TY  - JOUR
A1  - Clapham, Benjamin
A1  - Siering, Michael
A1  - Gomber, Peter
T1  - Investor attention and algorithmic decision making in financial markets
T2  - Efl insights : an elf - the Data Science Institute publication
N2  - ALGORITHMIC DECISION MAKING PLAYS AN IMPORTANT ROLE IN FINANCIAL MARKETS. ONE SOURCE OF INFORMATION FOR SUCH ALGORITHMS IS THE SENTIMENT OF SOCIAL MEDIA MESSAGES AND NEWS ARTICLES CONCERNING A LISTED COMPANY. YET, CURRENT TOOLS DO NOT DISTINGUISH BETWEEN POPULAR AND LESS POPULAR NEWS AND IT IS UNCLEAR WHETHER METHODOLOGIES BASED ON DATA ANALYTICS CAN BE APPLIED ON SMALL DATASETS OF LESS POPULAR COMPANIES. THEREFORE, WE ANALYZE WHETHER THE IMPACT OF MEDIA SENTIMENT ON FINANCIAL MARKETS IS INFLUENCED BY TWO LEVELS OF INVESTOR ATTENTION AND WHETHER THIS IMPACTS ALGORITHMIC DECISION MAKING.
Y1  - 2020
UR  - http://publikationen.ub.uni-frankfurt.de/frontdoor/index/index/docId/57636
UR  - https://nbn-resolving.org/urn:nbn:de:hebis:30:3-576365
SN  - 1866-1238
SN  - 2700-2241
VL  - 2020
IS  - 1
SP  - 6
EP  - 8
PB  - E-Finance Lab e.V.
CY  - Frankfurt am Main
ER  -