Klappentext: "The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but also market participants' actions and interactions, this wealth of information offers a new window into the inner workings of...

This thesis presents a new strategy that unites qualitative and quantitative mass data in form of text news and tick-by-tick asset prices to forecast the risk of upcoming volatility shocks. Holger Kömm embeds the proposed strategy in a monitoring system, using first, a sequence of competing...

Das Handbuch berücksichtigt alle Themen um die Börse: Börse als Markt- und Handelsplatz, Anlageprodukte, Fonds, Strategien, Indizes, Behavioral Finance, Informationsmittel. Der grundlegend ausgerichtete Band wurde hinsichtlich des Zahlenmaterials aktualisiert, inhaltlich wurde kaum geändert,...

Using a unique data set that contains the complete ownership structure of the German stock market, we study the momentum and contrarian trading of different investor groups. Foreign investors and financial institutions, and especially mutual funds, are momentum traders, whereas private...

Bubbles are omnipresent in lab experiments with asset markets. Most of these experiments were conducted in environments with only human traders. Today markets are substantially determined by algorithmic traders. Here we use a laboratory experiment to measure changes of human trading behavior if...