Public news announcements and quoting activity in the Euro/Dollar foreign exchange market.

Walid Ben Omrane Andréas Heinen

Published in: Comput. Stat. Data Anal. (2010)

Keyphrases

exchange rate
foreign exchange
stock price
news articles
stock market
non stationary
long run
online news
financial markets
social media
news stories
historical data
keywords
financial data
databases
named entities
information technology
public space
activity patterns
artificial intelligence