Information processing and the UK weekend effect:Do investors cut their losses on Mondays?

This paper complements earlier work by the author that shows that the pattern of information arrivals into the UK stock market may explain the behaviour of returns. It is argued that delays or other systematic behaviour in the processing of this information could compound the impact of information arrival patterns. It is found, however, that this does not happen, and so it is the arrival and not the processing of news that is most important. © 2004 Taylor & Francis Ltd.

A note on information seasonality and the disappearance of the weekend effect in the UK stock market

The weekend effect in UK stock prices has disappeared in the 1990s. Beneath the surface however there remain systematic day-of-the-week effects only visible when returns are partitioned by the direction of the market. A systematic pattern of market-wide news arrivals into the UK stock market is discovered and found to provide an explanation for these day-of-the-week effects.

Multi-topic information filtering with a single user profile

In Information Filtering (IF) a user may be interested in several topics in parallel. But IF systems have been built on representational models derived from Information Retrieval and Text Categorization, which assume independence between terms. The linearity of these models results in user profiles that can only represent one topic of interest. We present a methodology that takes into account term dependencies to construct a single profile representation for multiple topics, in the form of a hierarchical term network. We also introduce a series of non-linear functions for evaluating documents against the profile. Initial experiments produced positive results.

Politics, ethics, and the search for a just international order:symposium in honour of Stanley Hoffmann

Published symposium with Stanley Hoffmann (Harvard), Suzanne Berger (MIT), Michael Doyle (Columbia), Peter Gourevitch (California San Diego), Robert Keohane (Princeton), Andrew Moravcsik (Princeton). Ed. James Shields, French Politics, 7 (3/4) 2009, 359-436. ISSN 1476-3419 (print) 1476-3427 (online)

Information management and the holistic, process-oriented enterprise

This research examines the role of the information management process within a process-oriented enterprise, Xerox Ltd. The research approach is based on a post-positive paradigm and has resulted in thirty-five idiographic statements. The three major outcomes are: 1. The process-oriented holistic enterprise is an organisation that requires a long-term management commitment to its development. It depends on the careful management of people, tasks, information and technology. A complex integration of business processes is required and this can be managed through the use of consistent documentation techniques, clarity in the definition of process responsibilities and management attention to the global metrics and the centralisation of the management of the process model are critical to its success. 2. The role of the information management process within the context of a process-oriented enterprise is to provide flexible and cost-effective applications, technological, and process support to the business. This is best achieved through a centralisation of the management of information management and of the process model. A business-led approach combined with the consolidation of applications, information, process, and data architectures is central to providing effective business and process-focused support. 3. In a process oriented holistic enterprise, process and information management are inextricably linked. The model of process management depends heavily on information management, whilst the model of information management is totally focused around supporting and creating the process model. The two models are mutually creating - one cannot exist without the other. There is a duality concept of process and information management.