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.
Author: | Benjamin ClaphamORCiDGND, Michael Siering, Peter GomberORCiDGND |
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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: | Universitätsbibliothek 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: | Universitätspublikationen |
Licence (German): | Deutsches Urheberrecht |