Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Nicolas Boitout"'
Publikováno v:
Proceedings of the 19th International Conference on INFORMATICS in ECONOMY Education, Research and Business Technologies.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c14db9ace40aac0280397928c22981ff
https://doi.org/10.24818/ie2020.04.06
https://doi.org/10.24818/ie2020.04.06
(VF) Dans cet article, nous développons une nouvelle mesure du sentiment des investisseurs en Europe à partir d’une analyse de contenus d’articles issus du Financial Times. Nous trouvons que notre mesure du sentiment influence la performance bo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::4397eb61a039fba9f69e0c88a2d5b62d
Autor:
Nicolas Boitout, Radu Lupu
Publikováno v:
SSRN Electronic Journal.
The impact of scheduled releases of macroeconomic variables on the dynamics of nancial markets has always attracted a great deal of academic attention in eorts to quantify market responses in terms of volatility and jumps. We investigate whether the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c731f80076510c3695baf2f1bbc5502a
https://doi.org/10.2139/ssrn.2556336
https://doi.org/10.2139/ssrn.2556336
Publikováno v:
International Journal of Theoretical and Applied Finance. :823-851
This paper examines the behavior of volatility and trading volume in an extended Mixture-of-Distribution Hypothesis framework. According to this Hypothesis, both volatility and volume are subordinated to the same latent, stochastic variable: the info
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ae7bd209bc12f3306ac61447f2726f9a
https://doi.org/10.1142/s0219024904002736
https://doi.org/10.1142/s0219024904002736
This paper investigates the impact of surprises associated with monthly macroeconomic news releases on Treasury-bond yields, by paying particular attention to the moment at which the information is published in the month. Implementing an event study
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::b5d9d1f4f497e50673c4c0255557c84f
http://economix.fr/pdf/dt/2014/WP_EcoX_2014-20.pdf
http://economix.fr/pdf/dt/2014/WP_EcoX_2014-20.pdf
Dans cet article, nous développons une nouvelle mesure du sentiment des investisseurs en Europe à partir d’une analyse de contenus d’articles issus du Financial Times. Dans la lignée des travaux de finance comportementale, nous trouvons que no
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::53099a0c32e6056314d438a565140d1b
https://doi.org/10.7202/1046568ar
https://doi.org/10.7202/1046568ar