How is Macro News Transmitted to Exchange Rates

238 citations recorded by the source corpus.

Citations in the corpus

Stock Market Liquidity and the Business Cycle (2011, unknown): “Kaul and Kayacetin (2009) and Evans and Lyons (2008) argue that the extra information contained in order flow data can be explained by aggregate order flows bringing together dispersed information from heterogeneously informed investors.”
Text mining of news-headlines for FOREX market prediction: A Multi-layer Dimension Reduction Algorithm with semantics and sentiment (2015, unknown): “Evans and Lyons (2008) term a phenomenon as ''news puzzle'', and argue that directional effects are harder to detect in exchange rates since they are likely to be swamped by other factors.”
A survey of the applications of text mining in financial domain (2016, unknown): “…Financial News LR Precision/Recall Yu et al. (2013) Social Media News NB Positive/Negative, F-Measure Vu et al. (2012) Tweets DT Up/Down, Accuracy Evans and Lyons (2008) Macro News Heteroskedasticity Up/ Down Fung et al. (2002) Corporate News SVM Up/Down Summary of different studies of Stock…”