Showing 1 - 10 of 7,558
Persistent link: https://www.econbiz.de/10010422929
Persistent link: https://www.econbiz.de/10011848272
This Internet Appendix includes supplementary discussion and analyses. The original paper "Capital Market Effects of Media Synthesis and Dissemination: Evidence from Robo-Journalism" is available at the following URL: 'http://ssrn.com/abstract=2872784' http://ssrn.com/abstract=2872784
Persistent link: https://www.econbiz.de/10011870386
Persistent link: https://www.econbiz.de/10003976172
Persistent link: https://www.econbiz.de/10003879404
Computer trading in financial markets is a rapidly developing field with a growing number of applications. Automated analysis of news and computation of market sentiment is a related applied research topic which impinges on the methods and models deployed in the former. In this chapter we have...
Persistent link: https://www.econbiz.de/10013022880
96% of total downloads as of 2016. We formally investigate the relationship of machine automation in information …
Persistent link: https://www.econbiz.de/10012851754
Using data from the Frankfurt Stock Exchange we analyze price formation and liquidity in a non-anonymous environment with similarities to the floor of the NYSE. Our main hypothesis is that the non-anonymity allows the specialist to assess the probability that a trader trades on the basis of...
Persistent link: https://www.econbiz.de/10010263065
This paper applies the Campbell-Shiller (1988) methodology to estimate a price dividend model with volatility and inflation risk, extending existing models in this field. The model fits the data well over the period 1979-2002 for the Euro Area, but less so for the U.S. The latter is interpreted...
Persistent link: https://www.econbiz.de/10010295476
This paper uses an empirical connection between real stock market indices of Germany and the USA for forecasting corresponding returns. We are starting from the random walk as the traditional forecasting model in stock market applications, extending it by co-integration. Since the cointegrating...
Persistent link: https://www.econbiz.de/10010297288