Abbreviations and acronyms

ADR American Depository Receipt
AI Artificial Intelligence
AMEX American Stock Exchange (now NYSE Amex Equities)
AMH Adaptive Market Hypothesis
APARCH Asymmetric Power GARCH (Generalized AutoRegressive Conditional Heteroskedasticity)
API Application Programming Interface
APT Arbitrage Pricing Theory
ARCH AutoRegressive Conditional Heteroskedasticity
ARMA AutoRegressive Moving Average
ASE American Stock Exchange
ASX Australian Stock eXchange
CAPM Capital Asset Pricing Model
CAR Cumulative Abnormal Return
CPD Cumulative Probability Distribution
CRS Company Relevance Score
CRSP Center for Research in Security Prices
CSV Comma Separated Value
CUVOALD Computer Usable Version of the Oxford Advanced Learner's Dictionary
CVaR Conditional Value at Risk
DJNA Dow Jones News Analytics
EDA Exploratory Data Analysis
EDGAR Electronic Data Gathering, Analysis and Retrieval
EGARCH Exponential Generalized AutoRegressive Conditional Heteroskedasticity
EMH Efficient Market Hypothesis
ENS Event Novelty Score
EPS Earnings Per Share
ES Expected Shortfall
ESS Event Sentiment Score
ETF Exchange Traded Fund
FD Full Disclosure
FXR Foreign eXchange Related
FX Foreign eXchange
GARCH Generalized AutoRegressive Conditional Heteroskedasticity
GI General Inquirer
IA Intelligence Amplification
ICB Industry Classification Benchmark
IFRS International Financial Reporting Standard
IG Information Gain
IPO Initial ...

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