The Handbook of News Analytics in Finance
TheHandbookofNewsAnalyticsin Finance
Gautam Mitra(ed.) ;Leela Mitra(ed.)
John Wiley & Sons; July 2011
386 pages; ISBN-13: 9781119990802
TheHandbookofNewsAnalyticsin Financeis a landmark publication bringing together the latest models and applicationsofNewsAnalyticsfor asset pricing, portfolio construction, trading and risk control.The contentofthe Hand Book is organised to provide a rapid yet comprehensive understandingofthis topic. Chapter 1 sets out an overviewofNewsAnalytics(NA) with an explanationofthe technology and applications. The restofthe chapters are presented in four parts. Part 1 contains an explanationofmethods and models which are used to measure and quantify news sentiment. In Part 2 the relationship between news events and discoveryofabnormal retus (the elusive alpha) is discussed in detail Author: the leading researchers and industry experts. The material in this part also covers