Enterprise Applications and Services in the Finance Industry

6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012. Revised Papers

Editors:

ISBN: 978-3-642-36218-7 (Print) 978-3-642-36219-4 (Online)

Table of contents (7 chapters)

  1. Front Matter

    Pages -

  2. News and Text Analysis

    1. Front Matter

      Pages 1-1

    2. No Access

      Book Chapter

      Pages 3-19

      Investigating the Impact of Media Sentiment and Investor Attention on Financial Markets

    3. No Access

      Book Chapter

      Pages 20-41

      Towards Automated Event Studies Using High Frequency News and Trading Data

    4. No Access

      Book Chapter

      Pages 42-58

      The Role of Misbehavior in Efficient Financial Markets: Implications for Financial Decision Support

  3. Algorithmic and High Frequency Trading

    1. Front Matter

      Pages 59-59

    2. No Access

      Book Chapter

      Pages 61-70

      Humans vs. Algorithms – Who Follows Newcomb-Benford’s Law Better with Their Order Volume?

    3. No Access

      Book Chapter

      Pages 71-87

      The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

  4. Technology Role and Impact

    1. Front Matter

      Pages 89-89

    2. No Access

      Book Chapter

      Pages 91-111

      A Case Study in Using ADAGE for Compute-Intensive Financial Analysis Processes

    3. No Access

      Book Chapter

      Pages 112-130

      XBRL: Impacts, Issues and Future Research Directions

  5. Back Matter

    Pages -