Coupling news sentiment with web browsing data predicts intra-day stock prices. Ranco, G., Bordino, I., Bormetti, G., Caldarelli, G., Lillo, F., & Treccani, M. PloS ONE, 11(1):e0146576, 2016.
bibtex   
@article{
 title = {Coupling news sentiment with web browsing data predicts intra-day stock prices},
 type = {article},
 year = {2016},
 identifiers = {[object Object]},
 pages = {e0146576},
 volume = {11},
 id = {99dd05d6-b594-3f83-ba58-86da602a77d1},
 created = {2016-11-29T10:02:49.000Z},
 file_attached = {false},
 profile_id = {c27da76f-af5b-3f67-90e1-4e142b8057b3},
 group_id = {bd0f1172-1660-3fe3-b7d0-9f2d0b4051ad},
 last_modified = {2017-03-14T12:29:36.496Z},
 tags = {DOLFINS_T3.1,DOLFINS_WP3},
 read = {false},
 starred = {false},
 authored = {false},
 confirmed = {true},
 hidden = {false},
 citation_key = {ranco2014coupling},
 bibtype = {article},
 author = {Ranco, Gabriele and Bordino, I. and Bormetti, G. and Caldarelli, Guido and Lillo, F. and Treccani, M.},
 journal = {PloS ONE},
 number = {1}
}

Downloads: 0