100876305","https://openalex.org/W2104697841","https://openalex.org/W2110128188","https://openalex.org/W2115770250","https://openalex.org/W2125055259","https://openalex.org/W2141148673","https://openalex.org/W2149312065","https://openalex.org/W2149640509","https://openalex.org/W2156909104","https://openalex.org/W3122719819","https://openalex.org/W3124084508","https://openalex.org/W3125605345","https://openalex.org/W4230674625","https://openalex.org/W4245014057","https://openalex.org/W4250632589","https://openalex.org/W4254370160","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W2370669686","https://openalex.org/W1485715292","https://openalex.org/W112679373","https://openalex.org/W2489700094","https://openalex.org/W4394793463","https://openalex.org/W2376552040","https://openalex.org/W2494645481","https://openalex.org/W141169181","https://openalex.org/W2038658126","https://openalex.org/W2387949468"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-07-29T14:22:42.915294","created_date":"2025-10-10T00:00:00"}
