When machines read the news : using automated text analytics to quantify high frequency news-implied market reactions
Axel Groß-Klußmann; Nikolaus Hautsch
| Year of publication: |
2011
|
|---|---|
| Authors: | Groß-Klußmann, Axel ; Hautsch, Nikolaus |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 18.2011, 2, p. 321-340
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| Subject: | Firm-specific news | News sentiment | High-frequency data | Volatility | Liquidity | Abnormal returns | Ankündigungseffekt | Announcement effect | Volatilität | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Mediale Berichterstattung | Media coverage | Schätzung | Estimation | Wirtschaftsinformation | Economic information | Elektronisches Handelssystem | Electronic trading | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009301114