News Not Trading Volume Builds Momentum
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News Not Trading Volume Builds Momentum
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Author : James S. Scott
language : en
Publisher:
Release Date : 2009
News Not Trading Volume Builds Momentum written by James S. Scott and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with categories.
Recent research has found that price momentum and trading volume appear to predict subsequent stock returns in the U.S. market and that they seem to do so in a nonlinear fashion. Specifically, the effect of momentum appears more pronounced among high-volume stocks than among low-volume stocks. This effect would suggest the existence of an exploitable deviation from market efficiency. We argue that this phenomenon is a result of the underreaction of investors to earnings news - an effect that is most pronounced for high-growth companies. We show that, after earnings-related news and a stock's growth rate have been controlled for, the interaction between momentum and volume largely disappears.
The Handbook Of News Analytics In Finance
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Author : Gautam Mitra
language : en
Publisher: John Wiley & Sons
Release Date : 2011-07-13
The Handbook Of News Analytics In Finance written by Gautam Mitra and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-07-13 with Business & Economics categories.
The Handbook of News Analytics in Finance is a landmarkpublication bringing together the latest models and applications ofNews Analytics for asset pricing, portfolio construction, tradingand risk control. The content of the Hand Book is organised to provide arapid yet comprehensive understanding of this topic. Chapter 1 setsout an overview of News Analytics (NA) with an explanation of thetechnology and applications. The rest of the chapters are presentedin four parts. Part 1 contains an explanation of methods and modelswhich are used to measure and quantify news sentiment. In Part 2the relationship between news events and discovery of abnormalreturns (the elusive alpha) is discussed in detail by the leadingresearchers and industry experts. The material in this part alsocovers potential application of NA to trading and fund management.Part 3 covers the use of quantified news for the purpose ofmonitoring, early diagnostics and risk control. Part 4 is entirelyindustry focused; it contains insights of experts from leadingtechnology (content) vendors. It also contains a discussion oftechnologies and finally a compact directory of content vendor andfinancial analytics companies in the marketplace of NA. Thebook draws equally upon the expertise of academics andpractitioners who have developed these models and is supported bytwo major content vendors - RavenPack and Thomson Reuters - leadingproviders of news analytics software and machine readablenews. The book will appeal to decision makers in the banking, finance andinsurance services industry. In particular: asset managers;quantitative fund managers; hedge fund managers; algorithmictraders; proprietary (program) trading desks; sell-side firms;brokerage houses; risk managers and research departments willbenefit from the unique insights into this new and pertinent areaof financial modelling.
Market Momentum
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Author : Stephen Satchell
language : en
Publisher: John Wiley & Sons
Release Date : 2020-09-15
Market Momentum written by Stephen Satchell and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-09-15 with Business & Economics categories.
A one-of-a-kind reference guide covering the behavioral and statistical explanations for market momentum and the implementation of momentum trading strategies Market Momentum: Theory and Practice is a thorough, how-to reference guide for a full range of financial professionals and students. It examines the behavioral and statistical causes of market momentum while also exploring the practical side of implementing related strategies. The phenomenon of momentum in finance occurs when past high returns are followed by subsequent high returns, and past low returns are followed by subsequent low returns. Market Momentum provides a detailed introduction to the financial topic, while examining existing literature. Recent academic and practitioner research is included, offering a more up-to-date perspective. What type of book is Market Momentum and how does it serve a range of readers’ interests and needs? A holistic market momentum guide for industry professionals, asset managers, risk managers, firm managers, plus hedge fund and commodity trading advisors Advanced text to help graduate students in finance, economics, and mathematics further develop their funds management skills Useful resource for financial practitioners who want to implement momentum trading strategies Reference book providing behavioral and statistical explanations for market momentum Due to claims that the phenomenon of momentum goes against the Efficient Markets Hypothesis, behavioral economists have studied the topic in-depth. However, many books published on the subject are written to provide advice on how to make money. In contrast, Market Momentum offers a comprehensive approach to the topic, which makes it a valuable resource for both investment professionals and higher-level finance students. The contributors address momentum theory and practice, while also offering trading strategies that practitioners can study.
Quantitative Equity Portfolio Management
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Author : Edward E. Qian
language : en
Publisher: CRC Press
Release Date : 2007-05-11
Quantitative Equity Portfolio Management written by Edward E. Qian and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-05-11 with Business & Economics categories.
Quantitative equity portfolio management combines theories and advanced techniques from several disciplines, including financial economics, accounting, mathematics, and operational research. While many texts are devoted to these disciplines, few deal with quantitative equity investing in a systematic and mathematical framework that is suitable for
The Cambridge Handbook Of Psychology And Economic Behaviour
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Author : Alan Lewis
language : en
Publisher: Cambridge University Press
Release Date : 2008-04-17
The Cambridge Handbook Of Psychology And Economic Behaviour written by Alan Lewis and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008-04-17 with Psychology categories.
Psychologists have been observing and interpreting economic behaviour for at least fifty years, and the last decade, in particular, has seen an escalated interest in the interface between psychology and economics. The Cambridge Handbook of Psychology and Economic Behaviour is a valuable reference resource dedicated to improving our understanding of the economic mind and economic behaviour. Employing empirical methods – including laboratory experiments, field experiments, observations, questionnaires and interviews – the Handbook covers aspects of theory and method, financial and consumer behaviour, the environment and biological perspectives. With contributions from distinguished scholars from a variety of countries and backgrounds, the Handbook is an important step forward in the improvement of communications between the disciplines of psychology and economics. It will appeal to academic researchers and graduates in economic psychology and behavioural economics.
Enterprise Applications And Services In The Finance Industry
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Author : Artur Lugmayr
language : en
Publisher: Springer
Release Date : 2016-01-21
Enterprise Applications And Services In The Finance Industry written by Artur Lugmayr and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-01-21 with Computers categories.
This book constitutes the proceedings of the 7th International Workshop on Enterprise Applications and Services in the Finance Industry, FinanceCom 2014, held in Sydney, Australia, on December 12, 2014. The workshop spans multiple disciplines, including technical, service, economic, sociological, and behavioral sciences. It reflects on technologically enabled opportunities, implications, and changes due to the introduction of new business models or regulations related to the financial services industry and the financial markets. The nine papers presented were carefully reviewed and selected from numerous submissions.
Defense Trade News
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Author :
language : en
Publisher:
Release Date : 1992
Defense Trade News written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1992 with Arms transfers categories.
Investment Fables
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Author : Aswath Damodaran
language : en
Publisher: FT Press
Release Date : 2004
Investment Fables written by Aswath Damodaran and has been published by FT Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2004 with Business & Economics categories.
One of the world's leading investment researchers runs the numbers on some of today's most widely touted strategies, objectively answering the questions brokers cannot answer and presents exactly what works and what doesn't.
Handbook Of Alternative Data In Finance Volume I
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Author : Gautam Mitra
language : en
Publisher: CRC Press
Release Date : 2023-07-12
Handbook Of Alternative Data In Finance Volume I written by Gautam Mitra and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-07-12 with Business & Economics categories.
Handbook of Alternative Data in Finance, Volume I motivates and challenges the reader to explore and apply Alternative Data in finance. The book provides a robust and in-depth overview of Alternative Data, including its definition, characteristics, difference from conventional data, categories of Alternative Data, Alternative Data providers, and more. The book also offers a rigorous and detailed exploration of process, application and delivery that should be practically useful to researchers and practitioners alike. Features Includes cutting edge applications in machine learning, fintech, and more Suitable for professional quantitative analysts, and as a resource for postgraduates and researchers in financial mathematics Features chapters from many leading researchers and practitioners
The 36 Strategies Of The Chinese For Financial Traders
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Author : Daryl Guppy
language : en
Publisher: John Wiley & Sons
Release Date : 2016-05-04
The 36 Strategies Of The Chinese For Financial Traders written by Daryl Guppy and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-05-04 with Business & Economics categories.
Ancient strategies provide a valuable link to enhance your abilityto survive and prosper in modern financial markets. In thisfascinating book, experienced trader and best-selling author DarylGuppy explains how The 36 Strategies of the Chinese areapplied to trading financial markets. In trading there is rarely asingle answer to any trading situation. The best answer, and itseffective application, depends on the trader. The strategies bythemselves do not guarantee success. The trader’s skill inanalyzing and assessing the situation determines how effective heis in selecting and applying the right strategy. Guppy was introduced to the book of The 36 Strategies of theChinese by a Chinese friend. An ancient and classic text, it isa compilation of political and military strategies dating back morethan 1800 years, drawn from classic Chinese poetry, history,philosophy, biographies and novels. This book includes specific methods for active investors andtraders that are consistent with the meaning of the originalancient strategies. The 36 Strategies of the Chinese forFinancial Traders follow the structure of the original 36Strategies of the Chinese. The first 18 strategies are appliedwhen you have the advantage -- the luxury of time andresources to examine techniques to recognize and maximize thereturn from these market opportunities. The second 18 strategiesare applied when you are at a disadvantage -- they arestrategies used against investors and traders to inhibit success.Many of the strategies are enhanced using derivatives.
