Quantifying high-frequency market reactions to real-time news sentiment announcements
Year of publication: |
2009
|
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Authors: | Groß-Klußmann, Axel ; Hautsch, Nikolaus |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Börsenkurs | Kapitalertrag | Volatilität | Ankündigungseffekt | Publizitätspflicht | Informationseffizienz | Marktliquidität | Schätzung | Großbritannien | firm-specific news | news sentiment | high-frequency data | volatility | liquidity | abnormal returns |
Series: | SFB 649 Discussion Paper ; 2009-063 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 618674160 [GVK] hdl:10419/39334 [Handle] RePEc:zbw:sfb649:sfb649dp2009-063 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; C32 - Time-Series Models |
Source: |
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Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
-
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
-
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
- More ...
-
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
-
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
-
Quantifying high-frequency market reactions to real-time news sentiment announcements
Groß-Klußmann, Axel, (2009)
- More ...