LEADER 01692nam  2200361z- 450 
001 9910346903803321
005 20210211
010   $a1000023352
035   $a(CKB)4920000000101484
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/47668
035   $a(oapen)doab47668
035   $a(EXLCZ)994920000000101484
100   $a20202102d2011      |y         0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aFinancial markets and public information
210   $cKIT Scientific Publishing$d2011
215   $a1 online resource (XI, 173 p. p.)
311 08$a3-86644-694-2 
330   $aThe 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.
610   $aComovement
610   $aFirm Specific News
610   $aFragmentation
610   $aLiquidity
610   $aPrice Discovery
700   $aStorkenmaier$b Andreas$4auth$01328611
906   $aBOOK
912   $a9910346903803321
996   $aFinancial markets and public information$93038728
997   $aUNINA