Index

abnormal market conditions 320321

abnormal returns 147244

attention-based buying 173210

news analytics relation 149172

news flow impact 211230

sentiment reversals 231244

absolute returns 276, 279

accounting-related news 214215, 221, 223

accuracy, algorithms 6263

acquisitions 131132, 145, 215, 303

active portfolio managers 1920

Adaptive Market Hypothesis (AMH) 20

adjacency matrices 60

adjective–adverb phrase classifier 12, 57

ADRs (American depository receipts) 179

advertising 178

aggregation 130131, 133, 153158

performance 6467

risk management framework 317

sentiment and 63, 302303

AGG_SCORE 303

agriculture study 8485

AI see artificial intelligence

algorithms 4562

accuracy 6263

classification 5052, 5459, 6869

community detection 6162, 6768

confusion matrix 62

data mining 69

dictionary-based 5758, 216217

Media Sentiment® system 123

real-time risks/returns 7982

trading strategies 307310

aliasing 324

alpha-generating signals 24, 149, 153, 309310

alpha-generating strategies 20

alphas for buying 204206

ambiguity filters 5859

American depository receipts (ADRs) 179

American Stock Exchange (ASE) 181182, 195, 199200, 204205

AMERITRADE system 123127

AMH see Adaptive Market Hypothesis

analyst revisions 221224

see also revisions …

analyst role 211212, 225

analytic data 312

announcements 249250, 275, 292

see also earnings announcements; information

annualized units, risk 248

anticipatory behavior 249

APARCH models 256258, 264

Apple iPhone 115

Arbitrage ...

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