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The efficient market hypothesis states that investors immediately incorporate all available information into the price of an asset to accurately reflect its value at any given time. The sheer volume of information immediately available electronically makes it difficult for a single investor to keep abreast of all information for a single stock, let alone multiple. We aim to determine how quickly investors tend to react to asset specific news by analysing the accuracy of classifiers which takedoi:10.1007/978-3-540-77018-3_3 dblp:conf/pakdd/RobertsonGW07 fatcat:oyhy2hiuu5ftzp3uelv73c33qy