000 02714cam a2200289 a 4500
005 20140716151320.0
008 120207s2011 njua b 001 0 eng d
010 _a 2011276775
020 _a9780470666791 (hbk.)
020 _a047066679X (hbk.)
040 _aUKM
_beng
_cUKM
082 0 4 _a332.015118
_bM684
245 0 4 _aThe handbook of news analytics in finance
_cedited by Gautam Mitra and Leela Mitra.
260 _bWiley
_aChichester
_c2011.
300 _axxvi, 358 p.
_bill.
440 0 _aWiley finance series
504 _aIncludes bibliographical references and index.
505 0 _aApplications 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 ... [et al.] -- 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 T�onn 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.
650 0 _aFinance
_xMathematical models.
650 0 _aRisk management
_xMathematical models.
650 0 _aMass media
_xInfluence.
700 1 _aMitra, Gautam.
_4ed.
700 1 _aMitra, Leela.
_4ed.
942 _cBK
906 _a7
_bcbc
_ccopycat
_d2
_encip
_f20
_gy-gencatlg
999 _c415945
_d415945