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DOI: 10.5445/KSP/1000023352
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Financial markets and public information

Storkenmaier, Andreas

The last decades have seen dramatic changes in trading technology and the way that financial markets operate. As trading technology advances, news providers have kept pace and deliver news to market participants around the world within fractions of a second using electronic systems. Currently, most news is still interpreted by humans but news providers have started to offer newswire products with machine learning systems that specifically cater to algorithmic traders. In practice, newswire messages
make up a major part of the public information set available to investors. This book studies how newswire messages impact modern electronic equity markets.

Zugehörige Institution(en) am KIT Institut für Informationsmanagement im Ingenieurwesen (IMI)
Institut für Informationswirtschaft und -management (IISM)
Publikationstyp Hochschulschrift
Jahr 2011
Sprache Englisch
Identifikator ISBN: 978-3-86644-694-6
URN: urn:nbn:de:0072-233523
KITopen ID: 1000023352
Verlag KIT Scientific Publishing, Karlsruhe
Umfang XI, 173 S.
Abschlussart Dissertation
Fakultät Fakultät für Wirtschaftswissenschaften (WIWI)
Institut Institut für Informationswirtschaft und -management (IISM)
Prüfungsdaten 26.05.2011
Referent/Betreuer Prof. R. Riordan
Schlagworte Firm Specific News, Price Discovery, Liquidity, Fragmentation, Comovement
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