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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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Detalles Bibliográficos
Autores principales: Piškorec, Matija, Antulov-Fantulin, Nino, Novak, Petra Kralj, Mozetič, Igor, Grčar, Miha, Vodenska, Irena, Šmuc, Tomislav
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2014
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4030282/
https://www.ncbi.nlm.nih.gov/pubmed/24849598
http://dx.doi.org/10.1038/srep05038