The Wiley Finance Series : Handbook of News Analytics in Finance

(Chris Devlin) #1

Mitra L.; Mitra G.; diBartolomeo D. (2008)Equity Portfolio Risk (Volatility) Estimation Using
Market Information and Sentiment, CARISMA, Brunel University.
Patton A.; Verardo M. (2009)Does Beta Move with Firm News? Systematic Risk and Firm-specific
Information Flows, Duke University.
Tetlock P.C. (2009)Does Public Financial News Resolve Asymmetric Information?Yale University.
Zhang W.; Skiena S. (2010) Trading Strategies to Exploit News Sentiment, Stony Brook
University.


146 Quantifying news: Alternative metrics

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