MoneyScience News |
- Greek finance minister Yanis Varoufakis resigns despite referendum no vote
- Blog Post: Luigi.Ballabio: PSA: Google Hangout
- Published / Preprint: Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry. (arXiv:1507.00784v1 [cs.CY])
- Published / Preprint: Variance Dynamics - An empirical journey. (arXiv:1507.00846v1 [q-fin.ST])
- Published / Preprint: Inequality and Risk Aversion. (arXiv:1507.00894v1 [q-fin.EC])
| Greek finance minister Yanis Varoufakis resigns despite referendum no vote Posted: 05 Jul 2015 11:15 PM PDT Greek finance minister Yanis Varoufakis resigns despite referendum no vote http://t.co/zZAj2oAoC2 — moneyscience (@moneyscience) July 6, 2015 Visit MoneyScience for the Complete Article.      |
| Blog Post: Luigi.Ballabio: PSA: Google Hangout Posted: 05 Jul 2015 10:35 PM PDT    |
| Posted: 05 Jul 2015 05:36 PM PDT This paper presents a financial analysis over Twitter sentiment analytics extracted from listed retail brands. We investigate whether there is statistically-significant information between the Twitter sentiment and volume, and stock returns and volatility. Traditional newswires are also considered as a proxy for the market sentiment for comparative purpose. The results suggest that social media... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Variance Dynamics - An empirical journey. (arXiv:1507.00846v1 [q-fin.ST]) Posted: 05 Jul 2015 05:36 PM PDT We investigate the joint dynamics of spot and implied volatility from an empirical perspective. We focus on the equity market with the SPX Index our underlying of choice. Using only observable quantities, we extract the instantaneous variance curves implied by the market and study their daily variations jointly with spot returns. We analyze the characteristics of their individual and joint... Visit MoneyScience for the Complete Article.    |
| Published / Preprint: Inequality and Risk Aversion. (arXiv:1507.00894v1 [q-fin.EC]) Posted: 05 Jul 2015 05:36 PM PDT This paper attempts to find a relationship between agents' risk aversion and inequality of incomes. Specifically, a model is proposed for the evolution in time of income distribution, and the steady states are characterized almost completely. They turn out to be weak Pareto laws with exponent linked to the relative risk aversion index which, in turn, is supposed to be the same constant for every... Visit MoneyScience for the Complete Article.    |
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