Impact of News Sentiment Analysis on Market Price Movement During the Dividend Period

Document Type

Article

Publication Date

1-1-2018

Abstract

This study presents development of a system for analysing the polarity of stock market news to guide traders in making better decision when buying, selling or holding stocks during the dividend period. It will also help traders by reducing the risk of making inaccurate decision in trading. Trusted and reliable data such as dividend news, daily share market price, company news and announcements from Bursa Malaysia and The Edge Market will be used for performing news sentiment analysis using Azure Text Analytics. The results show that company news and announcements do not have significant effect on the Malaysia stock prices as the prices move within the range of 0-1%, which is the benchmark of the normal range of daily price movement.

Keywords

Stock Market, News Sentiment Analysis, Dividend, Bursa Malaysia

Divisions

fsktm

Publication Title

International Journal of Engineering & Technology

Volume

7

Issue

4.11

Publisher

Science Publishing Corporation

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