219 citations · 942 across the 36 of their papers we have counts for
Showing 2020 · q-fin.STShow all
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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,…
q-fin.ST2020
Time-varying volatility in Bitcoin market and information flow at minute-level frequency
Irena Barjašić, Nino Antulov-Fantulin
In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity…