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Does automation improve stock market efficiency in Ghana?
Mensah, Justice Tei; Adom, Philip Kofi; Pomaa-Berko, Maame - In: African review of economics & finance : AREF : (a … 6 (2014) 1, pp. 69-101
Persistent link: https://www.econbiz.de/10010422929
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Chasing the same signals : how black-box trading influences stock markets from Wall Street to Shanghai
Brown, Brian R. - 2010
Persistent link: https://www.econbiz.de/10003879404
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Machine Invasion : Automation in Information Processing and the Cross Section of Stock Returns
Pungaliya, Raunaq S. - 2020
96% of total downloads as of 2016. We formally investigate the relationship of machine automation in information …
Persistent link: https://www.econbiz.de/10012851754
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Automated Analysis of News to Compute Market Sentiment : Its Impact on Liquidity and Trading
Mitra, Gautam - 2015
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
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Capital market effects of media synthesis and dissemination : evidence from robo-journalism
Blankespoor, Elizabeth; deHaan, Ed; Zhu, Christina - In: Review of accounting studies 23 (2018) 1, pp. 1-36
Persistent link: https://www.econbiz.de/10011848272
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Internet appendix for : 'capital market effects of media synthesis and dissemination : evidence from robo-journalism'
Blankespoor, Elizabeth; deHaan, Ed; Zhu, Christina - 2017
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
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Automating the Price Discovery Process : Some International Comparisons and Regulatory Implications
Domowitz, Ian - 1992
process. Seven levels of automation of price discovery are identified, and 47 systems are classified according to these … criteria. Systems operating at various levels of automation are compared with respect to age, geographical location, and type … asymmetric information increases with the level of automation of price discovery. The potential for trading abuses related to …
Persistent link: https://www.econbiz.de/10014395803
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Essays on algorithmic trading
Gsell, Markus - 2010
Persistent link: https://www.econbiz.de/10003976172
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Price dividend models, expectations formation, and monetary policy
Valckx, Nico - 2003
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
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The Connection of Stock Markets Between Germany and the USA: New Evidence From a Co-integration Study
Eberts, Elke - 2003
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