Dirk Neumann

University of Freiburg

Professor

Albert-Ludwigs-Universität Freiburg, Wirtscha.inf.

Kollegiengebäude II, Platz der Alten Synagoge

Freiburg im Breisgau, 79098

Germany

SCHOLARLY PAPERS

20

DOWNLOADS
Rank 33,300

SSRN RANKINGS

Top 33,300

in Total Papers Downloads

1,552

SSRN CITATIONS
Rank 28,265

SSRN RANKINGS

Top 28,265

in Total Papers Citations

11

CROSSREF CITATIONS

18

Scholarly Papers (20)

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 409 (79,726)
Citation 2

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

2.

What Matters Most? How Tone in Initial Public Offering Filings and Pre-IPO News Influences Stock Market Returns

Number of pages: 21 Posted: 24 Sep 2014
Stefan Feuerriegel, Jonas Schmitz and Dirk Neumann
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 315 (107,365)

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initial public offering, filings, information processing, sentiment analysis, text mining

3.

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
University of Freiburg (Germany), University of Freiburg, University of Rostock and University of Freiburg
Downloads 173 (192,777)
Citation 2

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

4.

Information Processing of Foreign Exchange News: Extending the Overshooting Model to Include Qualitative Information from News Sentiment

Number of pages: 18 Posted: 08 May 2015
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
ETH Zürich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 153 (215,151)

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Information processing, economics of IS, decision analysis, country-level analysis, behavioral science, econometric analyses, cognitive bias, text mining

5.

Driven by News Tone? Understanding Information Processing When Covariates are Unknown: The Case of Natural Gas Price Movements

Number of pages: 11 Posted: 29 Jun 2015
University of Freiburg - Information Systems Research, Albert-Ludwigs-Universität Freiburg, University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 137 (233,965)
Citation 1

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Information processing, human information processing, natural language processing, behavioral science, text mining, IS research

6.

The Tone of Financial News and the Perceptions of Stock and CDS Traders

Number of pages: 44 Posted: 09 Apr 2014 Last Revised: 04 Jul 2018
Michael Liebmann, Alexei G. Orlov and Dirk Neumann
University of Freiburg (Germany), Securities and Exchange Commission and University of Freiburg
Downloads 114 (268,724)
Citation 1

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News content analysis, sentiment analysis, financial news, investor perception, the Great Recession, news anticipation, post-announcement drift, semi-strong market efficiency

7.

News Sentiment and Overshooting of Exchange Rates

Feuerriegel, Stefan, Georg Wolff, and Dirk Neumann. "News Sentiment and Overshooting of Exchange Rates." Applied Economics 48.44 (2016): 4238-4250.
Number of pages: 33 Posted: 07 Aug 2018
Stefan Feuerriegel, Georg Wolff and Dirk Neumann
ETH Zürich, University of Freiburg - Information Systems Research and University of Freiburg
Downloads 41 (465,229)
Citation 1

Abstract:

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exchange rate, overshooting model, news sentiment, multivariate analysis

8.

Is More Information Better than Less? Understanding the Impact of Demand Response Mechanisms in Energy Markets

Number of pages: 12 Posted: 06 Aug 2018
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 35 (492,036)
Citation 2

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Green IT/IS, Business Value of IS/Value of IS, Demand-Side, Information Systems, Decision Making/Makers

9.

Putting Big Data Analytics to Work: Feature Selection for Forecasting Electricity Prices Using the Lasso and Random Forests

Journal of Decision Systems, Vol 24, 2015
Number of pages: 27 Posted: 05 Aug 2018
Nicole Ludwig, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 33 (501,676)
Citation 1

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Predictive Analytics\Sep Decision Support; Exogenous Predictors; Feature Selection; Electricity Prices; Weather Data

10.

Understanding Negations in Information Processing: Learning from Replicating Human Behavior

Number of pages: 39 Posted: 19 Apr 2017
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 31 (511,706)
Citation 3

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unstructured data, information processing, decision-making, natural language processing, reinforcement learning, negations

11.

Contract Durations in the Electricity Market: Causal Impact of 15 Min Trading on the EPEX SPOT Market

Energy Economics, 2017
Number of pages: 39 Posted: 05 Aug 2018
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 30 (516,931)
Citation 3

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Electricity Market; 15-Min Trading: Market Design; Contract Duration; Bayesian Structural Time Series; Policy Implications

12.

Language Sentiment in Fundamental and Noise Trading: Evidence from Crude Oil

Number of pages: 38 Posted: 28 Apr 2020
Simon Alfano, Stefan Feuerriegel and Dirk Neumann
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 27 (533,541)

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Kalman filter, State-space model, News sentiment, Noise trader theory, Crude oil

13.

The Effect of Autonomous Vehicles on Consumer Welfare in Ride-Hailing Markets

Number of pages: 38 Posted: 11 Sep 2020
University of Freiburg - Information Systems Research, Rotterdam School of Management and University of Freiburg
Downloads 13 (624,124)

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Autonomous Vehicles, Ride-Hailing, Two-Sided Matching Markets, Welfare Analysis

14.

Measuring the Financial Impact of Demand Response for Electricity Retailers

Number of pages: 40 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
ETH Zürich and University of Freiburg
Downloads 12 (631,278)
Citation 1

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Demand Response; Load Shifting; Economic Potential

15.

Value and Granularity of ICT and Smart Meter Data in Demand Response Systems

Energy Economics, Vol. 54, 2016
Number of pages: 38 Posted: 05 Aug 2018
ETH Zürich, University of Freiburg and University of Freiburg
Downloads 11 (638,371)

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Demand Response\Sep Load Shifting; Smart Meters; Electricity Markets; Information Granularity; Business Models

16.

Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications

Feuerriegel, Stefan, and Dirk Neumann. "Integration Scenarios of Demand Response into Electricity Markets: Load Shifting, Financial Savings and Policy Implications." Energy Policy 96 (2016): 231-240.
Number of pages: 45 Posted: 07 Aug 2018
Stefan Feuerriegel and Dirk Neumann
ETH Zürich and University of Freiburg
Downloads 10 (645,365)

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Demand Response, Load shifting, Economic potential, Policy implications, Optimization

17.

Cost Minimization of Large-Scale Infrastructure for Electricity Generation and Transmission

Number of pages: 37 Posted: 10 Jun 2019
University of Freiburg - Information Systems Research, ETH Zürich and University of Freiburg
Downloads 3 (697,662)

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Energy; Electricity generation and transmission planning; Neighborhood heuristics; Metaheuristics; Variable neighborhood search; Real-world application

18.

Crossing the Next Frontier: The Role of ICT in Driving the Financialization of Credit

Journal of Information Technology, Vol. 32, Issue 3, 2017
Number of pages: 16 Posted: 23 May 2018
Harvard University, ETH Zürich and University of Freiburg
Downloads 3 (697,662)
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financialization, information technology, marketplace lending, peer-to-peer lending, credit, intermediation

19.

Negation Scope Detection for Sentiment Analysis: A Reinforcement Learning Framework for Replicating Human Interpretations

Number of pages: 38
University of Freiburg - Information Systems Research, ETH Zürich, University of Freiburg and University of Freiburg
Downloads 2

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unstructured data, information processing, decision-making, natural language processing, reinforcement learning, negations

20.

Fiscal Union in Europe? Redistributive and Stabilizing Effects of a European Tax‐Benefit System and Fiscal Equalization Mechanism

Economic Policy, Vol. 28, Issue 75, pp. 375-422, 2013
Number of pages: 48 Posted: 16 Jul 2013
IZA Institute of Labor Economics, CESifo (Center for Economic Studies and Ifo Institute) - Ifo Institute, ifo Institute – Leibniz Institute for Economic Research at the University of Munich, University of Freiburg, ZEW – Leibniz Centre for European Economic Research, IZA Institute of Labor Economics and IZA Institute of Labor Economics
Downloads 0 (737,858)
Citation 3
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