A basic tenet of financial economics is that asset prices change in response to unexpected fundamental information. Since Roll's (1988) provocative presidential address that showed little relation between stock prices and news, however, the finance literature has had limited success reversing...

This paper analyzes the usefulness of the forward-looking information disclosed in the annual report based on the 2011-2016 financial report of listed companies. We construct a new forward-looking information disclosure index based on the forward-looking information in the annual report...

The goal of this chapter is to introduce the text mining capabilities of RAPIDMINER through a use case. The use case involves mining reviews for hotels at TripAdvisor.com, a popular web portal. We will be demonstrating basic text mining in RAPIDMINER using the text mining extension. We will...