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Groß-Klußmann, Axel [Author] ; Hautsch, Nikolaus [Degree supervisor]; Conrad, Christian [Degree supervisor]

An econometric analysis of intra-daily stock market liquidity, volatility and news impacts

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Berlin: Humboldt Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
Groß-Klußmann, Axel [Author] ; König, Stephan [Other]; Ebner, Markus [Other]

Buzzwords Build Momentum : Global Financial Twitter Sentiment and the Aggregate Stock Market

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https://ssrn.com/abstract=3412908

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[S.l.]: SSRN, [2019]

Published in: Preprint. Cite as: Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market, Expert Systems with Applications ; Volume 136, 2019, Pages 171-186, ISSN 0957-4174, DOI:10.1016/j.eswa.2019.06.027
Groß-Klußmann, Axel [Author] ; Ebner, Markus [Other]; König, Stephan [Other]

Structure in the Tweet Haystack : Uncovering the Link between Text-Based Sentiment Signals and Financial Markets

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[S.l.]: SSRN, [2019]
Groß-Klußmann, Axel [Author]; Hautsch, Nikolaus [Author]

Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models

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[S.l.]: SSRN, 2011
Groß-Klußmann, Axel [Author]; Hautsch, Nikolaus [Author]

Predicting bid-ask spreads using long memory autoregressive conditional poisson models

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http://hdl.handle.net/10419/56734

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2011
Groß-Klußmann, Axel [Author]; Hautsch, Nikolaus [Author]

Quantifying high-frequency market reactions to real-time news sentiment announcements

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http://hdl.handle.net/10419/43206

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Frankfurt a. M.: Goethe University Frankfurt, Center for Financial Studies (CFS), 2009
Groß-Klußmann, Axel [Author]; Hautsch, Nikolaus [Author]

Quantifying high-frequency market reactions to real-time news sentiment announcements

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http://hdl.handle.net/10419/39334

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2009
Groß-Klußmann, Axel

Learning Deep News Sentiment Representations for Macro Finance

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Elsevier BV, 2023

Published in: SSRN Electronic Journal
Groß-Klußmann, Axel

Learning deep news sentiment representations for macro-finance

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Springer Science and Business Media LLC, 2024

Published in: Digital Finance
Groß-Klußmann, Axel; Hautsch, Nikolaus

Predicting Bid-Ask Spreads Using Long Memory Autoregressive Conditional Poisson Models

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Elsevier BV, 2011

Published in: SSRN Electronic Journal
Groß-Klußmann, Axel; Hautsch, Nikolaus

When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions

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Elsevier BV, 2011

Published in: Journal of Empirical Finance
Groß-Klußmann, Axel; König, Stephan; Ebner, Markus

Buzzwords Build Momentum: Global Financial Twitter Sentiment and the Aggregate Stock Market

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Elsevier BV, 2019

Published in: SSRN Electronic Journal
Groß‐KlußMann, Axel; Hautsch, Nikolaus

Predicting Bid–Ask Spreads Using Long‐Memory Autoregressive Conditional Poisson Models

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Wiley, 2013

Published in: Journal of Forecasting

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