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The Handbook of News Analytics in Finance
book

The Handbook of News Analytics in Finance

by Gautam Mitra, Leela Mitra
May 2011
Beginner to intermediate
384 pages
12h 28m
English
Wiley
Content preview from The Handbook of News Analytics in Finance

2.6 REFERENCES

Admati A.; Pfleiderer P. (2001) Noisytalk.com: Broadcasting Opinions in a Noisy Environment, Working Paper, Stanford University.

Antweiler W.; Frank M. (2004) “Is all that talk just noise? The information content of internet stock message boards,” Journal of Finance, 59(3), 1259–1295.

Antweiler W.; Frank M. (2005) The Market Impact of Corporate News Stories, Working Paper, University of British Columbia.

Bonacich P. (1972) “Technique for analyzing overlapping memberships,” Sociological Methodology, 4, 176–185.

Bonacich P. (1987) “Power and centrality: A family of measures,” American Journal of Sociology, 92(5), 1170–1182.

Chakrabarti S.; Dom B.; Agrawal R.; Raghavan P. (1998) “Scalable feature selection, classification and signature generation for organizing large text databases into hierarchical topic taxonomies,” The VLDB Journal, Springer.

Das S.; Chen M. (2007) “Yahoo for Amazon! Sentiment extraction from small talk on the web,” Management Science, 53, 1375–1388.

Das S.; Martinez-Jerez A.; Tufano P. (2005) “eInformation: A clinical study of investor discussion and sentiment,” Financial Management, 34(5), 103–137.

Das S.; Sisk J. (2005) “Financial communities,” Journal of Portfolio Management, 31(4), 112–123.

DeMarzo P.; Vayanos D.; Zwiebel J. (2003) “Persuasion bias, social influence, and uni–dimensional opinions,” Quarterly Journal of Economics, 118, 909–968.

Edwards J.; McCurley K.; Tomlin J. (2001) “An adaptive model for optimizing performance of an incremental ...

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Publisher Resources

ISBN: 9780470666791Purchase book