Nowcasting euro area GDP with news sentiment: a tale of two crises
This paper shows that newspaper articles contain signals that can materially improve real‐
time nowcasts of real GDP growth for the Euro area. Using articles from 15 popular …
time nowcasts of real GDP growth for the Euro area. Using articles from 15 popular …
Quantifying the effect of investors' attention on stock market
ZH Yang, JG Liu, CR Yu, JT Han - PloS one, 2017 - journals.plos.org
The investors' attention has been extensively used to predict the stock market. Different from
existing proxies of the investors' attention, such as the Google trends, Baidu index (BI), we …
existing proxies of the investors' attention, such as the Google trends, Baidu index (BI), we …
Resilience of an online financial community to market uncertainty shocks during the recent financial crisis
This paper examines the impact of market uncertainty shocks on an online forum of investors
by measuring knowledge dynamics and user behaviour before and during the recent …
by measuring knowledge dynamics and user behaviour before and during the recent …
Volatility and risk in the energy market: A trade network approach
GG Creamer, T Ben-Zvi - Sustainability, 2021 - mdpi.com
This paper evaluates the effect of energy trade networks on the price volatility of coal, oil,
natural gas, and electricity. This research conducts a longitudinal analysis using a time …
natural gas, and electricity. This research conducts a longitudinal analysis using a time …
Network structure and market risk in the European equity market
GG Creamer - IEEE Systems Journal, 2017 - ieeexplore.ieee.org
This paper proposes a methodology to anticipate market risk using qualitative and
quantitative variables that capture communicative and financial activity within equity …
quantitative variables that capture communicative and financial activity within equity …
Adaptive heuristics that (could) fit: Information search and communication patterns in an online forum of investors under market uncertainty
This article examines information-search heuristics and communication patterns in an online
forum of investors during a period of market uncertainty. Global connections, real-time …
forum of investors during a period of market uncertainty. Global connections, real-time …
Analysing the behaviour of online investors in times of geopolitical distress: a case study on war stocks
P Dondio, J Usher - Proceedings of the International Conference on Web …, 2017 - dl.acm.org
In this paper we analysed how the behavior of an online financial community changed in
times of geopolitical crises. In particular, we studied the behaviour and communication …
times of geopolitical crises. In particular, we studied the behaviour and communication …
[PDF][PDF] Volatility and Risk in the Energy Market: A Trade Network Approach. Sustainability 2021, 13, 10199
GG Creamer, T Ben-Zvi - 2021 - academia.edu
This paper evaluates the effect of energy trade networks on the price volatility of coal, oil,
natural gas, and electricity. This research conducts a longitudinal analysis using a time …
natural gas, and electricity. This research conducts a longitudinal analysis using a time …
A framework for information synthesis into sentiment indicators using text mining methods
A formal statistical framework is proposed for synthesis of text information into sentiment
indicators. Each text document is treated as an exchangeable collection of stems of words …
indicators. Each text document is treated as an exchangeable collection of stems of words …
Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns
Group size can potentially affect collective activity and individual propensity to contribute to
collective goods. Mancur Olson, in his Logic of Collective Action, argued that individual …
collective goods. Mancur Olson, in his Logic of Collective Action, argued that individual …