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On the impact of publicly available news and information transfer to financial markets

We quantify the propagation and absorption of large-scale publicly available news articles from the World Wide Web to financial markets. To extract publicly available information, we use the news archives from the Common Crawl, a non-profit organization that crawls a large part of the web. We develo...

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Detalles Bibliográficos
Autores principales: Jazbec, Metod, Pàsztor, Barna, Faltings, Felix, Antulov-Fantulin, Nino, Kolm, Petter N.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Royal Society 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8316821/
https://www.ncbi.nlm.nih.gov/pubmed/34350010
http://dx.doi.org/10.1098/rsos.202321

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