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First to "read" the news : news analytics and institutional trading
Von Beschwitz, Bastian; Keim, Donald B.; Massa, Massimo - 2015
Persistent link: https://www.econbiz.de/10010533084
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First to 'Read' the News : News Analytics and High Frequency Trading
von Beschwitz, Bastian - 2015
We investigate whether providers of news analytics affect the stock market. We exploit a unique identification strategy based on revisions between different product releases of a major provider of news analytics. We document a causal effect of news analytics on the market, irrespective of the...
Persistent link: https://www.econbiz.de/10013034709
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First to "read" the news : news analytics and algorithmic trading
Von Beschwitz, Bastian; Keim, Donald B.; Massa, Massimo - 2018
Exploiting a unique identification strategy based on inaccurate news analytics, we document a causal effect of news analytics on the market irrespective of the informational content of the news. We show that news analytics speed up the stock price and trading volume response to articles, but...
Persistent link: https://www.econbiz.de/10011917282
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First to "read" the news : news analytics and algorithmic trading
Von Beschwitz, Bastian; Keim, Donald B.; Massa, Massimo - In: Review of asset pricing studies : RAPS 10 (2020) 1, pp. 122-178
Persistent link: https://www.econbiz.de/10012167286
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An experimental examination of fast and frugal mutual fund picking
Ackert, Lucy F.; Church, Bryan K.; Tkac, Paula A. - In: International journal of behavioural accounting and … 2 (2011) 3/4, pp. 273-288
Persistent link: https://www.econbiz.de/10009506803
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Time varying risk aversion
Guiso, Luigi; Sapienza, Paola; Zingales, Luigi - 2013
Persistent link: https://www.econbiz.de/10009787428
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Who Exhibits Time Varying Risk Aversion?
Blanchett, David - 2016
explores individual predictors of time varying risk aversion among participants in U.S. defined contribution plans using a … susceptible to time varying risk aversion. Among older investors, variable risk preference was greatest for participants with the … market timing that may result from time varying risk aversion …
Persistent link: https://www.econbiz.de/10012993638
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The role of the end time in experimental asset markets
Kopányi-Peuker, Anita; Weber, Matthias - 2022
, which usually have indefinite and comparatively long horizons. We analyze the role of the end time in an asset market … experiment, in which we vary the length of the horizon and whether the end time is definite or indefinite. We find very similar …
Persistent link: https://www.econbiz.de/10013192083
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Time Varying Risk Aversion
Guiso, Luigi - 2013
We use a repeated survey of an Italian bank's clients to test whether investors' risk aversion increases following the 2008 financial crisis. We find that both a qualitative and a quantitative measure of risk aversion increases substantially after the crisis. After considering standard...
Persistent link: https://www.econbiz.de/10013077968
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Time Varying Risk Aversion
Guiso, Luigi - 2014
We use a repeated survey of an Italian bank's clients to test whether investors' risk aversion increases following the 2008 financial crisis. We find that both a qualitative and a quantitative measure of risk aversion increases substantially after the crisis. After considering standard...
Persistent link: https://www.econbiz.de/10013063381