Title: Managing real‐time risks and returns: The Thomson Reuters NewsScope Event Indices
Abstract: Chapter 3 Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices Alexander D. Healy, Alexander D. HealySearch for more papers by this authorAndrew W. Lo, Andrew W. LoSearch for more papers by this author Alexander D. Healy, Alexander D. HealySearch for more papers by this authorAndrew W. Lo, Andrew W. LoSearch for more papers by this author Book Editor(s):Gautam Mitra, Gautam MitraSearch for more papers by this authorLeela Mitra, Leela MitraSearch for more papers by this author First published: 16 May 2011 https://doi.org/10.1002/9781118467411.ch3Citations: 8 AboutPDFPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShareShare a linkShare onFacebookTwitterLinked InRedditWechat Summary This chapter contains sections titled: Introduction Literature review Data A framework for real-time news analytics Validating Event Indices News indices and FX implied volatility Event study analysis through September 2008 Conclusion Appendix Citing Literature The Handbook of News Analytics in Finance RelatedInformation
Publication Year: 2011
Publication Date: 2011-05-16
Language: en
Type: other
Indexed In: ['crossref']
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Cited By Count: 43
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