Nicholas Mangee (Georgia Southern University)

How Novelty and Narratives Drive the Stock Market

Black Swans, Animal Spirits and Scapegoats

• Gebundenes Buch

Produktbeschreibung

This book is for researchers and finance practitioners with an interest in understanding stock market instability arising from the novelty of non-repetitive events and associated narrative dynamics through big data textual analysis of financial news reports.

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Produktdetails

• Studies in New Economic Thinking
• Verlag: Cambridge University Press
• Seitenzahl: 300
• Erscheinungstermin: 16. Dezember 2021
• Englisch
• Abmessung: 231mm x 203mm x 28mm
• Gewicht: 772g
• ISBN-13: 9781108838450
• ISBN-10: 1108838456
• Artikelnr.: 62023177

Autorenporträt

Nicholas Mangee is Associate Professor of Finance at Georgia Southern University and Research Associate for the Institute of New Economic Thinking program on Knightian Uncertainty Economics.

Inhaltsangabe

Part I. Novelty, Narratives and Instability: 1. Narrative finance and stock market novelty
2. Unpredictably unstable
Part II. News Analytics as a Window into Stock Market Instability: 3. Narratology and other disciplines
4. News anaytics: novelty, narratives and non-routine change
5. The corporate Knightian uncertainty index
6. KU Sentiment, novelty and relevance
7. Diversity of corporate uncertainty events
8. Macro versus micro novelty
Part III. Empirical Evidence for the Novelty-Narrative Hypothesis: 9. Corporate novelty and stock market outcomes
10. Narrative intensity and stock market instability
11. A manual novelty-narrative scapegoat analysis
12. Applying novelty and narratives to other research
13. The future of novelty, narratives and uncertainty in finance
14. Concluding thoughts and future research
Appendices
Bibliography
Index.