Zobrazeno 1 - 10
of 13
pro vyhledávání: '"Philipp Adämmer"'
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::21c8648bf5e51bbfa5476df84d9fcfcf
https://doi.org/10.2139/ssrn.4342487
https://doi.org/10.2139/ssrn.4342487
Publikováno v:
Review of Finance. 24:1313-1355
We introduce a novel strategy to predict monthly equity premia that is based on extracted news from more than 700,000 newspaper articles, which were published in The New York Times and Washington Post between 1980 and 2018. We propose a flexible data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07291e6d9c67d2980b6283a1a09b4ac5
https://doi.org/10.1093/rof/rfaa007
https://doi.org/10.1093/rof/rfaa007
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::618bad636ac188750d8f2b5a44b5b611
https://doi.org/10.2139/ssrn.4019646
https://doi.org/10.2139/ssrn.4019646
Publikováno v:
Bulletin of Economic Research. 69:57-76
North American and European agricultural futures markets faced significant changes in recent years, i.e., the financialization which originated in the USA, the increase of futures trading in Europe and the recent price turmoils in international commo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::63a7076ffddfc325beb7f4ee2c416e0b
https://doi.org/10.1111/boer.12079
https://doi.org/10.1111/boer.12079
Publikováno v:
SSRN Electronic Journal.
We introduce a novel strategy to predict monthly equity premia that is based on extracted news from more than 700,000 newspaper articles, which were published in The New York Times and Washington Post between 1980 and 2018. We propose a flexible data
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6b64c8611bc7cbb66a07c486c02ac500
https://doi.org/10.2139/ssrn.3370424
https://doi.org/10.2139/ssrn.3370424
Publikováno v:
Journal of Futures Markets. 36:851-869
It is still an unanswered question how much trading activity is needed for efficient price discovery in commodity futures markets. For this purpose, we investigate the price discovery process of two thinly traded agricultural futures contracts traded
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50fcf02a517277373d6240e28fa0909a
https://doi.org/10.1002/fut.21760
https://doi.org/10.1002/fut.21760
Autor:
Martin T. Bohl, Philipp Adämmer
Publikováno v:
The Quarterly Review of Economics and Finance. 55:67-76
We use the momentum threshold autoregressive (MTAR) approach to test for speculative bubbles in US corn, soybean and wheat prices. To approximate fundamental values of these agricultural commodities, we use real crude oil prices and real exchange rat
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5ceb0e6f5d67990e8bce0abaf7a8ca12
https://doi.org/10.1016/j.qref.2014.06.003
https://doi.org/10.1016/j.qref.2014.06.003
Autor:
Philipp Adämmer, Tom Philipp Dybowski
Publikováno v:
SSRN Electronic Journal.
We apply an unsupervised machine learning algorithm to revisit legislative lags of U.S. tax reforms and show that at least two lags have been longer than previously identified. Our approach offers an alternative way to approximate U.S. tax foresight,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e4c390855062692e20b332f441fc1f4b
https://doi.org/10.2139/ssrn.3075049
https://doi.org/10.2139/ssrn.3075049
Publikováno v:
SSRN Electronic Journal.
We combine a probabilistic topic model and a dictionary-based sentiment analysis to construct a time series, which indicates when and how (positive vs. negative) the U.S. president communicates his tax policy news to the public. The econometric analy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::476ec28ab870a603b204d792761cfa18
https://doi.org/10.2139/ssrn.2932775
https://doi.org/10.2139/ssrn.2932775