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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