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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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Détails bibliographiques
Auteurs principaux: Piškorec, Matija, Antulov-Fantulin, Nino, Novak, Petra Kralj, Mozetič, Igor, Grčar, Miha, Vodenska, Irena, Šmuc, Tomislav
Format: Artigo
Langue:Inglês
Publié: Nature Publishing Group 2014
Sujets:
Accès en ligne: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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