Towards Automated Event Studies Using High Frequency News and Trading Data

Nicolai Bohn, Fethi A. Rabhi, Dennis Kundisch, Lawrence Yao, Tobias Mutter. Towards Automated Event Studies Using High Frequency News and Trading Data. In Fethi A. Rabhi, Peter Gomber, editors, Enterprise Applications and Services in the Finance Industry - 6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012. Revised Papers. Volume 135 of Lecture Notes in Business Information Processing, pages 20-41, Springer, 2012. [doi]

Abstract

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