Abstract is missing.
- Investigating the Impact of Media Sentiment and Investor Attention on Financial MarketsMichael Siering. 3-19 [doi]
- Towards Automated Event Studies Using High Frequency News and Trading DataNicolai Bohn, Fethi A. Rabhi, Dennis Kundisch, Lawrence Yao, Tobias Mutter. 20-41 [doi]
- The Role of Misbehavior in Efficient Financial Markets: Implications for Financial Decision SupportMichael Siering, Jan Muntermann. 42-58 [doi]
- Humans vs. Algorithms - Who Follows Newcomb-Benford's Law Better with Their Order Volume?Martin Haferkorn. 61-70 [doi]
- The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented MarketsPeter Gomber, Martin Haferkorn, Marco Lutat, Kai Zimmermann. 71-87 [doi]
- A Case Study in Using ADAGE for Compute-Intensive Financial Analysis ProcessesLawrence Yao, Fethi A. Rabhi, Maurice Peat. 91-111 [doi]
- XBRL: Impacts, Issues and Future Research DirectionsNiels Müller-Wickop, Martin Schultz, Markus Nüttgens. 112-130 [doi]