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3 Essays on the Informational Efficiency of Financial Markets through the use of Big Data Analytics

  • Research
  • Corporate and Market Finance, Management and Big Data

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Pitch – FNEGE Prize for the Best Thesis in 180 seconds / AFFI Prize

The massive increase in the availability of data generated everyday by individuals on the Internet
has made it possible to address the predictability of financial markets from a different perspective.
Without making the claim of offering a definitive answer to a debate that has persisted for forty
years between partisans of the efficient market hypothesis and behavioral finance academics, this
dissertation aims to improve our understanding of the price formation process in financial markets
through the use of Big Data analytics.

To know more about it

http://www.thomas-renault.com/wp/thomas-renault-thesis.pdf

Mots clés
  • Analyse+textuelle, Asset+pricing, Attention+des+investisseurs, Behavioral+finance, Efficience+des+marchés, Efficient+market+hypothesis, Evaluation+des+actifs+financiers, Finance+comportementale, Investor+attention, Investor+sentiment, Machine+learning, Manipulation+de+marché, Market+manipulation, pitch, Réseaux+Sociaux, Sentiment+des+investisseurs, Social+media, Textual+analysis

Auteur.e(s)

RENAULT Thomas
Associate Professor
FNEGE

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