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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

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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ISBN: 9780470666791Purchase book