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  • Conference proceedings
  • © 2013

Enterprise Applications and Services in the Finance Industry

6th International Workshop, FinanceCom 2012, Barcelona, Spain, June 10, 2012, Revised Papers

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Conference proceedings info: FinanceCom 2012.

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Table of contents (7 papers)

  1. Front Matter

  2. News and Text Analysis

    1. Front Matter

      Pages 1-1
    2. Towards Automated Event Studies Using High Frequency News and Trading Data

      • Nicolai Bohn, Fethi A. Rabhi, Dennis Kundisch, Lawrence Yao, Tobias Mutter
      Pages 20-41
  3. Algorithmic and High Frequency Trading

    1. Front Matter

      Pages 59-59
    2. The Effect of Single-Stock Circuit Breakers on the Quality of Fragmented Markets

      • Peter Gomber, Martin Haferkorn, Marco Lutat, Kai Zimmermann
      Pages 71-87
  4. Technology Role and Impact

    1. Front Matter

      Pages 89-89
    2. A Case Study in Using ADAGE for Compute-Intensive Financial Analysis Processes

      • Lawrence Yao, Fethi A. Rabhi, Maurice Peat
      Pages 91-111
    3. XBRL: Impacts, Issues and Future Research Directions

      • Niels Müller-Wickop, Martin Schultz, Markus Nüttgens
      Pages 112-130
  5. Back Matter

Other Volumes

  1. Enterprise Applications and Services in the Finance Industry

About this book

This book constitutes the proceedings of the 6th International Workshop on Enterprise Applications and Services in the Finance Industry, FinanceCom 2012, held in Barcelona, Spain, on June 10, 2012.

The workshop spans multiple disciplines, including technical, service, economic, sociological, and behavioral sciences. It reflects on technologically enabled opportunities, implications, and changes due to the introduction of new business models or regulations related to the financial services industry and the financial markets.

The seven papers presented were carefully reviewed and selected from numerous submissions. The topics covered are: news and text analysis; algorithmic and high-frequency trading; and the role and impact of technology.

Editors and Affiliations

  • Computer Science and Engineering, University of New South Wales, Sydney, Australia

    Fethi A. Rabhi

  • Goethe-University Frankfurt, Frankfurt am Main, Germany

    Peter Gomber

Bibliographic Information

Buy it now

Buying options

eBook USD 54.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 72.00
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access