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E. U. Bañuelos

1 paper hereh-index 238 citations4 works total

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  • middle author1

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  • q-fin.ST1

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most citedCorrelations and Flow of Information between The New York Times and Stock Markets

27 citations · 27 across the 1 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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.