Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Today's strongly connected, global networks have produced highly interdependent systems
that we do not understand and cannot control well. These systems are vulnerable to failure …

This research examines the behaviour of cryptocurrencies and stock markets during the
COVID-19 pandemic through the wavelet coherence approach and Markov switching …

Crises in financial markets affect humans worldwide. Detailed market data on trading
decisions reflect some of the complex human behavior that has led to these crises. We …

We explore the evolution of daily returns of four major US stock market indices during the
technology crash of 2000, and the financial crisis of 2007–2009. Our methodology is based …

In finance, it is believed that market information, namely, fundamentals and news
information, affects stock movements. Such media-aware stock movements essentially …

Traditional stock market prediction approaches commonly utilize the historical price-related
data of the stocks to forecast their future trends. As the Web information grows, recently …

Financial crises result from a catastrophic combination of actions. Vast stock market datasets
offer us a window into some of the actions that have led to these crises. Here, we investigate …

The authors explore the interaction between media content and market returns and volatility.
They utilize propriety investor sentiment measures developed by Thompson Reuters …

The complex behavior of financial markets emerges from decisions made by many traders.
Here, we exploit a large corpus of daily print issues of the Financial Times from 2nd January …