Distillation of news flow into analysis of stock reactions JL Zhang, WK Härdle, CY Chen, E Bommes Journal of Business & Economic Statistics 34 (4), 547-563, 2016 | 76 | 2016 |
Dynamic topic modelling for cryptocurrency community forums M Linton, EGS Teo, E Bommes, CY Chen, WK Härdle Applied quantitative finance, 355-372, 2017 | 66 | 2017 |
Textual Sentiment and Sector specific reaction E Bommes, CYH Chen, WK Härdle Available at SSRN 3658203, 2018 | 5 | 2018 |
Computing Machines T Berg, E Bommes, WK Härdle, A Petukhina Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2017 | | 2017 |
Computing Machines T van den Berg, E Bommes, WK Härdle, A Petukhina Humboldt-Universität zu Berlin, 2017 | | 2017 |
Computing Machines T Vom Berg, E Bommes, W Härdle, A Petukhina Humboldt-Universität, 2016 | | 2016 |
Numerisization of investor sentiment in news and application to stock reactions E Bommes Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015 | | 2015 |