Speculation Sentiment

Speculation Spillovers Speculation Spillovers

This paper demonstrates that investor irrationality can be contagious across markets. Supplementing existing studies on resale option theory, we illustrate that warrant speculation could spill over to the underlying stock market. Our findings indicate that high turnover of underlying stocks is associated with previous day’s high unexpected turnover of warrants, or previous day’s larger price de...

A machine-learning approach to negation and speculation detection for sentiment analysis

Recognizing negative and speculative information is highly relevant for sentiment analysis. This paper presents a machine learning approach to automatically detecting this kind of information in the review domain. The resulting system works in two steps: in the first pass, negation/speculation cues are identified and in the second phase, the full scope of these cues is determined. The system is...

Food Speculation

Speculation Spillover

This paper demonstrates that investor irrationality can be contagious across markets. Studies addressing the pros and cons of opening derivatives markets have failed to pay sufficient attention to the roles of speculative activities. This paper investigates how trading activities that are unrelated to fundamentals affect the impact of derivatives on stock markets. By using unique data from the ...

Understanding Method Level Speculation

Method level speculation (MLS) is an optimistic technique for parallelizing imperative programs, for which a variety of MLS systems and optimizations have been proposed. However, runtime performance strongly depends on the interaction between program structure and MLS system design choices, making it difficult to compare approaches or understand in a general way how programs behave under MLS. H...