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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12.B REFERENCES
Admati A.R.; Pfleiderer P. (1988) “A theory of intraday patterns: Volume and price variability,” Review of Financial Studies, 1, 3–40.
Andersen T.G. (1996) “Return volatility and trading volume: An information flow interpretation of stochastic volatility,” Journal of Finance, 51, 169–204.
Andrews D.W.K. (1993) “Tests for parameter instability and structural change with unknown change point,” Econometrica, 61, 821–856.
Andrews D.W.K.; Ploberger W. (1994) “Optimal tests when a nuisance parameter is present only under the alternative,” Econometrica, 62, 1383–1414.
Ané T.; Geman H. (2000) “Order flow, transaction clock, and normality of asset returns,” Journal of Finance, 55, 2259–2284.
Asai M.; McAleer M.; Yu J. (2006) “Multivariate stochastic volatility: A review,” Econometric Reviews, 25, 145–175.
Barclay M.J.; Warner J.B. (1993) “Stealth trading and volatility: Which trades move prices?” Journal of Financial Economics, 34, 281–305.
Bauwens L.; Laurent S.; Rombouts J.V.K. (2006) “Multivariate GARCH: A survey,” Journal of Applied Econometrics, 21, 79–109.
Berry T.D.; Howe K.M. (1994) “Public information arrival,” Journal of Finance, 49, 1331–1346.
Bessembinder H.; Chan K.; Seguin P.J. (1996) “An empirical examination of information, differences of opinion, and trading activity,” Journal of Financial Economics, 40, 105–134.
Blume L.; Easley D.; O'Hara M. (1994) “Market statistics and technical analysis: The role of volume,” Journal of Finance, 49, 153–181.
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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.