Takahiro Yamasaki

Osaka Sangyo University

Associate Professor

Japan

SCHOLARLY PAPERS

2

DOWNLOADS

322

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Investor Sentiment in News and the Calendar Anomaly -- New Evidence from a Large Textual Data

Number of pages: 16 Posted: 12 Feb 2014
Katsuhiko Okada and Takahiro Yamasaki
Kwansei Gakuin University Business School and Osaka Sangyo University
Downloads 270 (138,144)
Citation 1

Abstract:

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Seasonality, Textual Analysis, Anomaly, Support Vector Machine, Market Psychology, Sell in May, Big Data

2.

The Tone of the Beige Book and the Pre-FOMC Announcement Drift

Number of pages: 25 Posted: 16 Jan 2019 Last Revised: 10 Mar 2020
Yasutomo Tsukioka and Takahiro Yamasaki
Kwansei Gakuin University and Osaka Sangyo University
Downloads 52 (456,244)

Abstract:

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FOMC, Federal Reserve, Beige Book, Monetary Policy, Textual Analysis