Financial markets and public information
Storkenmaier, Andreas
Financial markets and public information - KIT Scientific Publishing 2011 - 1 electronic resource (XI, 173 p. p.)
Open Access
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 messagesmake up a major part of the public information set available to investors. This book studies how newswire messages impact modern electronic equity markets.
Creative Commons
English
KSP/1000023352 9783866446946
10.5445/KSP/1000023352 doi
Firm Specific News Liquidity Comovement Price Discovery Fragmentation
Financial markets and public information - KIT Scientific Publishing 2011 - 1 electronic resource (XI, 173 p. p.)
Open Access
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 messagesmake up a major part of the public information set available to investors. This book studies how newswire messages impact modern electronic equity markets.
Creative Commons
English
KSP/1000023352 9783866446946
10.5445/KSP/1000023352 doi
Firm Specific News Liquidity Comovement Price Discovery Fragmentation