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20092021
most citedHidden Noise Structure and Random Matrix Models of Stock Correlations

2 citations · 2 across the 3 of their papers we have counts for

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q-fin.ST2020

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

Metod Jazbec, Barna Pásztor, Felix Faltings +2

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,…