TY  - BOOK
AU  - Mitra,Gautam
AU  - Mitra,Leela
TI  - The handbook of news analytics in finance
T2  - Wiley finance
SN  - 9781118467411
AV  - HG106 .H3655 2011
U1  - 332 23
PY  - 2011///
CY  - Chichester, U.K.
PB  - Wiley
KW  - Finance
KW  - Mathematical models
KW  - Risk management
KW  - Mass media
KW  - Influence
KW  - fast
KW  - Electronic books
KW  - Handbooks and manuals
N1  - Includes bibliographical references and index; 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 [and others] -- 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 Tõnn 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; fin
UR  - http://dx.doi.org/10.1002/9781118467411
ER  -