The Handbook of News Analytics in Finance

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Author :
Publisher : John Wiley & Sons
ISBN 13 : 1119990807
Total Pages : 384 pages
Book Rating : 4.1/5 (199 download)

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Book Synopsis The Handbook of News Analytics in Finance by : Gautam Mitra

Download or read book The Handbook of News Analytics in Finance written by Gautam Mitra and published by John Wiley & Sons. This book was released on 2011-07-13 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Handbook of News Analytics in Finance is a landmarkpublication bringing together the latest models and applications ofNews Analytics for asset pricing, portfolio construction, tradingand risk control. The content of the Hand Book is organised to provide arapid yet comprehensive understanding of this topic. Chapter 1 setsout an overview of News Analytics (NA) with an explanation of thetechnology and applications. The rest of the chapters are presentedin four parts. Part 1 contains an explanation of methods and modelswhich are used to measure and quantify news sentiment. In Part 2the relationship between news events and discovery of abnormalreturns (the elusive alpha) is discussed in detail by the leadingresearchers and industry experts. The material in this part alsocovers potential application of NA to trading and fund management.Part 3 covers the use of quantified news for the purpose ofmonitoring, early diagnostics and risk control. Part 4 is entirelyindustry focused; it contains insights of experts from leadingtechnology (content) vendors. It also contains a discussion oftechnologies and finally a compact directory of content vendor andfinancial analytics companies in the marketplace of NA. Thebook draws equally upon the expertise of academics andpractitioners who have developed these models and is supported bytwo major content vendors - RavenPack and Thomson Reuters - leadingproviders of news analytics software and machine readablenews. The book will appeal to decision makers in the banking, finance andinsurance services industry. In particular: asset managers;quantitative fund managers; hedge fund managers; algorithmictraders; proprietary (program) trading desks; sell-side firms;brokerage houses; risk managers and research departments willbenefit from the unique insights into this new and pertinent areaof financial modelling.

Financial and Macroeconomic Connectedness

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Publisher : Oxford University Press
ISBN 13 : 0199338329
Total Pages : 285 pages
Book Rating : 4.1/5 (993 download)

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Book Synopsis Financial and Macroeconomic Connectedness by : Francis X. Diebold

Download or read book Financial and Macroeconomic Connectedness written by Francis X. Diebold and published by Oxford University Press. This book was released on 2015-02-03 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: Connections among different assets, asset classes, portfolios, and the stocks of individual institutions are critical in examining financial markets. Interest in financial markets implies interest in underlying macroeconomic fundamentals. In Financial and Macroeconomic Connectedness, Frank Diebold and Kamil Yilmaz propose a simple framework for defining, measuring, and monitoring connectedness, which is central to finance and macroeconomics. These measures of connectedness are theoretically rigorous yet empirically relevant. The approach to connectedness proposed by the authors is intimately related to the familiar econometric notion of variance decomposition. The full set of variance decompositions from vector auto-regressions produces the core of the 'connectedness table.' The connectedness table makes clear how one can begin with the most disaggregated pair-wise directional connectedness measures and aggregate them in various ways to obtain total connectedness measures. The authors also show that variance decompositions define weighted, directed networks, so that these proposed connectedness measures are intimately related to key measures of connectedness used in the network literature. After describing their methods in the first part of the book, the authors proceed to characterize daily return and volatility connectedness across major asset (stock, bond, foreign exchange and commodity) markets as well as the financial institutions within the U.S. and across countries since late 1990s. These specific measures of volatility connectedness show that stock markets played a critical role in spreading the volatility shocks from the U.S. to other countries. Furthermore, while the return connectedness across stock markets increased gradually over time the volatility connectedness measures were subject to significant jumps during major crisis events. This book examines not only financial connectedness, but also real fundamental connectedness. In particular, the authors show that global business cycle connectedness is economically significant and time-varying, that the U.S. has disproportionately high connectedness to others, and that pairwise country connectedness is inversely related to bilateral trade surpluses.

The Future of Xi's China

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Author :
Publisher : Ledizioni
ISBN 13 : 8855267744
Total Pages : 110 pages
Book Rating : 4.8/5 (552 download)

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Book Synopsis The Future of Xi's China by : Alessia Amighini

Download or read book The Future of Xi's China written by Alessia Amighini and published by Ledizioni. This book was released on 2022-11-22 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the upcoming 20th Party Congress, which opens Sunday in China, Xi Jinping is expected to be confirmed as the country's Secretary General for an unprecedented third term. At a time of international instability caused by the Covid pandemic and the war in Ukraine, as well as rising competition between international superpowers, the Chinese leadership is called to increase the country's international standing, while ensuring economic growth at the domestic level. However, achieving these goals will not be without challenges. This Report analyses China's hard road to international prestige and development. Which prospects for China's economic growth? Which obstacles to its rise at the global level? To which extent can the Party steer the country's direction?

Act on Financial Institutions

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Publisher :
ISBN 13 :
Total Pages : 118 pages
Book Rating : 4.3/5 ( download)

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Book Synopsis Act on Financial Institutions by : Hungary

Download or read book Act on Financial Institutions written by Hungary and published by . This book was released on 1992 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Why Switzerland?

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Publisher : Cambridge University Press
ISBN 13 : 9780521484534
Total Pages : 324 pages
Book Rating : 4.4/5 (845 download)

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Book Synopsis Why Switzerland? by : Jonathan Steinberg

Download or read book Why Switzerland? written by Jonathan Steinberg and published by Cambridge University Press. This book was released on 1996-09-28 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Index - p. 288-300

SEC Docket

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Publisher :
ISBN 13 :
Total Pages : 800 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis SEC Docket by : United States. Securities and Exchange Commission

Download or read book SEC Docket written by United States. Securities and Exchange Commission and published by . This book was released on 1987 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Herd Behavior in Financial Markets

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Publisher :
ISBN 13 :
Total Pages : 38 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Herd Behavior in Financial Markets by : Sushil Bikhchandani

Download or read book Herd Behavior in Financial Markets written by Sushil Bikhchandani and published by . This book was released on 2000 with total page 38 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Banking in Switzerland

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Publisher : Springer Science & Business Media
ISBN 13 : 3642515169
Total Pages : 324 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Banking in Switzerland by : Niklaus Blattner

Download or read book Banking in Switzerland written by Niklaus Blattner and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt: Oliver Landmann Nobody needs to be convinced of the importance of banking for the Swiss economy. The financial sector grew well above average in the past decade and now accounts for almost 10 % of GDP. Compared to the economy-wide average, it creates more than double as much value added per employee and it is a major contributor to Swiss ex port revenues. But this is no cause for complacency. The industry is subjf:ct to rapid change as the competitive climate has become rougher nationally and internationally. Major structural weaknesses have corne to the surface which raise serious questions about the extent of the required structural adjustments. Thus, banking was an ideal candidate for a major case study in the framework of the National Research Programme No. 28 which is devoted to Switzerland's external economic challenges. The programme was commissioned by the Swiss government and is carried out by the Swiss National Science Foundation. The research project on the fmancial sector was directed by Professors Niklaus Blattner, Hans Genberg and Alexander Swoboda who assembled a team of research economists from the Graduate Institute of International Studies, the International Centre for Monetary and Banking Studies (both at Geneva) and the Labour and Industrial Economics Research Unit at the University of Basel. This joint research effort has yielded an impressive crop of descriptive data, analytical insights and policy-oriented conclusions.

Switzerland

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Publisher : International Monetary Fund
ISBN 13 : 1451807198
Total Pages : 39 pages
Book Rating : 4.4/5 (518 download)

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Book Synopsis Switzerland by : International Monetary Fund

Download or read book Switzerland written by International Monetary Fund and published by International Monetary Fund. This book was released on 2002-06-03 with total page 39 pages. Available in PDF, EPUB and Kindle. Book excerpt: This 2002 Article IV Consultation highlights that the economy of Switzerland cooled in 2001 as business investment fell and exports were hit by the global slowdown and an appreciation of the Swiss franc. Real GDP growth dropped to 1.3 percent, unemployment edged up, and the external current account surplus declined to 10 percent of GDP. The IMF staff projects that real GDP will grow by just under 1 percent in 2002 on the back of a global recovery in the second half of the year and effects of the monetary easing in 2001.

Pricing Protest: The Response of Financial Markets to Social Unrest

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Publisher : INTERNATIONAL MONETARY FUND
ISBN 13 : 9781513572765
Total Pages : 69 pages
Book Rating : 4.5/5 (727 download)

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Book Synopsis Pricing Protest: The Response of Financial Markets to Social Unrest by : International Monetary Fund

Download or read book Pricing Protest: The Response of Financial Markets to Social Unrest written by International Monetary Fund and published by INTERNATIONAL MONETARY FUND. This book was released on 2021-03-19 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: Using a new daily index of social unrest, we provide systematic evidence on the negative impact of social unrest on stock market performance. An average social unrest episode in an typical country causes a 1.4 percentage point drop in cumulative abnormal returns over a two-week event window. This drop is more pronounced for events that last longer and for events that happen in emerging markets. Stronger institutions, particularly better governance and more democratic systems, mitigate the adverse impact of social unrest on stock market returns.

Volume Based Portfolio Strategies

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Publisher : Springer Science & Business Media
ISBN 13 : 3834987166
Total Pages : 345 pages
Book Rating : 4.8/5 (349 download)

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Book Synopsis Volume Based Portfolio Strategies by : Alexander Brändle

Download or read book Volume Based Portfolio Strategies written by Alexander Brändle and published by Springer Science & Business Media. This book was released on 2010-06-28 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns.

The Impact of the European Community's internal Market on the EFTA

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Author :
Publisher : International Monetary Fund
ISBN 13 : 9781557751744
Total Pages : 76 pages
Book Rating : 4.7/5 (517 download)

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Book Synopsis The Impact of the European Community's internal Market on the EFTA by : International Monetary Fund

Download or read book The Impact of the European Community's internal Market on the EFTA written by International Monetary Fund and published by International Monetary Fund. This book was released on 1990-12-04 with total page 76 pages. Available in PDF, EPUB and Kindle. Book excerpt: This paper provides an overview of the likely impact of the creation of the European Community (EC) internal market on the European Free Trade Association (EFTA) members. The focus is on the four freedoms and the institutional and legal changes required for increased economic cooperation between the EC and EFTA. Although not formally part of the negotiations, certain tax issues are also raised. The paper is in ten parts and includes a summary and glossary. The paper also discusses the institutional and legal changes that may prove necessary for greater EC-EFTA cooperation and the implications of the internal market for trade, production, and resource allocation in the EFTA countries. It examines issues related to trade in goods-mainly industrial goods-and transport services and considers issues of labor mobility and trade in financial services. Changes would also appear desirable in the areas of industrial and intellectual property rights-notably counterfeiting, trademarks, copyrights, and patents.

How Nations Innovate

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Publisher : OUP Oxford
ISBN 13 : 0191054712
Total Pages : 277 pages
Book Rating : 4.1/5 (91 download)

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Book Synopsis How Nations Innovate by : Jingjing Huo

Download or read book How Nations Innovate written by Jingjing Huo and published by OUP Oxford. This book was released on 2015-08-20 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: How Nations Innovate compares how affluent capitalist economies differ in their patterns of technological innovation. Building on the 'varieties of capitalism' literature, this book goes beyond the traditional focus on 'radical versus incremental innovation' in existing scholarship, and takes the comparison of capitalism to an entirely new set of questions around technological innovation. For example, which type of capitalism engages in job-threatening innovation? Whose innovation widens income inequality? Whose innovation raises productivity? Which type of capitalism has more effective financial markets for innovation? Whose innovators emphasize 'control' rather than 'flexibility' during innovation? By addressing these questions, the author demonstrates that the way nations innovate often has deep, and sometimes counter-intuitive, implications for how they compare in many areas of socio-economic performance. For example, although venture capital is most active in Anglo-Saxon economies, it seems that venture-capital performance in stimulating innovation is also poorest in precisely these countries. On the issue of employment, the author argues that, whilst technological innovation in Anglo-Saxon economies creates jobs, innovation in European economies destroys jobs. Nations also differ in the nature of income inequality driven by innovation. While innovation pushes top earners further ahead of median earners in Anglo-Saxon economies, it drags bottom earners further behind the median in European economies. Finally, varieties of capitalism also differ in their ability to cope with the volatilities of innovation. While Anglo-Saxon economies face a trade-off between low volatility and high innovation output, these two goals seem jointly achievable in European economies.

Overseas Business Reports

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Publisher :
ISBN 13 :
Total Pages : 24 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Overseas Business Reports by :

Download or read book Overseas Business Reports written by and published by . This book was released on 1981 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

The Ethics of Banking

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Publisher : Springer Science & Business Media
ISBN 13 : 9400706561
Total Pages : 218 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis The Ethics of Banking by : Peter Koslowski

Download or read book The Ethics of Banking written by Peter Koslowski and published by Springer Science & Business Media. This book was released on 2011-04-20 with total page 218 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Ethics of Banking analyzes the systemic and the ethical mistakes that led to the crisis. It keeps the middle ground between excusing all failures by the argument of a systemic crisis not to be taken responsibility for by the financial managers and the moralistic reproach that only moral failure is at the origin of the crisis. It investigates the role of speculation in the formation of the crisis and distinguishes between productive speculation for hedging and for securing market liquidity on the one hand, and unproductive and even detrimental hyper-speculation going far beyond of the degree of speculation that is necessary in a developed economy for the liquidity of financial markets, on the other hand. Hyper-speculation has increased the risks of the financial system and is still doing so.

Student Turns Professor

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Publisher : iUniverse
ISBN 13 : 0595198635
Total Pages : 350 pages
Book Rating : 4.5/5 (951 download)

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Book Synopsis Student Turns Professor by : Craig P. Boulton

Download or read book Student Turns Professor written by Craig P. Boulton and published by iUniverse. This book was released on 2001-08-23 with total page 350 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book is a collection of nine papers on disparate topics in finance and economics. Topics range from the development of a supply and demand model for common stocks to the centuries old conflict between mercantilism and liberal trade regimes. One essay goes to great length in critiquing the conventional notion that inflation solely derives from monetary policy using the past 30 years as an illustrative example. Throughout the text, the author continually attempts to merge the world of finance with that of economics, while coupling both with historical experience. The author additionally brings his own long-standing practical experience in the financial markets to point out where academic wisdom doesn't quite mesh with market realities. The collective contents, in conjunction with other work, resulted in the author being elected to Beta Gamma Sigma: the business school equivalent of Phi Beta Kappa. Since the author is first and foremost a pragmatic investor, his perspective on financial and economic theory is generally focused on their practical application which was the genesis behind the approach taken in writing this book's contents.

Quality Shareholders

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Publisher : Columbia University Press
ISBN 13 : 0231552777
Total Pages : 215 pages
Book Rating : 4.2/5 (315 download)

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Book Synopsis Quality Shareholders by : Lawrence A. Cunningham

Download or read book Quality Shareholders written by Lawrence A. Cunningham and published by Columbia University Press. This book was released on 2020-11-03 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: Anyone can buy stock in a public company, but not all shareholders are equally committed to a company’s long-term success. In an increasingly fragmented financial world, shareholders’ attitudes toward the companies in which they invest vary widely, from time horizon to conviction. Faced with indexers, short-term traders, and activists, it is more important than ever for businesses to ensure that their shareholders are dedicated to their missions. Today’s companies need “quality shareholders,” as Warren Buffett called those who “load up and stick around,” or buy large stakes and hold for long periods. Lawrence A. Cunningham offers an expert guide to the benefits of attracting and keeping quality shareholders. He demonstrates that a high density of dedicated long-term shareholders results in numerous comparative and competitive advantages for companies and their managers, including a longer runway to execute business strategy and a loyal cohort against adversity. Cunningham explores dozens of corporate practices and policies—such as rational capital allocation, long-term performance metrics, and a shareholder orientation—that can help shape the shareholder base and bring in committed owners. Focusing on the benefits for corporations and their investors, he reveals what draws quality shareholders to certain companies and what it means to have them in an investor base. This book is vital reading for investors, executives, and directors seeking to understand and attract the kind of shareholders that their companies need.