Markus Ebner

Quoniam Asset Management

Westhafenplatz 1

Frankfurt am Main, 60327

Germany

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

1.

Risk and Risk Premia: A Cross Asset Class Analysis

Number of pages: 32 Posted: 07 Jan 2016 Last Revised: 02 May 2016
Markus Ebner
Quoniam Asset Management
Downloads 835 (31,083)

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Risk Premia, Asset Classes, Economy

2.

Structure in the Tweet Haystack: Uncovering the Link between Text-Based Sentiment Signals and Financial Markets

Revised version published as: Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market, Expert Systems with Applications, Volume 136, 2019, Pages 171-186; ISSN 0957-4174, DOI: 10.1016/j.eswa.2019.06.027
Number of pages: 45 Posted: 06 Sep 2015 Last Revised: 02 Jul 2019
Quoniam Asset Management GmbH, Quoniam Asset Management and Hannover University of Applied Sciences and Arts
Downloads 349 (93,697)

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Natural Language Processing, Sentiment Analysis, Unstructured Social Media Data, Big Data

3.

Buzzwords Build Momentum: Global Financial Twitter Sentiment and the Aggregate Stock Market

Preprint. Cite as: Buzzwords build momentum: Global financial Twitter sentiment and the aggregate stock market, Expert Systems with Applications, Volume 136, 2019, Pages 171-186, ISSN 0957-4174, DOI:10.1016/j.eswa.2019.06.027.
Number of pages: 48 Posted: 02 Jul 2019 Last Revised: 05 Jul 2019
Quoniam Asset Management GmbH, Hannover University of Applied Sciences and Arts and Quoniam Asset Management
Downloads 58 (394,083)

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Text Mining in Finance, Social Media Data, Sentiment Extraction, Trend-Following, Alternative Data

4.

Time-Varying Betas of German Stock Returns

Financial Markets and Portfolio Management, Vol. 19, No. 1, pp. 29-46, 2005
Posted: 06 Sep 2005
Markus Ebner and Thorsten Neumann
Quoniam Asset Management and Deka Investment Management GmbH

Abstract:

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