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  <titleInfo>
    <nonSort>The </nonSort>
    <title>handbook of news analytics in finance</title>
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  <name type="personal">
    <namePart>Mitra, Gautam.</namePart>
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  <name type="personal">
    <namePart>Mitra, Leela.</namePart>
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  <genre authority="">Electronic books.</genre>
  <genre authority="fast">Handbooks and manuals.</genre>
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    <place>
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    <publisher>Wiley</publisher>
    <dateIssued>©2011</dateIssued>
    <dateIssued encoding="marc">2011</dateIssued>
    <issuance>monographic</issuance>
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  <language>
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    <extent>1 online resource (xxvi, 358 pages) : illustrations.</extent>
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  <tableOfContents>Applications of news analytics in finance : a review / Leela Mitra and Gautam Mitra -- News analytics : framework, techniques, and metrics / Sanjiv R. Das -- Managing real-time risks and returns : the Thomson Reuters NewsScope event indices / Alexander D. Healy and Andrew W. Lo -- Measuring the value of media sentiment : a pragmatic view / Marion Munz -- How news events impact market sentiment / Peter Ager Hafez -- Relating news analytics to stock returns / David Leinweber and Jacob Sisk -- All that glitters : the effect of attention and news on the buying behavior of individual and institutional investors / Brad M. Barber and Terrance Odean -- The impact of news flows on asset returns : an empirical study / Andy Moniz [and others] -- Sentiment reversals as buy signals / John Kittrell -- Using news as a state variable in assessment of financial market risk / Dan diBartolomeo -- Volatility asymmetry, news, and private investors / Michal Dzielinski, Marc Oliver Rieger, and Tõnn Talpsepp -- Firm-specific news arrival and the volatility of intraday stock index and futures returns / Petko S. Kalev and Huu Nhan Duong -- Equity portfolio risk estimation using market information and sentiment / Leela Mitra, Gautam Mitra and Dan diBartolomeo -- Incorporating news into algorithmic trading strategies : increasing the signal-to-noise ratio / Richard Brown -- Are you still trading without news? / Armando Gonzalez -- News analytics in a risk management framework for asset managers / Dan diBartolomeo -- NORM : towards a new financial paradigm : behavioural finance with news-optimized risk management / Mark Vreijling and Thomas Dohmen -- Question and answers with Lexalytics / Jeff Catlin -- Directory of news analytics service providers.</tableOfContents>
  <note type="statement of responsibility">edited by Gautam Mitra and Leela Mitra.</note>
  <note>Includes bibliographical references and index.</note>
  <subject authority="lcsh">
    <topic>Finance</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Risk management</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="lcsh">
    <topic>Mass media</topic>
    <topic>Influence</topic>
  </subject>
  <subject authority="fast">
    <topic>Finance</topic>
    <topic>Mathematical models</topic>
  </subject>
  <subject authority="fast">
    <topic>Mass media</topic>
    <topic>Influence</topic>
  </subject>
  <subject authority="fast">
    <topic>Risk management</topic>
    <topic>Mathematical models</topic>
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  <classification authority="lcc">HG106 .H3655 2011</classification>
  <classification authority="ddc" edition="23">332</classification>
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    <identifier type="local">(OCoLC)663440892</identifier>
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