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  • Search: subject:"Attention Analysis"
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Year of publication
Subject
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Attention Analysis 4 Investor Sentiment 4 Bootstrap 3 Returns 3 Sector Analysis 3 Trading Volume 3 Volatility Simulation 3 Volatility 2 Anlageverhalten 1 Behavioural finance 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Börsenkurs 1 Capital income 1 Estimation 1 Forecasting model 1 Handelsvolumen der Börse 1 Kapitaleinkommen 1 Polarity 1 Prognoseverfahren 1 Schätzung 1 Sector-specic Reactions 1 Share price 1 Simulation 1 Text Mining 1 Trading volume 1 Volatilität 1
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Online availability
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Free 4
Type of publication
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Book / Working Paper 4
Type of publication (narrower categories)
All
Working Paper 3 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
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English 3 Undetermined 1
Author
All
Bommes, Elisabeth 4 Chen, Cathy Y. 3 Zhang, Junni L. 3 Härdle, Wolfgang Karl 2 Chen, Cathy Yi-Hsuan 1 Härdle, Wolfgang 1 Härdle, Wolfgang K. 1
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Institution
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Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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IRTG 1792 Discussion Paper 1 SFB 649 Discussion Paper 1 SFB 649 Discussion Papers 1 SFB 649 discussion paper 1
Source
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EconStor 2 ECONIS (ZBW) 1 RePEc 1
Showing 1 - 4 of 4
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Textual Sentiment and Sector specific reaction
Bommes, Elisabeth; Chen, Cathy Yi-Hsuan; Härdle, … - 2018
News move markets and contains incremental information about stock reactions. Future trading volumes, volatility and returns are a ected by sentiments of texts and opinions expressed in articles. Earlier work of sentiment distillation of stock news suggests that risk prole reactions might differ...
Persistent link: https://www.econbiz.de/10012433192
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Cover Image
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang Karl; Chen, Cathy Y.; … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10010491445
Saved in:
Cover Image
Distillation of News Flow into Analysis of Stock Reactions
Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10011186258
Saved in:
Cover Image
Distillation of news flow into analysis of stock reactions
Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015
News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business offers the opportunity to test and analyze the influence of such text sources on future directions of stocks. It also creates though the necessity to distill via statistical...
Persistent link: https://www.econbiz.de/10010471736
Saved in:
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