6.11 REFERENCES
Barber B.M.; Odean T. (2008) “All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors,” Review of Financial Studies, 21, 785–818. Earlier version available at SSRN: http://ssrn.com/abstract=460660 or doi: 10.2139/ssrn.460660
Cahan R.; Luo Y.; Jussa J.; Alvarez M. (2010) Beyond the Headlines: Using News Flow to Predict Stock Returns, Deutsche Bank Quantitative Strategy Report, July. Email Rochester.cahan@db.com
Chan W.S. (2003) “Stock price reaction to news and no-news: Drift and reversal after headlines,” Journal of Financial Economics, 70, 223–260. Earlier version available at SSRN: http://ssrn.com/abstract=262452 or doi:10.2139/ssrn.262452.
Leinweber D. (2009) Nerds on Wall Street: Math, Machines and Wired Markets, John Wiley & Sons, Chapters 9 and 10
Mitra L.; Mitra G.; diBartolomeo D. (2008) “Equity portfolio risk (volatility) estimation using market information and sentiment,” December 1. Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1425624
Patton A.J.; Verardo M. (2009) “Does beta move with news? Firm-specific information flows and learning about profitability” (September). Available at SSRN: http://ssrn.com/abstract=1361813
RNSE (2008) Reuters NewsScope Sentiment Engine: Guide to Sample Data and System Overview, Thomson Reuters, V3.0, December.
Schneiderman B.; Plaisant C. (2009) Designing the User Interface: Strategies for Effective Human-Computer Interaction (Fifth Edition), ...
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