TY  - RPRT
AU  - Allen, David E.
AU  - McAleer, Michael
AU  - Singh, Abhay K.
PY  - 2017
SN  - 2341-2356
UR  - https://hdl.handle.net/20.500.14352/22873
AB  - This paper features an analysis of the relationship between the DOW JONES Industrial Average Index (DJIA) and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA)1 provided by SIRCA (The Securities Industry...
LA  - eng
A3  - Facultad de Ciencias Económicas y Empresariales. Instituto Complutense de Análisis Económico (ICAE)
KW  - DJIA
KW  - Sentiment
KW  - Entropy
KW  - TRNA
KW  - Information
TI  - An entropy based analysis of the relationship between the DOW JONES Index and the TRNA Sentiment series
TY  - technical report
VL  - 2017
ER  -