Distillation of News Flow into Analysis of Stock Reactions
Year of publication: |
2015-01
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Authors: | Zhang, Junni L. ; Härdle, Wolfgang K. ; Chen, Cathy Y. ; Bommes, Elisabeth |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Investor Sentiment | Attention Analysis | Sector Analysis | Volatility Simulation | Trading Volume | Returns | Bootstrap |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number SFB649DP2015-005 40 pages |
Classification: | C81 - Methodology for Collecting, Estimating, and Organizing Microeconomic Data ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
Source: |
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Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2015)
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Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2015)
-
Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2016)
- More ...
-
Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2015)
-
Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2016)
-
Distillation of news flow into analysis of stock reactions
Zhang, Junni L., (2015)
- More ...