May 2011
Beginner to intermediate
384 pages
12h 28m
English
Content preview from The Handbook of News Analytics in FinanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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10.6 REFERENCES
Abraham A.; Taylor W. (1993) “Pricing currency options with scheduled and unscheduled announcement effects on volatility,” Managerial and Decision Science, 14, 311–326.
Bollerslev T. (1986) “Generalized autoregressive conditional heteroskedasticity,” Journal of Econometrics, 31(3), 307–328.
Brown K.; Harlow W.V.; Tinic S. (1988) “Risk aversion, uncertain information and market efficiency,” Journal of Financial Economics, 22, 355–385.
diBartolomeo D. (2007) “Fat tails, tall tales, puppy dog tails,” Professional Investor, 17, 38–40.
diBartolomeo D.; Warrick S. (2005) “Making covariance based risk models sensitive to the rate at which markets reflect new information,” in S. Satchell and J. Knight (Eds.), Linear Factor Models in Finance, Chapter 12, Butterworth-Heinemann, Oxford.
Easley D.; O'Hara M. (2001) Information and the Cost of Capital, Working Paper, Cornell University.
Ederington L.H.; Lee J.H. (1996) “Creation and resolution of market uncertainty: The importance of information releases,” Journal of Financial and Quantitative Analysis, 31, 513–539.
Engle R.F. (1982) “Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflations,” Econometrica, 50(4), 987–1008.
Jones C.; Lamont O.; Lumsdaine R. (1998) “Macroeconomic news and bond market volatiilty,” Journal of Financial Economics, 47, 315–337.
Kwag A.; Shrieves R.; Wansley J. (2000) Partially Anticipated Events: An Application to Dividend Announcements, Working Paper, ...
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I wanted to learn C and C++, but it didn't click for me until I picked up an O'Reilly book. When I went on the O’Reilly platform, I was astonished to find all the books there, plus live events and sandboxes so you could play around with the technology.Addison B.
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I'm always learning. So when I got on to O'Reilly, I was like a kid in a candy store. There are playlists. There are answers. There's on-demand training. It's worth its weight in gold, in terms of what it allows me to do.