Do Financial Companies Communicate to One Another in the News? (Application of Multivariate Hawkes Graphs to Uncover Granger Causality of Financial News)
Year of publication: |
2018
|
---|---|
Authors: | Tetereva, Anastasija |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Kausalanalyse | Causality analysis | Ankündigungseffekt | Announcement effect |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3136330 [DOI] |
Classification: | c55 ; c58 ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Information Arrival, News Sentiment, Volatilities and Jumps of Intraday Returns
Qian, Ya, (2021)
-
The Spillover Effects Following Brexit Announcements
Gifuni, Luigi, (2022)
-
Building news measures from textual data and an application to volatility forecasting
Caporin, Massimiliano, (2017)
- More ...
-
Sentiment Spillover Effects for US and European Companies
Audrino, Francesco, (2017)
-
Forecasting Realized Correlations : A MIDAS Approach
Kostrov, Alexander, (2019)
-
Potrawa, Tomasz, (2022)
- More ...