How news affect the trading behavior of different categories of investors in a financial market
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- Fabrizio Lillo & Salvatore Miccichè & Michele Tumminello & Jyrki Piilo & Rosario N. Mantegna, 2015. "How news affects the trading behaviour of different categories of investors in a financial market," Quantitative Finance, Taylor & Francis Journals, vol. 15(2), pages 213-229, February.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- T. T. Chen & B. Zheng & Y. Li & X. F. Jiang, 2017. "New approaches in agent-based modeling of complex financial systems," Papers 1703.06840, arXiv.org.
- Th'arsis Tuani Pinto Souza & Olga Kolchyna & Philip C. Treleaven & Tomaso Aste, 2015. "Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry," Papers 1507.00784, arXiv.org, revised Jul 2015.
- Chuang, Hongwei, 2016. "Brokers’ financial network and stock return," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 172-183.
- Milla Siikanen & Kestutis Baltakys & Hannu Karkkainen & Jari Jussila & Ravi Vatrapu & Raghava Mukkamala & Abid Hussain & Juho Kanniainen, 2017. "How Facebook drives investor behavior," Papers 1709.07300, arXiv.org, revised Nov 2017.
- Sindhuja Ranganathan & Mikko Kivela & Juho Kanniainen, 2017. "Dynamics of Investor Spanning Trees Around Dot-Com Bubble," Papers 1708.04430, arXiv.org.
- Federico Musciotto & Luca Marotta & Salvatore Miccich`e & Jyrki Piilo & Rosario N. Mantegna, 2015. "Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach," Papers 1511.06873, arXiv.org.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-07-23 (All new papers)
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