Financial markets and public information
Abstract:
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.
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) Fakultät für Wirtschaftswissenschaften – Institut für Informationswirtschaft und -management (IISM) |
| Publikationstyp | Hochschulschrift |
| Publikationsjahr | 2011 |
| Sprache | Englisch |
| Identifikator | ISBN: 978-3-86644-694-6 urn:nbn:de:0072-233523 KITopen-ID: 1000023352 |
| Verlag | KIT Scientific Publishing |
| Umfang | XI, 173 S. |
| Art der Arbeit | Dissertation |
| Fakultät | Fakultät für Wirtschaftswissenschaften (WIWI) |
| Institut | Fakultät für Wirtschaftswissenschaften – Institut für Informationswirtschaft und -management (IISM) |
| Prüfungsdaten | 26.05.2011 |
| Schlagwörter | Firm Specific News, Price Discovery, Liquidity, Fragmentation, Comovement |
| Relationen in KITopen | |
| Referent/Betreuer | Riordan, R. |