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 accessAbstract
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
- Published
- 2013-05-08
- Volume
- 3
- Issue
- 1
- ISSN
- 2045-2322 (ISSN-L)
- OpenAlex
- W2041137300
- Cited by
- 317
- References
- 33
- FWCI
- 61.20
- Type
- journal article
- Language
- en
- Open access
- gold
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Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
