@inproceedings{3baeee8fd52a47aaa1a2f9923c887d7e,
title = "Automatic analysis of financial event phrases and keywords in form 8-K disclosures",
abstract = "It is generally accepted that there are three different types of financial information: information in past stock prices, information that is available to all the public, and information that is both available to the public and available privately to insiders [1-4]. This study looks at publicly-available information in Form 8K disclosures filed on the Securities and Exchange Commission's EDGAR system. We developed a prototype financial event phrase (FEP) recognizer and automatically classified a small sample of 8-K disclosures by likely share price response, using automatically-recognized FEPs and hand-chosen keywords as disclosure features. We used C4.5 and SVM-Light for classification but found that C4.5 was more successful overall. In one experiment, we found that C4.5 was able to correctly classify 63.2% of disclosures that had a positive share price reaction around the disclosure filing date, as against 58.2% at chance.",
keywords = "Classification, Content analysis, Disclosures, Financial events, Keywords, Phrases, Share price reaction",
author = "Slattery, {Darina M.} and Sutcliffe, {Richard F.E.}",
year = "2012",
language = "English",
isbn = "9788469543337",
series = "Proceedings of the 10th Terminology and Knowledge Engineering Conference: New Frontiers in the Constructive Symbiosis of Terminology and Knowledge Engineering, TKE 2012",
pages = "291--305",
booktitle = "Proceedings of the 10th Terminology and Knowledge Engineering Conference",
note = "10th Terminology and Knowledge Engineering Conference: New Frontiers in the Constructive Symbiosis of Terminology and Knowledge Engineering, TKE 2012 ; Conference date: 19-06-2012 Through 22-06-2012",
}