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The handbook of news analytics in finance / edited by Gautam Mitra and Leela Mitra.

Contributor(s): Material type: TextTextSeries: Wiley finance seriesPublication details: Chichester, U.K. : Wiley, ©2011.Description: 1 online resource (xxvi, 358 pages) : illustrationsContent type:
  • text
Media type:
  • computer
Carrier type:
  • online resource
ISBN:
  • 9781118467411
  • 1118467418
  • 9781119990802
  • 1119990807
Subject(s): Genre/Form: Additional physical formats: Print version:: Handbook of news analytics in finance.DDC classification:
  • 332 23
LOC classification:
  • HG106 .H3655 2011
Online resources:
Contents:
Applications of news analytics in finance : a review / Leela Mitra and Gautam Mitra -- News analytics : framework, techniques, and metrics / Sanjiv R. Das -- Managing real-time risks and returns : the Thomson Reuters NewsScope event indices / Alexander D. Healy and Andrew W. Lo -- Measuring the value of media sentiment : a pragmatic view / Marion Munz -- How news events impact market sentiment / Peter Ager Hafez -- Relating news analytics to stock returns / David Leinweber and Jacob Sisk -- All that glitters : the effect of attention and news on the buying behavior of individual and institutional investors / Brad M. Barber and Terrance Odean -- The impact of news flows on asset returns : an empirical study / Andy Moniz [and others] -- Sentiment reversals as buy signals / John Kittrell -- Using news as a state variable in assessment of financial market risk / Dan diBartolomeo -- Volatility asymmetry, news, and private investors / Michal Dzielinski, Marc Oliver Rieger, and Tõnn Talpsepp -- Firm-specific news arrival and the volatility of intraday stock index and futures returns / Petko S. Kalev and Huu Nhan Duong -- Equity portfolio risk estimation using market information and sentiment / Leela Mitra, Gautam Mitra and Dan diBartolomeo -- Incorporating news into algorithmic trading strategies : increasing the signal-to-noise ratio / Richard Brown -- Are you still trading without news? / Armando Gonzalez -- News analytics in a risk management framework for asset managers / Dan diBartolomeo -- NORM : towards a new financial paradigm : behavioural finance with news-optimized risk management / Mark Vreijling and Thomas Dohmen -- Question and answers with Lexalytics / Jeff Catlin -- Directory of news analytics service providers.
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Print version record.

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

Includes bibliographical references and index.

Finance