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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11.6 REFERENCES
Andersen T.G.; Bollerslev T.; Diebold F.X. (2003) Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility, SSRN eLibrary.
Arena M.; Howe J. (2008) “A face can launch a thousand shares (and a 0.80% abnormal return),” Journal of Behavioral Finance. 9(3), 107–116.
Barber B.; Loeffler D. (1993) “The ‘dartboard’ column: Second-hand information and price pressure,” Journal of Financial and Quantitative Analysis, 28(2), 273–284.
Barber B.; Odean T. (2008) “All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors,” The Review of Financial Studies, 21(2), 785–818.
Black F. (1976) “Studies of stock price volatility changes,” paper presented at Proceedings of the 1976 Meetings of the Business and Economic Statistics Section, American Statistical Association, Vol. 177, p. 81.
Brown S.; Warner J. (1985) “Using daily stock returns: The case of event studies,” Journal of Financial Economics, 14(1), 3–31.
Chemmanur T.; Yan A. (2009) Advertising, Attention, and Stock Returns, Working Paper, Boston College and Fordham University.
Da Z.; Engelberg J.; Gao P. (2009) In Search of Attention, Working Paper, SSRN.
Ding Z.; Granger C.W.J.; Engle R.F. (1993) “A long memory property of stock market returns and a new model,” Journal of Empirical Finance, 1(1), 83–106.
Dong L. (2008) Attracting Investor Attention through Advertising, Working ...
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O’Reilly covers everything we've got, with content to help us build a world-class technology community, upgrade the capabilities and competencies of our teams, and improve overall team performance as well as their engagement.Julian F.
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.
I’ve been on the O’Reilly platform for more than eight years. I use a couple of learning platforms, but I'm on O'Reilly more than anybody else. When you're there, you start learning. I'm never disappointed.Amir M.
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.