The Wiley Finance Series : Handbook of News Analytics in Finance

analysis comparing the volatility-forecasting capabilities of event indices and implied volatility indices suggested that they p ...

94 Quantifying news: Alternative metrics Table 3.3. t-statistics for the significance of each Thomson Reuters NewsScope Event In ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 95 Livestock topics 0.1  0.9  0.1  0.6 0.4 ...

96 Quantifying news: Alternative metrics Table 3.4. t-statistics for the significance of each Thomson Reuters NewsScope Event In ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 97 MX 3.7  1.0 3.9 3.1 5.0  0.2 0.3 0.3 1.5 ...

98 Quantifying news: Alternative metrics Table 3.5.t-statistics for the significance of each Thomson Reuters NewsScope Event Ind ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 99 Table 3.6.t-statistics for the significance ...

3.A Appendix In this appendix, we present more detailed results regarding the construction of the Thomson Reuters NewsScope Even ...

we tabulate the number of quotes that came in within a 1-second interval for each currency. Table 3.A.1 summarizes this with the ...

and the lower the mean return. The best chances for arbitrage seem to lie in the following chain: USD! JPY! EUR! USD ð 3 :A: 3 Þ ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 103 Figure 3.A.1.Histograms of the value of $1 ...

104 Quantifying news: Alternative metrics Figure 3.A.2.Histogram of the value of $1 after a five-currency chain of currency conv ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 105 Table 3.A.2.Summary statistics for various ...

106 Quantifying news: Alternative metrics Table 3.A.2(cont.) (c) Alerts by group Alerts Mon. Tues. Wed. Thurs. Fri. Sat. Sun. We ...

Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices 107 Table 3.A.3.Empiricalt-distribution percen ...

3.B References Antweiler W.; Frank M. (2004) ‘‘Is all that talk just noise? The information content of internet stock message bo ...

Marion Munz ABSTRACT In today’s online real-time environment, the news that carries material information affects the sentiment r ...

the electron, reaching millions of investors instantly, a news media sentiment system has become a necessity. To be able to unde ...

nificant ‘‘crash’’ of the stock market where trillions of dollars of wealth disappeared over night. While the dot com and housin ...

firms that focus on measuring the news sentiment coming from social networks such as Twitter and Facebook as well as influential ...