The Wiley Finance Series : Handbook of News Analytics in Finance

momentum managers 180, 190 money managers 180181, 183184, 186, 188 189, 191192, 232 Moniz, Andy 211 230 monotonicity 238 Mo ...

354 Index NewsScope Sentiment Engine 153158, 163  171 newswires 311 Niederhoffer, V. 74 NLPseenatural language processing nois ...

Index 355 purchasesseebuying behavior pure news signals 155, 169 170 Q-statistics 279 qualitative textual news implied volatili ...

robustness checks, models 257 rolling calibration window 78, 79 rolling over futures contracts 275 rumors 4 S&P 500 Index di ...

social networks 111112, 119 Socie ́te ́Ge ́ne ́ralequoted EUR implied volatility 91 ‘soft’ news 214, 225 sort methodology, buy ...

358 Index trader decision support 23 trading asynchronous 248 creation of news 117 DJNA products 232 high-frequency 169, 248 new ...