The handbook of news analytics in finance
By: edited by Gautam Mitra and Leela Mitra
Series: Wiley finance series
Publisher: Wiley
Published: 2011
Place of publication: Hoboken, N.J; Chichester
Language: eng
Number of pages: 358
ISBN-13: 9780470666791
Subjects: Mathematical models; Influence; Finance; Mass media; Risk management
Notes: Includes bibliographical references and index.
Table of contents: title: Applications of news analytics in finance : a review / Leela Mitra and Gautam Mitra; title: News analytics : framework, techniques, and metrics / Sanjiv R. Das; title: Managing real-time risks and returns : the Thomson Reuters NewsScope event indices / Alexander D. Healy and Andrew W. Lo; title: Measuring the value of media sentiment : a pragmatic view / Marion Munz; title: How news events impact market sentiment / Peter Ager Hafez; title: Relating news analytics to stock returns / David Leinweber and Jacob Sisk; title: All that glitters : the effect of attention and news on the buying behavior of individual and institutional investors / Brad M. Barber and Terrance Odean; title: The impact of news flows on asset returns : an empirical study / Andy Moniz ... [et al.]; title: Sentiment reversals as buy signals / John Kittrell; title: Using news as a state variable in assessment of financial market risk / Dan diBartolomeo; title: Volatility asymmetry, news, and private investors / Michal Dzielinski, Marc Oliver Rieger, and Tõnn Talpsepp; title: Firm-specific news arrival and the volatility of intraday stock index and futures returns / Petko S. Kalev and Huu Nhan Duong; title: Equity portfolio risk estimation using market information and sentiment / Leela Mitra, Gautam Mitra and Dan diBartolomeo; title: Incorporating news into algorithmic trading strategies : increasing the signal-to-noise ratio / Richard Brown; title: Are you still trading without news? / Armando Gonzalez; title: News analytics in a risk management framework for asset managers / Dan diBartolomeo; title: NORM : towards a new financial paradigm : behavioural finance with news-optimized risk management / Mark Vreijling and Thomas Dohmen; title: Question and answers with Lexalytics / Jeff Catlin; title: Directory of news analytics service providers.