How Novelty and Narratives Drive the Stock Market PDF Download
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Author: Nicholas Mangee
Publisher: Cambridge University Press
ISBN: 1108838456
Category : Business & Economics
Languages : en
Pages : 451
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Book Description
The novelty-narrative hypothesis is used to understand stock market instability using big data textual analytics of financial news.
Author: Nicholas Mangee
Publisher: Cambridge University Press
ISBN: 1108838456
Category : Business & Economics
Languages : en
Pages : 451
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Book Description
The novelty-narrative hypothesis is used to understand stock market instability using big data textual analytics of financial news.
Author: Gautam Mitra
Publisher: John Wiley & Sons
ISBN: 1119990807
Category : Business & Economics
Languages : en
Pages : 384
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Book Description
The Handbook of News Analytics in Finance is a landmarkpublication bringing together the latest models and applications ofNews Analytics for asset pricing, portfolio construction, tradingand risk control. The content of the Hand Book is organised to provide arapid yet comprehensive understanding of this topic. Chapter 1 setsout an overview of News Analytics (NA) with an explanation of thetechnology and applications. The rest of the chapters are presentedin four parts. Part 1 contains an explanation of methods and modelswhich are used to measure and quantify news sentiment. In Part 2the relationship between news events and discovery of abnormalreturns (the elusive alpha) is discussed in detail by the leadingresearchers and industry experts. The material in this part alsocovers potential application of NA to trading and fund management.Part 3 covers the use of quantified news for the purpose ofmonitoring, early diagnostics and risk control. Part 4 is entirelyindustry focused; it contains insights of experts from leadingtechnology (content) vendors. It also contains a discussion oftechnologies and finally a compact directory of content vendor andfinancial analytics companies in the marketplace of NA. Thebook draws equally upon the expertise of academics andpractitioners who have developed these models and is supported bytwo major content vendors - RavenPack and Thomson Reuters - leadingproviders of news analytics software and machine readablenews. The book will appeal to decision makers in the banking, finance andinsurance services industry. In particular: asset managers;quantitative fund managers; hedge fund managers; algorithmictraders; proprietary (program) trading desks; sell-side firms;brokerage houses; risk managers and research departments willbenefit from the unique insights into this new and pertinent areaof financial modelling.
Author: Maryann Barakso
Publisher: Routledge
ISBN: 113662239X
Category : Political Science
Languages : en
Pages : 250
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Book Description
This text starts by explaining the fundamental goal of good political science research—the ability to answer interesting and important questions by generating valid inferences about political phenomena. Before the text even discusses the process of developing a research question, the authors introduce the reader to what it means to make an inference and the different challenges that social scientists face when confronting this task. Only with this ultimate goal in mind will students be able to ask appropriate questions, conduct fruitful literature reviews, select and execute the proper research design, and critically evaluate the work of others. The authors' primary goal is to teach students to critically evaluate their own research designs and others’ and analyze the extent to which they overcome the classic challenges to making inference: internal and external validity concerns, omitted variable bias, endogeneity, measurement, sampling, and case selection errors, and poor research questions or theory. As such, students will not only be better able to conduct political science research, but they will also be more savvy consumers of the constant flow of causal assertions that they confront in scholarship, in the media, and in conversations with others. Three themes run through Barakso, Sabet, and Schaffner’s text: minimizing classic research problems to making valid inferences, effective presentation of research results, and the nonlinear nature of the research process. Throughout their academic years and later in their professional careers, students will need to effectively convey various bits of information. Presentation skills gleaned from this text will benefit students for a lifetime, whether they continue in academia or in a professional career. Several distinctive features make this book noteworthy: A common set of examples threaded throughout the text give students a common ground across chapters and expose them to a broad range of subfields in the discipline. Box features throughout the book illustrate the nonlinear, "non-textbook" reality of research, demonstrate the often false inferences and poor social science in the way the popular press covers politics, and encourage students to think about ethical issues at various stages of the research process.
Author: He Huang
Publisher: BoD – Books on Demand
ISBN: 3899368924
Category : Business & Economics
Languages : en
Pages : 222
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Book Description
A well-known concept in modern capital market theory is that only systematic risk factors affect security prices. Macroeconomic announcements are among the most important news for financial markets because the state of the economy is a prime candidate for such a source of non-diversifiable risk. This book investigates the effects of US macroeconomic news on three financial markets that have received less attention in the literature so far. The markets of interest are the commodity futures market, the German stock index futures market, and the German bond futures market. I investigate not only price effects, but also liquidity effects as well as the channels of cross-border information flow. I find that commodity markets as well as international stock and bond markets are likewise affected by the release of US macroeconomic news. The strength of the commodity price response depends on the state of the economy and news about the US economy is more important for German stock markets than domestic economic news. For an investor in any of these markets, this book provides valuable information on how to adjust his trading strategies around the release of macroeconomic news. Moreover, my findings contribute to the understanding of cross-border information flow. First, I find that both domestic and foreign economic news induce significant price and liquidity effects. Second, I find that there are two important channels of information transmission for foreign news: the direct response to the news and the indirect response to the foreign response to the news.
Author: Zopounidis, Constantin
Publisher: IGI Global
ISBN: 1522561153
Category : Business & Economics
Languages : en
Pages : 372
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Book Description
Financial analyses, investments, and accounting practices are continually developing and improving areas that have seen significant advancements in the past century. However, the recent bankruptcies by major banks, the debt crisis in the European Union, and the economic turmoil in several countries have caused severe downfalls in financial markets and financial systems worldwide. As the world works to recover, it is important to learn from these financial crises to ensure a more secure and sustainable outlook for organizations and the global future. Perspectives, Trends, and Applications in Corporate Finance and Accounting is a crucial resource providing coverage on the stock market, public deficits, investment firms’ performances, banking systems, and global economic trends. This publication highlights areas including, but not limited to, the relationship between the stock market and macroeconomics, earnings management, and pricing models while also discussing previous financial crises. This book is a vital reference work for accountants, financial experts, investment firms, corporate leaders, researchers, and policy makers.
Author: Segall, Richard S.
Publisher: IGI Global
ISBN: 1799884570
Category : Computers
Languages : en
Pages : 394
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Book Description
During these uncertain and turbulent times, intelligent technologies including artificial neural networks (ANN) and machine learning (ML) have played an incredible role in being able to predict, analyze, and navigate unprecedented circumstances across a number of industries, ranging from healthcare to hospitality. Multi-factor prediction in particular has been especially helpful in dealing with the most current pressing issues such as COVID-19 prediction, pneumonia detection, cardiovascular diagnosis and disease management, automobile accident prediction, and vacation rental listing analysis. To date, there has not been much research content readily available in these areas, especially content written extensively from a user perspective. Biomedical and Business Applications Using Artificial Neural Networks and Machine Learning is designed to cover a brief and focused range of essential topics in the field with perspectives, models, and first-hand experiences shared by prominent researchers, discussing applications of artificial neural networks (ANN) and machine learning (ML) for biomedical and business applications and a listing of current open-source software for neural networks, machine learning, and artificial intelligence. It also presents summaries of currently available open source software that utilize neural networks and machine learning. The book is ideal for professionals, researchers, students, and practitioners who want to more fully understand in a brief and concise format the realm and technologies of artificial neural networks (ANN) and machine learning (ML) and how they have been used for prediction of multi-disciplinary research problems in a multitude of disciplines.
Author: Management Association, Information Resources
Publisher: IGI Global
ISBN: 1668474611
Category : Business & Economics
Languages : en
Pages : 1953
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Book Description
The COVID-19 pandemic has shocked economies around the world and created an era of global instability. As the pandemic comes to a close, it is essential to examine global economies in order to achieve and maintain global stability. By maintaining global stability, the world may be prepared for future economic shocks. The Research Anthology on Macroeconomics and the Achievement of Global Stability discusses the emerging opportunities, challenges, and strategies within the field of macroeconomics. It features advancements in the field that encourage global economic stability. Covering topics such as Islamic banking, international trade, and Econophysics, this major reference work is an ideal resource for economists, government leaders and officials, business leaders and executives, finance professionals, students and educators of higher education, librarians, researchers, and academicians.
Author: Marek Dietl
Publisher: Taylor & Francis
ISBN: 1000817776
Category : Business & Economics
Languages : en
Pages : 345
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Book Description
The first stock exchange in Warsaw – capital city of the Kingdom of Poland– was established in 1817. Over the past 205 years, the fortunes of the capital market have been closely linked to the "bumpy road" of Polish history. The establishment of the GPW Warsaw Stock Exchange in 1991 was a landmark for transformation from a centrally planned communist economy to a market-driven capitalist one. Since the doors of the exchange reopened, Polish GDP per capita (current USD) increased eight times, translating into an average yearly growth rate of over 7%. The capital market has played a pivotal role in the economic success of Poland over the last three decades. It is not easy to precisely quantify the impact, as it was rather a spill-over effect. Economic growth has fostered the development of a capital market, and more efficient conversion of savings to investments via the capital market. The excellence of capital market institutions can be gauged with reference to various parameters. A synthetic measure is so-called market status. According to FTSE Russell (global index provider), Polish capital attained developed market status in 2018, being the first and only post-communist state to do so. It is fair to say that transformation has been completed and developed market status indicates clearly that the institutions and regulations are world class. The current challenge is competing with other developed markets for the best issuers and offering the most demanding investors an excellent trading experience. This book offers scientific insight into the Polish capital market story. Authored by a group of renowned scholars, with contributions aspiring to the highest academic standards for theoretical considerations and empirical research. The book covers various topics, including links between monetary policy and capital markets, micro and macro market structures, and investors and issuers' behaviour and strategies. All chapters are rooted in contemporary finance theory, supported by various econometric models based on the most recently available data. The book aims to provide academics and practitioners insight into the Polish capital market, appealing especially to those interested in gaining a deeper understanding of emerging markets' successful transformation into developed ones. It can also be used as supplementary reading for doctoral and master’s students in finance, particularly relating to capital markets and economics – predominantly development economics and economic policy.
Author: Cheng F. Lee
Publisher: Center for PBBEFR & Ainosco Press
ISBN: 9866286762
Category : Business & Economics
Languages : en
Pages :
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Book Description
Advances in Investment Analysis and Portfolio Management (New Series) is an annual publication designed to disseminate developments in the area of investment analysis and portfolio management. The publication is a forum for statistical and quantitative analyses of issues in security analysis, portfolio management, options, futures, and other related issues. The objective is to promote interaction between academic research in finance, economics, and accounting and applied research in the financial community.
Author: James Ming Chen
Publisher: Springer
ISBN: 3319634658
Category : Business & Economics
Languages : en
Pages : 293
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Book Description
This book rehabilitates beta as a definition of systemic risk by using particle physics to evaluate discrete components of financial risk. Much of the frustration with beta stems from the failure to disaggregate its discrete components; conventional beta is often treated as if it were "atomic" in the original Greek sense: uncut and indivisible. By analogy to the Standard Model of particle physics theory's three generations of matter and the three-way interaction of quarks, Chen divides beta as the fundamental unit of systemic financial risk into three matching pairs of "baryonic" components. The resulting econophysics of beta explains no fewer than three of the most significant anomalies and puzzles in mathematical finance. Moreover, the model's three-way analysis of systemic risk connects the mechanics of mathematical finance with phenomena usually attributed to behavioral influences on capital markets. Adding consideration of volatility and correlation, and of the distinct cash flow and discount rate components of systematic risk, harmonizes mathematical finance with labor markets, human capital, and macroeconomics.
