By Michael Siering (auth.), Fethi A. Rabhi, Peter Gomber (eds.)

This ebook constitutes the court cases of the sixth foreign Workshop on company purposes and prone within the Finance undefined, FinanceCom 2012, held in Barcelona, Spain, on June 10, 2012.

The workshop spans a number of disciplines, together with technical, provider, financial, sociological, and behavioral sciences. It displays on technologically enabled possibilities, implications, and adjustments as a result creation of latest enterprise types or rules regarding the monetary prone and the monetary markets.

The seven papers provided have been rigorously reviewed and chosen from quite a few submissions. the themes coated are: information and textual content research; algorithmic and high-frequency buying and selling; and the function and effect of technology.

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Read or Download Enterprise Applications and Services in the Finance Industry: 6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012. Revised Papers PDF

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Additional info for Enterprise Applications and Services in the Finance Industry: 6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012. Revised Papers

Sample text

In our approach, trading data for all kinds of financial instruments listed on various exchanges can easily be used. Moreover, no knowledge of programming skills is necessary even to conduct complex event studies. Additionally, the approach suggested here is fully integrated and does not require any further software packages etc. Therefore, we believe our approach is very easy, supportive, and flexible compared to other products. 4 Application of the Proposed Event Study Business Process In this section, a detailed case study of how to apply the proposed business process in an event study using high frequency news and trading data is provided.

Journal of Financial Economics 74(3), 487–528 (2004) 39. : ADAGE: A Framework for Supporting User-Driven Ad-Hoc Data Analysis Processes. Computing 94(6), 489–519 (2012) 40. : Intraday periodicity and volatility persistence in financial markets. Journal of Empirical Finance 4(2), 115–158 (1997) 41. : Intraday seasonalities and macroeconomic news announcements. European Financial Management 17(2), 367–390 (2011) 42. : Robust estimation of intraweek periodicity in volatility and jump detection. Journal of Empirical Finance 18(2), 353–367 (2011) 43.

1. University Press, Princeton (1997) 15. : Efficient capital markets: A review of theory and empirical work. The Journal of Finance 25(2), 383–417 (1970) 16. : The adjustment of stock prices to new information. International Economic Review 10(1), 1–28 (1969) 17. : Measuring security price performance. Journal of Financial Economics 8(3), 205–258 (1980) 18. : Comparison of Event Study Methodologies Using Daily Stock Returns: A Simulation Approach. Journal of Accounting Research 22(1), 1–30 (1984) 19.

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