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Multifractal analysis of social media use in financial markets

We analyze the nonlinear properties of social media activity(SMA) using the multifractal detrended fluctuation analysis (MF-DFA) method. Social media data related to the stock market are gathered from social media platforms. Using data on over 2000 firms in the Korean stock market for 2018–2020, we...

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Detalles Bibliográficos
Autor principal:	Oh, Gabjin
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	The Korean Physical Society 2022
Materias:	Original Paper - Cross-Disciplinary Physics and Related Areas of Science and Technology
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8876082/ https://www.ncbi.nlm.nih.gov/pubmed/35233145 http://dx.doi.org/10.1007/s40042-022-00448-4

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