Michael Hagenau

University of Freiburg

Platz der alten Synagoge

Freiburg, D-79085

Germany

  • University of Freiburg

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Buy on Bad News, Sell on Good News: How Insider Trading Analysis Can Benefit from Textual Analysis of Corporate Disclosures

FinanceCom 2012, Barcelona, Spain
Number of pages: 27 Posted: 30 Aug 2012 Last Revised: 19 Sep 2012
Michael Hagenau, Adriana Korczak and Dirk Neumann
University of Freiburg, University of Bristol - School of Economics, Finance and Management and University of Freiburg
Downloads 419 (80,253)
Citation 2

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text mining, sentiment, textual analysis, insider trading, tone of news, corporate news

2.

Effects Behind Words: Quantifying Qualitative Information in Corporate Announcements

Financial Management Association (FMA), European Conference 2011, Porto, Portugal
Number of pages: 19 Posted: 29 Aug 2012
Michael Liebmann, Michael Hagenau, Matthias Häußler and Dirk Neumann
University of Freiburg (Germany), University of Freiburg, University of Rostock and University of Freiburg
Downloads 174 (198,056)
Citation 2

Abstract:

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sentiment analysis, announcement study, asset pricing, analyst forecast revisions