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Cohesiveness in Financial News and its Relation to Market Volatility

Motivated by recent financial crises, significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said regarding the influence of financial news on financial markets. We propose a novel measure of collective behaviour base...

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Detalhes bibliográficos
Main Authors: Piškorec, Matija, Antulov-Fantulin, Nino, Novak, Petra Kralj, Mozetič, Igor, Grčar, Miha, Vodenska, Irena, Šmuc, Tomislav
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group 2014
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4030282/
https://ncbi.nlm.nih.gov/pubmed/24849598
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep05038
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