Investor attention and algorithmic decision making in financial markets

  • 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.

Download full text files

Export metadata

Additional Services

Share in Twitter Search Google Scholar
Metadaten
Author:Benjamin ClaphamORCiDGND, Michael Siering, Peter GomberORCiDGND
URN:urn:nbn:de:hebis:30:3-576365
ISSN:1866-1238
ISSN:2700-2241
Parent Title (German):Efl insights : an elf - the Data Science Institute publication
Publisher:E-Finance Lab e.V.
Place of publication:Frankfurt am Main
Document Type:Article
Language:English
Year of Completion:2020
Year of first Publication:2020
Publishing Institution:Universit├Ątsbibliothek Johann Christian Senckenberg
Creating Corporation:E-Finance Lab <Frankfurt, Main>
Release Date:2021/01/22
Volume:2020
Issue:1
Page Number:3
First Page:6
Last Page:8
HeBIS-PPN:477065422
Institutes:Angeschlossene und kooperierende Institutionen / E-Finance Lab e.V.
Dewey Decimal Classification:3 Sozialwissenschaften / 33 Wirtschaft / 330 Wirtschaft
Sammlungen:Universit├Ątspublikationen
Licence (German):License LogoDeutsches Urheberrecht