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Andreas Storkenmaier

Financial markets and public information

AutorStorkenmaier, Andreas

VerlagKIT Scientific Publishing, Karlsruhe

ISBN9783866446946

UmfangXI, 173 S.

Veröffentlicht
am:
29.07.2011

Erscheinungs-
jahr
2011

VerfügbarkeitAktiv

Downloads:

Für Zitate bitte die folgende URL verwenden:
http://dx.doi.org/10.5445/KSP/1000023352

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.