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Cited by 317

The DOI matches its Crossref record; 33 of the 33 references it cites were found in a registry or an index.

Quantifying Wikipedia Usage Patterns Before Stock Market Moves

Open access
Moat, Helen Susannah, Curme, Chester, Avakian, Adam, Kenett, Dror Y., Stanley, H. Eugene, Preis, Tobias·2013·Scientific Reports
DOI 10.1038/srep01801
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Abstract

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 whether data generated through Internet usage contain traces of attempts to gather information before trading decisions were taken. We present evidence in line with the intriguing suggestion that data on changes in how often financially related Wikipedia pages were viewed may have contained early signs of stock market moves. Our results suggest that online data may allow us to gain new insight into early information gathering stages of decision making.

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Metadata

Authors
Moat, H. S., Curme, C., Avakian, A., Kenett, D. Y., Stanley, H. E., & Preis, T.
Venue
Scientific Reports
Publisher
Springer Science and Business Media LLC
Published
2013-05-08
Volume
3
Issue
1
ISSN
2045-2322 (ISSN-L)
DOI
10.1038/srep01801
OpenAlex
W2041137300
Cited by
317
References
33
FWCI
61.20
Type
journal article
Language
en
Open access
gold

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CoChat. (2026). Citation check: Quantifying Wikipedia Usage Patterns Before Stock Market Moves. https://app.cochat.ai/papers/10.1038/srep01801
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Moat, H. S., Curme, C., Avakian, A., Kenett, D. Y., Stanley, H. E., & Preis, T. (2013). Quantifying Wikipedia Usage Patterns Before Stock Market Moves. Scientific Reports. https://doi.org/10.1038/srep01801

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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

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