Towards automated event studies using high frequency news and trading data
Nicolai Bohn, Fethi A. Rabhi, Dennis Kundisch, Lawrence Yao, and Tobias Mutter
| Year of publication: |
2013
|
|---|---|
| Authors: | Bohn, Nicolai ; Rabhi, Fethi A. ; Kundisch, Dennis ; Yao, Lawrence ; Mutter, Tobias |
| Published in: |
Enterprise applications and services in the finance industry : 6th international workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012 ; revised papers. - Berlin : Springer, ISBN 3-642-36218-4. - 2013, p. 20-41
|
| Subject: | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Ereignisstudie | Event study | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009716381