Towards automated event studies using high frequency news and trading data
Year of publication: |
2013
|
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Authors: | Bohn, Nicolai ; Rabhi, Fethi A. ; Kundisch, Dennis ; Yao, Lawrence ; Mutter, Tobias |
Published in: |
Enterprise applications and services in the finance industry : 6th international workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012 ; revised papers. - Berlin : Springer, ISBN 3-642-36218-4. - 2013, p. 20-41
|
Subject: | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Ereignisstudie | Event study | Elektronisches Handelssystem | Electronic trading | Volatilität | Volatility |
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