Paul Gaskell

University of Southampton

PhD Candidate

University Rd.

Southampton SO17 1BJ, Hampshire SO17 1LP

United Kingdom

  • University of Southampton

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags

Number of pages: 15 Posted: 23 Sep 2014 Last Revised: 24 Sep 2014
Paul Gaskell, Frank McGroarty and Thanassis Tiropanis
University of Southampton, University of Southampton - Southampton Business School and University of Southampton
Downloads 64 (627,771)

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forecasting, lead lag, Bayes theorm, state space models, finance

2.

Where and About What? Price Relevant Narratives Depend on Topic and Media Type

Economics Letters, Vol. 213, No. 110363, 2022
Number of pages: 11 Posted: 11 Jul 2022
Sha Liu, Paul Gaskell and Frank McGroarty
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of Southampton and University of Southampton - Southampton Business School
Downloads 27 (875,535)

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negative tone, traditional media, social media, textual analysis, investor sentiment