عنوان
پدید آورنده
موضوع
رده
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780470666791 (hbk.)
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
لاتين
TITLE AND STATEMENT OF RESPONSIBILITY
First Statement of Responsibility
edited by Gautam Mitra and Leela Mitra
Title Proper
The handbook of news analytics in finance
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Hoboken, N.J.
Name of Publisher, Distributor, etc.
Wiley ;Chichester,
Date of Publication, Distribution, etc.
2011
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxvi, 358 p.
SERIES
Series Title
Wiley finance series
NOTES PERTAINING TO BINDING AND AVAILABILITY
Text of Note
مرجع به حساب نمي آيد
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
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 ... [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 Toonn 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 d
TOPICAL NAME USED AS SUBJECT
Entry Element
Finance, Mathematical models
Entry Element
Risk management, Mathematical models
Entry Element
Mass media, Influence
OTHER CLASS NUMBERS
Class number
R
332
.
015118
,
H236
PERSONAL NAME - PRIMARY RESPONSIBILITY
Entry Element
مولف
PERSONAL NAME - SECONDARY RESPONSIBILITY
Entry Element
Mitra, Gautam.
Entry Element
Mitra, Leela.
