Home
Catalogue search
Refine your search:
Keyword
Creator / Publisher:
Bommes, Elisabeth (4)
Chen, Cathy Y. (4)
Härdle, Wolfgang K. (4)
Junni L. Zhang (2)
Zhang, Junni L. (2)
Year:
2016 (2)
2015 (2)
Medium
Type
BLLDB-Access
Search in the Catalogues and Directories
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
Hits 1 – 4 of 4
1
Distillation of News Flow Into Analysis of Stock Reactions ...
Junni L. Zhang
;
Härdle, Wolfgang K.
;
Chen, Cathy Y.
. - : Taylor & Francis, 2016
BASE
Show details
2
Distillation of News Flow Into Analysis of Stock Reactions ...
Junni L. Zhang
;
Härdle, Wolfgang K.
;
Chen, Cathy Y.
;
Bommes, Elisabeth
. - : Taylor & Francis, 2016
Abstract:
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 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 sentiment, especially for those with negative prospection, will influence volatility as well as volume. This influence is contingent on the lexical projection and different across Global Industry Classification Standard (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 ...
Keyword:
111714 Mental Health
;
Evolutionary Biology
;
FOS Biological sciences
;
FOS Chemical sciences
;
FOS Health sciences
;
FOS Sociology
;
Inorganic Chemistry
;
Medicine
;
Science Policy
;
Sociology
URL:
https://dx.doi.org/10.6084/m9.figshare.3830301.v1
https://tandf.figshare.com/articles/journal_contribution/Distillation_of_News_Flow_Into_Analysis_of_Stock_Reactions/3830301/1
BASE
Hide details
3
Distillation of News Flow intoAnalysis of Stock Reactions ...
Zhang, Junni L.
;
Härdle, Wolfgang K.
;
Chen, Cathy Y.
. - : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
BASE
Show details
4
Distillation of News Flow intoAnalysis of Stock Reactions
Zhang, Junni L.
;
Härdle, Wolfgang K.
;
Chen, Cathy Y.
. - : Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
BASE
Show details
Mobile view
All
Catalogues
UB Frankfurt Linguistik
0
IDS Mannheim
0
OLC Linguistik
0
UB Frankfurt Retrokatalog
0
DNB Subject Category Language
0
Institut für Empirische Sprachwissenschaft
0
Leibniz-Centre General Linguistics (ZAS)
0
Bibliographies
BLLDB
0
BDSL
0
IDS Bibliografie zur deutschen Grammatik
0
IDS Bibliografie zur Gesprächsforschung
0
IDS Konnektoren im Deutschen
0
IDS Präpositionen im Deutschen
0
IDS OBELEX meta
0
MPI-SHH Linguistics Collection
0
MPI for Psycholinguistics
0
Linked Open Data catalogues
Annohub
0
Online resources
Link directory
0
Journal directory
0
Database directory
0
Dictionary directory
0
Open access documents
BASE
4
Linguistik-Repository
0
IDS Publikationsserver
0
Online dissertations
0
Language Description Heritage
0
© 2013 - 2024 Lin|gu|is|tik
|
Imprint
|
Privacy Policy
|
Datenschutzeinstellungen ändern