| 000 | 01789naaaa2200301uu 4500 | ||
|---|---|---|---|
| 001 | https://directory.doabooks.org/handle/20.500.12854/47668 | ||
| 005 | 20220219200014.0 | ||
| 020 | _aKSP/1000023352 | ||
| 020 | _a9783866446946 | ||
| 024 | 7 |
_a10.5445/KSP/1000023352 _cdoi |
|
| 041 | 0 | _aEnglish | |
| 042 | _adc | ||
| 100 | 1 |
_aStorkenmaier, Andreas _4auth |
|
| 245 | 1 | 0 | _aFinancial markets and public information |
| 260 |
_bKIT Scientific Publishing _c2011 |
||
| 300 | _a1 electronic resource (XI, 173 p. p.) | ||
| 506 | 0 |
_aOpen Access _2star _fUnrestricted online access |
|
| 520 | _aThe 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. | ||
| 540 |
_aCreative Commons _fhttps://creativecommons.org/licenses/by-nc-nd/4.0/ _2cc _4https://creativecommons.org/licenses/by-nc-nd/4.0/ |
||
| 546 | _aEnglish | ||
| 653 | _aFirm Specific News | ||
| 653 | _aLiquidity | ||
| 653 | _aComovement | ||
| 653 | _aPrice Discovery | ||
| 653 | _aFragmentation | ||
| 856 | 4 | 0 |
_awww.oapen.org _uhttps://www.ksp.kit.edu/9783866446946 _70 _zDOAB: download the publication |
| 856 | 4 | 0 |
_awww.oapen.org _uhttps://directory.doabooks.org/handle/20.500.12854/47668 _70 _zDOAB: description of the publication |
| 999 |
_c40285 _d40285 |
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