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Displaying results 1 to 25 of 33.

  1. Robert Musil - Ironie, Satire, falsche Gefühle
    Contributor: Mulligan, Kevin (HerausgeberIn); Westerhoff, Armin (HerausgeberIn)
    Published: 2009
    Publisher:  mentis Verlag, Paderborn

    Seit Mitte der 1920er Jahre treten in Robert Musils Werk zunehmend ironische und kritische Töne auf. Sein Hauptwerk, der Roman 'Der Mann ohne Eigenschaften' (1930-1932), präsentiert ein Panoptikum falscher Weltanschauungen, während der immer noch zu... more

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    Seit Mitte der 1920er Jahre treten in Robert Musils Werk zunehmend ironische und kritische Töne auf. Sein Hauptwerk, der Roman 'Der Mann ohne Eigenschaften' (1930-1932), präsentiert ein Panoptikum falscher Weltanschauungen, während der immer noch zu selten beachtete 'Nachlaß zu Lebzeiten' (1935/36) bissige Zeitdiagnose in satirischen Kurztexten versammelt. Die Autoren dieses Bandes folgen Musils kritischen und polemischen Denkanstößen und demonstrieren deren philosophische Relevanz. Dabei werden auch die kritische Rezeption Nietzsches und der Weltanschauungsphilosophie Mit Beiträgen von Bernhard Böschenstein, Jacques Bouveresse, Stéphane Gödicke, Villö Huszai, Stefan Imhoof, Patrizia Lombardo, Catrin Misselhorn, Dominik Müller, Kevin Mulligan, Philip Payne, Gerhard Schurz, Peter Utz, Florence Vatan, Armin Westerhoff

     
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    Contributor: Mulligan, Kevin (HerausgeberIn); Westerhoff, Armin (HerausgeberIn)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783969750940; 9783897856639
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    Subjects: irony; sentiment
    Scope: 1 Online-Ressource (1 online resource)
    Notes:

    Includes bibliographical references and index
  2. Affective Geographies
    Cervantes, Emotion, and the Literary Mediterranean
    Author: Johnson, Paul Michael
    Published: [2020]; ©2020
    Publisher:  University of Toronto Press, Toronto ; Walter de Gruyter GmbH, Berlin

    For Miguel de Cervantes, to narrate a Mediterranean experience is to necessarily speak of an emotional experience. Affective Geographies takes as its point of departure the premise that literature is as influential in constructing the Mediterranean... more

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    For Miguel de Cervantes, to narrate a Mediterranean experience is to necessarily speak of an emotional experience. Affective Geographies takes as its point of departure the premise that literature is as influential in constructing the Mediterranean as are its geographic, climatic, or economic features. As the writer with the most vast and varied Mediterranean experience of his era, Cervantes is exceptionally well-suited for the critical task of recovering the literary Mediterranean. Engaging with the interdisciplinary fields of Mediterranean studies, affect theory, and the history of emotion, Paul Michael Johnson reads Cervantes’s texts alongside the affective structures that inscribe the Mediterranean as a space of conflict, commerce, expansion, and empire. In particular, he argues that Cervantes’s writing, with its uncommon focus on the Moorish, Islamic, and North African experience, can serve to realign misconceptions about the Mediterranean we have inherited today. Affective Geographies proposes that, with a more than four-hundred-year history of impacting the hearts and minds of readers, Cervantes’s works constitute a literary longue durée, ramifying beyond fiction to alter the popular imaginary and long-term cultural landscape.

     
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    Source: Union catalogues
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781487536398
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    Series: Toronto Iberic
    Subjects: Gefühl <Motiv>; Mittelmeerraum <Motiv>; Emotions in literature; LITERARY CRITICISM / European / Spanish & Portuguese
    Other subjects: Cervantes Saavedra, Miguel de (1547-1616); Blue Humanities; Don Quixote; Fernand Braudel; Golden Age literature; Mediterranean; Miguel de Cervantes; Moorish; Moriscos; Oceanic Studies; Spain; affect; early modern Spanish literature; emotion; sentiment
    Scope: 1 Online-Ressource (328 p.)
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    Description based on online resource; title from PDF title page (publisher's Web site, viewed 24. Mrz 2021)
  3. News and narratives in financial systems
    exploiting big data for systemic risk assessment
    Author: Nyman, Rickard; Kapadia, Sujit; Tuckett, David; Gregory, David; Ormerod, Paul; Smith, Robert
    Published: January 2018
    Publisher:  Bank of England, London

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    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 704
    Subjects: Systemic risk; text mining; big data; sentiment; uncertainty; narratives; forecasting; early warning indicators
    Scope: 1 Online-Ressource (circa 58 Seiten), Illustrationen
  4. Sentimental recovery
    Author: Pazarbasi, Altan; Schneider, Paul; Vilkov, Grigory
    Published: 2019
    Publisher:  Swiss Finance Institute, Geneva

    We investigate the market-compatible degree of agent heterogeneity by identifying and analyzing the full range of conditional beliefs consistent with observed asset prices and good-deal bounds. Our methodology neither makes assumptions on underlying... more

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    We investigate the market-compatible degree of agent heterogeneity by identifying and analyzing the full range of conditional beliefs consistent with observed asset prices and good-deal bounds. Our methodology neither makes assumptions on underlying processes nor does it use survey data. It can be used in any arbitrage-free market. We apply it to S&P500 and VIX derivatives, both jointly and separately. Recovered dispersion of beliefs crucially depends on the degree of market incompleteness and maximally allowed Sharpe ratios; it is related to trading activity and measures of risk in financial markets, as well as professional macroeconomic survey dispersion

     
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    Edition: This version: November 29, 2019
    Series: Research paper series / Swiss Finance Institute ; no 19, 57
    Swiss Finance Institute Research Paper ; No. 19-57
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  5. The Real Effects of Sentiment and Uncertainty
    Author: Birru, Justin; Young, Trevor
    Published: [2023]
    Publisher:  SSRN, [S.l.]

    The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A... more

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    The effects of sentiment should be strongest during times of heightened valuation uncertainty. As such, we document a significant amplifying role for market uncertainty in the relation between sentiment and aggregate investment. A one-standard-deviation increase in uncertainty more than doubles the effect of sentiment on investment. Moreover, allowing uncertainty-dependent sentiment effects substantially increases explanatory power (i.e., R2). Our results are robust to many sentiment, uncertainty, and investment measures. We also document similar effects for aggregate equity issuance. Consistent with theory, we find even stronger results in the cross-section of valuation uncertainty. The evidence suggests that the importance of sentiment for corporate decisions varies over time and depends crucially on the underlying level of market uncertainty

     
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    Series: Fisher College of Business Working Paper ; No. 2023-03-011
    Subjects: sentiment; uncertainty; corporate investment; equity issuance; mispricing; behavioral finance
    Other subjects: Array
    Scope: 1 Online-Ressource (51 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 13, 2023 erstellt
  6. Effects of information overload on financial markets
    how much is too much?
    Author: Bernales, Alejandro; Valenzuela, Marcela; Zer, Ilknur
    Published: [2023]
    Publisher:  Board of Governors of the Federal Reserve System, [Washington, DC]

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    Series: International finance discussion papers ; number 1372 (March 2023)
    Subjects: Limited attention; dispersion; sentiment; predicting returns; behavioral biases
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  7. Confiance et activité économique
    aanalyse d’impact sur l’économie canadienne
    Author: Moran, Kevin; Stevanović, Dalibor; Touré, Adam Kader
    Published: [2023]
    Publisher:  CIRANO, [Montréal]

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    Series: Rapport de projet / CIRANO ; 2023RP, 10
    Subjects: Confidence; sentiment; macroeconomic fluctuations; VAR
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  8. Measuring business-level expectations and uncertainty
    survey evidence and the COVID-19 pandemic
    Author: Chen, Cheng; Senga, Tatsuro; Zhang, Hongyong
    Published: [2020]
    Publisher:  RIETI, [Tokyo, Japan]

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    Edition: Revised: June 2021
    Series: RIETI discussion paper series ; 20-E, 081
    Subjects: aggregate uncertainty and firm-level uncertainty; subjective uncertainty and firm expectations; firm heterogeneity; sentiment; COVID-19
    Scope: 1 Online-Ressource (circa 25 Seiten), Illustrationen
  9. "Ad evigilationem brutarum mentium" : Emotionen als wirkungsmächtige erzählte Kategorien im 'Renner' Hugos von Trimberg
    Author: Kundert, Ursula
    Published: 2005
    Publisher:  Universitätsbibliothek Kiel, Kiel

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    Language: German
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    Parent title: In: Unmitte(i)lbarkeit, S.319-
    Subjects: Gefühl
    Other subjects: Hugo von Trimberg (1230-1313); Enzyklopädie; Exemplum; Gefühl; Emotion; Zorn; Neid; Erzähltheorie; encyclopaedia; example; emotion; feeling; anger; envy; narratology; encyclopédie; exemple; sentiment; emotion; colère; ire; envie; narratologie
    Scope: Online-Ressource
  10. Using social media to identify market inefficiencies
    evidence from twitter and betfair
    Author: Brown, Alasdair; Rambaccussing, Dooruj; Reade, J. James; Rossi, Giambattista
    Published: 2016
    Publisher:  Department of Economics, University of Reading, Reading, United Kingdom

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    Series: Discussion paper / University of Reading, Department of Economics ; no. 118
    Subjects: social media; prediction markets; fundamentals; sentiment; mispricing
    Scope: 1 Online-Ressource (circa 35 Seiten), Illustrationen
  11. Clouded judgment: the role of sentiment in credit origination
    Author: Cortés, Kristle Romero; Duchin, Ran; Sosyura, Denis
    Published: January 2016
    Publisher:  Federal Reserve Bank of Cleveland, [Cleveland, OH]

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    Series: Working paper / Federal Reserve Bank of Cleveland ; 16, 01
    Subjects: behavioral finance; managerial biases; mood; sentiment; weather
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  12. Foreign booms, domestic busts
    the global dimension of banking crises
    Author: Cesa-Bianchi, Ambrogio; Martin, Fernando Eguren; Thwaites, Gregory
    Published: February 2017
    Publisher:  Bank of England, London

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    Series: Staff working paper / Bank of England ; no. 644
    Subjects: Financial crises; global credit cycle; banking; financial stability; sentiment
    Scope: 1 Online-Ressource (circa 49 Seiten), Illustrationen
  13. The effect of sentiment on institutional investors
    a gender analysis
    Author: Gehde-Trapp, Monika; Klingler, Linda
    Published: 2022
    Publisher:  Centre for Financial Research, Cologne

    In this paper, we explore whether male and female fund managers react differently to sentiment. Our main idea is that sentiment indicates mispricings of stocks relative to their fundamental values, and that rational fund managers should profit from... more

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    In this paper, we explore whether male and female fund managers react differently to sentiment. Our main idea is that sentiment indicates mispricings of stocks relative to their fundamental values, and that rational fund managers should profit from these mispricings. As trading against the mispricing is risky, we hypothesize that female fund managers take on less aggressive positions. Indeed, our empirical results show that male fund managers hold portfolios with significantly higher total fund risk and unsystematic risk when sentiment is bad. For female fund managers, we find significantly lower levels in unsystematic risk when sentiment is bad. This difference in risk-taking behavior does not affect fund returns or risk-adjusted performance.

     
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    hdl: 10419/262376
    Series: CFR working paper ; no. 22, 08
    Subjects: mutual funds; gender; sentiment; investment behavior
    Scope: 1 Online-Ressource (circa 47 Seiten), Illustrationen
  14. Relative investor sentiment measurement
    Author: Gao, Xiang; Koedijk, Kees; Walther, Thomas; Wang, Zhan
    Published: 09 June 2022
    Publisher:  Centre for Economic Policy Research, London

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    Series: Array ; DP17370
    Subjects: sentiment; emotional bias; cognitive error; preservers; accumulators; Momentum; return predictability
    Scope: 1 Online-Ressource (circa 27 Seiten), Illustrationen
  15. Market instability, investor sentiment, and probability judgment error in index option prices
    Author: Charles-Cadogan, G.
    Published: May 2021
    Publisher:  Centre for Research in Economic Theory and its Applications, Coventry, United Kingdom

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    Series: Discussion paper series / Centre for Research in Economic Theory and its Applications ; no: 71
    Subjects: sentiment; crash risk; probability weighting function; index option prices; market instability
    Scope: 1 Online-Ressource (circa 59 Seiten), Illustrationen
  16. Long-short speculator sentiment in agricultural commodity markets
    Author: Borgards, Oliver; Czudaj, Robert
    Published: [2022]
    Publisher:  Chemnitz University of Technology, Faculty of Economics and Business Administration, Chemnitz, Germany

    This paper tests the hypothesis that long-short speculators are able to generate short-term investment returns based on their sentiment for twelve agricultural commodity futures. For this purpose, we dynamically model the equidirectional trading of... more

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    This paper tests the hypothesis that long-short speculators are able to generate short-term investment returns based on their sentiment for twelve agricultural commodity futures. For this purpose, we dynamically model the equidirectional trading of long and short commodity futures of long-short speculators as a proxy for their market sentiment. We find evidence that the sentiment period returns are considerably positive and differ significantly from neutral sentiment periods for all commodities which underlines the sentiment's relevance. In line with the empirical literature, we can reject the argument of price manipulation as the price continues to develop into the direction of the sentiment period although long-short speculators trade non-directionally in the following. We rather indicate the existence of a short-term time-series momentum effect, which can be robustly identified without the requirement to define an external model parameter. From the superior sentiment-based momentum returns, we conclude that long-short speculators have valuable, exclusive information, which cannot be replicated by observing their trading activity with a time lag of eight trading days. We also find that a sentiment-based momentum strategy generates significantly higher returns than the long-short speculators have realized in the fifteen-year sample period which we attribute to the complexity of the long-short speculators' investment strategies

     
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    hdl: 10419/249300
    Series: Chemnitz economic papers ; no. 055 (January 2022)
    Subjects: commodities; time-series momentum; sentiment; long-short speculators; commitment of traders; price manipulation
    Scope: 1 Online-Ressource (circa 29 Seiten), Illustrationen
  17. Start spreading the news
    news sentiment and economic activity in Australia
    Author: Nguyen, Kim; La Cava, Gianni
    Published: December 2020
    Publisher:  Reserve Bank of Australia, [Sydney]

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    Series: Research discussion paper / Reserve Bank of Australia ; RDP 2020, 08
    Subjects: news media; sentiment; economic activity; text analysis; machine learning
    Scope: 1 Online-Ressource (circa 33 Seiten), Illustrationen
  18. Smells like animal spirits
    the effect of corporate sentiment on investment
    Author: La Cava, Gianni
    Published: November 2021
    Publisher:  Reserve Bank of Australia, [Sydney]

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    Series: Research discussion paper / Reserve Bank of Australia ; RDP 2021, 11
    Subjects: investment; sentiment; text analysis; animal spirits; business cycle
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  19. Textual analysis of a Twitter corpus during the Covid-19 pandemics
    Author: Astuti, Valerio; Crispino, Marta; Langiulli, Marco; Marcucci, Juri
    Published: [2022]
    Publisher:  Banca d'Italia, [Rom]

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    Series: Questioni di economia e finanza / Banca d'Italia ; number 692 (April 2022)
    Subjects: text as data; Twitter; big data; sentiment; Covid-19; topic analysis; word embedding
    Scope: 1 Online-Ressource (circa 48 Seiten), Illustrationen
  20. Relative investor sentiment measurement
    Author: Gao, Xiang; Walther, Thomas; Wang, Zhan
    Published: [2022]
    Publisher:  U.S.E. Research Institute, Utrecht, The Netherlands

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    Series: U.S.E. working paper series ; nr: 22, 05
    Subjects: sentiment; emotional bias; cognitive error; bounded rationality; preservers; accumulators; momentum; return predictability
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  21. Bank manager sentiment, loan growth and bank risk
    Author: Brückbauer, Frank; Cezanne, Thibault
    Published: [2022]
    Publisher:  ZEW - Leibniz Centre for European Economic Research, Mannheim, Germany

    We build a textual score measuring the tone of bank earnings press release documents. We use this measure to define bank manager sentiment as the variation in the textual tone score which is orthogonal to bank-specific and macroeconomic fundamentals.... more

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    We build a textual score measuring the tone of bank earnings press release documents. We use this measure to define bank manager sentiment as the variation in the textual tone score which is orthogonal to bank-specific and macroeconomic fundamentals. Using this definition of sentiment, we present evidence on how bank managers’ systematic overoptimism affects the amount of credit that they supply to the real sector. Our empirical evidence suggests that decisions on the volume of new loans partially depend on past realizations of economic fundamentals, implying that loan growth and contemporaneous economic fundamentals might be systematically disconnected. Furthermore, we show that over-optimism on the part of bank managers spills over to their equity investors, who seem to perceive banks with high bank manager sentiment as having a lower systemic risk.

     
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    hdl: 10419/268245
    Series: Discussion paper / ZEW ; no. 22, 066 (12/2022)
    Subjects: sentiment; text data; extrapolation; loan growth; systemic risk
    Scope: 1 Online-Ressource (31 Seiten), Illustrationen
  22. Is business formation driven by sentiment or fundamentals?
    Author: Kaivanto, Kim; Zhang, Peng
    Published: [2021]
    Publisher:  Lancaster University Management School, Lancester

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    Series: Economics working paper series ; 2021/009
    Subjects: sentiment; entrepreneurship; business formation; push- and pull-motives; behavioral finance
    Scope: 1 Online-Ressource (circa 46 Seiten)
  23. The power of text-based indicators in forecasting the Italian economic activity
    Author: Aprigliano, Valentina; Emiliozzi, Simone; Guaitoli, Gabriele; Luciani, Andrea; Marcucci, Juri; Monteforte, Libero
    Published: [2021]
    Publisher:  Banca d'Italia Eurosistema, [Rom]

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    Series: Temi di discussione / Banca d'Italia ; number 1321 (March 2021)
    Subjects: forecasting; text mining; sentiment; economic policy uncertainty; big data; BMA
    Scope: 1 Online-Ressource (circa 57 Seiten)
  24. News and network structures in equity market volatility
    Author: Clements, Adam; Liao, Yin
    Published: [2016]
    Publisher:  National Centre for Econometric Research, [Brisbane]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: NCER working paper series ; #110 (May 2016)
    Subjects: Networks; news; volatility; sentiment
    Scope: 1 Online-Ressource (circa 26 Seiten), Illustrationen
  25. Disentangling anomalies
    risk versus mispricing
    Author: Birru, Justin; Mohrschladt, Hannes; Young, Trevor
    Published: [2020]
    Publisher:  The Ohio State University, Fisher College of Business, Charles A. Dice Center for Research in Financial Economics, [Columbus, Ohio]

    Systematic mispricing primarily affects speculative stocks and predominantly results in overpricing, predicting lower average returns. Because speculative stocks overlap with stocks deemed risky by rational models, failing to control for exposure to... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Systematic mispricing primarily affects speculative stocks and predominantly results in overpricing, predicting lower average returns. Because speculative stocks overlap with stocks deemed risky by rational models, failing to control for exposure to systematic mispricing can bias tests of risk-return tradeoffs. Controlling for systematic mispricing, we recover robust positive risk-return relations for many cross-sectional risk proxies, including low-risk and distress anomalies. We also recover robust positive illiquidity- return relations. We provide a unifying framework explaining numerous puzzles arising from empirical failures of standard pricing models, and show empirical risk-return relations supporting rational models can be recovered by accounting for time-varying common mispricing

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Working papers series / Charles A. Dice Center for Research in Financial Economics ; WP 2020, 029
    Fisher College of Business working paper series ; WP 2020-03, 029
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 62 Seiten), Illustrationen