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The handbook of news analytics in finance /

The Handbook of News Analytics in Finance is a landmark publication bringing together the latest models and applications of News Analytics for asset pricing, portfolio construction, trading and risk control. The content of the Hand Book is organised to provide a rapid yet comprehensive understanding...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Otros Autores: Mitra, Gautam, Mitra, Leela
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, U.K. : Wiley, ©2011.
Temas:
Acceso en línea:Texto completo (Requiere registro previo con correo institucional)
Tabla de Contenidos:
  • Applications of news analytics in finance : a review / Leela Mitra and Gautam Mitra
  • News analytics : framework, techniques, and metrics / Sanjiv R. Das
  • Managing real-time risks and returns : the Thomson Reuters NewsScope event indices / Alexander D. Healy and Andrew W. Lo
  • Measuring the value of media sentiment : a pragmatic view / Marion Munz
  • How news events impact market sentiment / Peter Ager Hafez
  • Relating news analytics to stock returns / David Leinweber and Jacob Sisk
  • All that glitters : the effect of attention and news on the buying behavior of individual and institutional investors / Brad M. Barber and Terrance Odean
  • The impact of news flows on asset returns : an empirical study / Andy Moniz [and others]
  • Sentiment reversals as buy signals / John Kittrell
  • Using news as a state variable in assessment of financial market risk / Dan diBartolomeo
  • Volatility asymmetry, news, and private investors / Michal Dzielinski, Marc Oliver Rieger, and Tõnn Talpsepp
  • Firm-specific news arrival and the volatility of intraday stock index and futures returns / Petko S. Kalev and Huu Nhan Duong
  • Equity portfolio risk estimation using market information and sentiment / Leela Mitra, Gautam Mitra and Dan diBartolomeo
  • Incorporating news into algorithmic trading strategies : increasing the signal-to-noise ratio / Richard Brown
  • Are you still trading without news? / Armando Gonzalez
  • News analytics in a risk management framework for asset managers / Dan diBartolomeo
  • NORM : towards a new financial paradigm : behavioural finance with news-optimized risk management / Mark Vreijling and Thomas Dohmen
  • Question and answers with Lexalytics / Jeff Catlin
  • Directory of news analytics service providers.