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20112017
most citedCorrelation of financial markets in times of crisis

290 citations · 566 across the 11 of their papers we have counts for

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q-fin.ST2017★ 27 cited

Correlations and Flow of Information between The New York Times and Stock Markets

Andrés García-Medina, Leonidas Sandoval Junior, Efraín Urrutia Bañuelos +1

We use Random Matrix Theory (RMT) and information theory to analyze the correlations and flow of information between 64,939 news from The New York Times and 40 world financial indi…