Financial markets and public information

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...

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Bibliographic Details
Main Author: Storkenmaier, Andreas (auth)
Format: Book Chapter
Published: KIT Scientific Publishing 2011
Subjects:
Online Access:Get Fullteks
DOAB: description of the publication
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001 doab_20_500_12854_47668
005 20210211
020 |a KSP/1000023352 
020 |a 9783866446946 
024 7 |a 10.5445/KSP/1000023352  |c doi 
041 0 |a English 
042 |a dc 
100 1 |a Storkenmaier, Andreas  |4 auth 
245 1 0 |a Financial markets and public information 
260 |b KIT Scientific Publishing  |c 2011 
300 |a 1 electronic resource (XI, 173 p. p.) 
506 0 |a Open Access  |2 star  |f Unrestricted online access 
520 |a 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. 
540 |a Creative Commons  |f https://creativecommons.org/licenses/by-nc-nd/4.0/  |2 cc  |4 https://creativecommons.org/licenses/by-nc-nd/4.0/ 
546 |a English 
653 |a Firm Specific News 
653 |a Liquidity 
653 |a Comovement 
653 |a Price Discovery 
653 |a Fragmentation 
856 4 0 |a www.oapen.org  |u https://www.ksp.kit.edu/9783866446946  |7 0  |z Get Fullteks 
856 4 0 |a www.oapen.org  |u https://directory.doabooks.org/handle/20.500.12854/47668  |7 0  |z DOAB: description of the publication