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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...
Autores principales: | Jazbec, Metod, Pàsztor, Barna, Faltings, Felix, Antulov-Fantulin, Nino, Kolm, Petter N. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
The Royal Society
2021
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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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