Predicting Abnormal Returns From News Using Text Classification Ronny Luss ∗ Alexandre d’Aspremont † August 2, 2009 Abstract We showhowtext fromnews articles can be…

DETERMINANTS OF IMPLIED VOLATILITY SLOPE OF S&P 500 OPTIONS by Mustafa Onan 1 , Aslihan Salih 2 , Burze Yasar 3 Abstract We examine the possible determinants of the observed…

Testing âmarket beatingâ schemes and strategies Testing Market Efficiency Tests of market efficiency look at the whether specific investment strategies earn excess returns,…

CERGE-EI Library Session Library Workshop on Research Skills (for internal use only during the library training session on August, 2014) CERGE-EI Library 12. 8. 2014 Training…

Testing âmarket beatingâ schemes and strategies Testing Market Efficiency Tests of market efficiency look at the whether specific investment strategies earn excess returns,…

1. 1Impact of macroeconomic news on metal futures1John Eldera, Hong Miaoa, Sanjay Ramchandera,*aDepartment of Finance and Real Estate, Colorado State University, USA.This…

CERGE-EI Library Session Library Workshop on Research Skills (for internal use only during the library training session on August, 2014) CERGE-EI Library 12. 8. 2014 Training…