Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components (2015)
Attributed to:
Big Data, Innovations and New Business Models
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.physa.2015.02.057
Publication URI: http://dx.doi.org/10.1016/j.physa.2015.02.057
Type: Journal Article/Review
Parent Publication: Physica A: Statistical Mechanics and its Applications