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All fields Title Creator / Publisher Keyword Year AND OR AND NOT All fields Title Creator / Publisher Keyword Year AND OR AND NOT All fields Title Creator / Publisher Keyword Year AND OR AND NOT All fields Title Creator / Publisher Keyword Year AND OR AND NOT All fields Title Creator / Publisher Keyword Year Sort by creator [A → Z]' creator [Z → A]' publishing year ↑ (asc)' publishing year ↓ (desc)' title [A → Z]' title [Z → A]' Simple Search Page: 1 2 Hits 1 – 20 of 40 1 Essays in Mutual Fund Research Stolper, Oscar A. (Prof. Dr.); Scheld, Dominik. - : Philipps-Universität Marburg, Wirtschaftswissenschaften, 2021 BASE Show details 2 Dynamiken der Wirtschaft des Mittleren Reichs. Warengewinnung von Getreide, Kupfer und Türkis Gutmann, Tobias. - 2021 BASE Show details 3 Common Language and International Trade Rindler, Michael. - 2021 BASE Show details 4 Complexity in economic and social systems Drożdż, Stanisław; Kwapień, Jarosław; Oświęcimka, Paweł. - : Basel: MDPI, 2021 BASE Show details 5 Deadline analysis of workflow graphs and workflow performance optimization Botezatu, Mirela. - : ETH Zurich, 2019 BASE Show details 6 Exploring Crosslingual Word Embeddings for Semantic Classification in Text and Dialogue Vsesviatska, Oleksandra. - : Universität, 2019 BASE Show details 7 Entscheidungs-Frames und Framing-Effekte: Varianten, Wirkungen und psychologische Ursachen Kiell, Guido. - 2019 BASE Show details 8 Policy transformation in Canada: Is the past prologue? Hughes Tuohy, Carolyn; Borwein, Sophie; Loewen, Peter John. - : Toronto: University of Toronto Press, 2019 BASE Show details 9 Semantic Annotation and Search: Bridging the Gap between Text, Knowledge and Language Zhang, Lei. - : KIT-Bibliothek, Karlsruhe, 2018 BASE Show details 10 Essays on the effectiveness of KAM disclosure in auditor's reports Rematzki, Johanna. - 2018 BASE Show details 11 Essays on trade, inequality, and redistribution ; Aufsätze zu Handel, Ungleichheit und Umverteilung Köllner, Sebastian. - 2018 BASE Show details 12 The unity of the capitalist economy and state: A systematic-dialectical exposition of the capitalist system Reuten, Geert. - : Leiden: Brill, 2018 BASE Show details 13 The Impact of Cryptocurrencies on the Internet of Things - Insights from Prototypes Wörner, Dominic. - : ETH Zurich, 2017 BASE Show details 14 Face value of companies: deep learning for nonverbal communication Burgard, Sophie. - : Humboldt-Universität zu Berlin, 2017 BASE Show details 15 Managerial Cognition, Search and Strategy: Essays on Microfoundations Tata, Amulya. - : ETH Zurich, 2017 BASE Show details 16 Strukturen und Determinanten der Kommunikation in multinationalen Teams: eine Analyse der Arbeitswelt der internationalen Handelsseefahrt Brenker, Michael. - 2017 BASE Show details 17 Generationen, Generationenbeziehungen, Generationenpolitik. Ein mehrsprachiges Kompendium - Edition 2017 Lamura, Giovanni; Ivashchenko, Olga; Lüscher, Kurt. - : Konstanz: Universität Konstanz, 2017 BASE Show details 18 Multilingualism in the Global South (and beyond) Hollington, Andrea; Salverda, Tijo; Tappe, Oliver. - : Global South Studies Center, Cologne, 2016 BASE Show details 19 Methods and Tools for Management of Distributed Event Processing Applications Riemer, Dominik. - : KIT-Bibliothek, Karlsruhe, 2016 BASE Show details 20 Distillation of News Flow intoAnalysis of Stock Reactions Zhang, Junni L.; Härdle, Wolfgang K.; Chen, Cathy Y.; Bommes, Elisabeth. - : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015 Abstract: News carry information of market moves. The gargantuan plethora of opinions, facts and tweets on financial business owners 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 technology the informative elements of this prodigious and indeed colossal data source. Using mixed text sources from professional platforms, blog fora and stock message boards we distill via different lexica sentiment variables. These are employed for an analysis of stock reactions: volatility, volume and returns. An increased (negative) sentiment will in uence volatility as well as volume. This influuence is contingent on the lexical projection and different across GICS sectors. Based on review articles on 100 S&P 500 constituents for the period of October 20, 2009 to October 13, 2014 we project into BL, MPQA, LM lexica and use the distilled sentiment variables to forecast individual stock indicators in a panel context. Exploiting different lexical projections, and using different stock reaction indicators we aim at answering the following research questions: (i) Are the lexica consistent in their analytic ability to produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is there an asymmetric response given the sentiment scales (positive v.s. negative)? (iii) Are the news of high attention firms diffusing faster and result in more timely and effcient stock reaction? (iv) Is there a sector specific reaction from the distilled sentiment measures? We find there is significant incremental information in the distilled news ow. The three lexica though are not consistent in their analytic ability. Based on confidence bands an asymmetric, attention-specific and sector-specific response of stock reactions is diagnosed. Keyword: 310 Statistik; 330 Wirtschaft; Attention Analysis; Bootstrap; ddc:310; ddc:330; Investor Sentiment; Returns; Sector Analysis; Trading Volume; Volatility Simulation URN: urn:nbn:de:kobv:11-100230730 URL: http://edoc.hu-berlin.de/18452/5214 https://doi.org/10.18452/4562 BASE Hide details Page: 1 2

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