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]

@inproceedings{BohnRKYM12,
  title = {Towards Automated Event Studies Using High Frequency News and Trading Data},
  author = {Nicolai Bohn and Fethi A. Rabhi and Dennis Kundisch and Lawrence Yao and Tobias Mutter},
  year = {2012},
  doi = {10.1007/978-3-642-36219-4_2},
  url = {http://dx.doi.org/10.1007/978-3-642-36219-4_2},
  researchr = {https://researchr.org/publication/BohnRKYM12},
  cites = {0},
  citedby = {0},
  pages = {20-41},
  booktitle = {Enterprise Applications and Services in the Finance Industry - 6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012. Revised Papers},
  editor = {Fethi A. Rabhi and Peter Gomber},
  volume = {135},
  series = {Lecture Notes in Business Information Processing},
  publisher = {Springer},
  isbn = {978-3-642-36218-7},
}