Do sentiments influence market dynamics? A reconstruction of the Brazilian stock market and its mood-Reference-Cited by-同舟云学术

Do sentiments influence market dynamics? A reconstruction of the Brazilian stock market and its mood

Published:2018-09 Issue: Volume:505 Page:1139-1149
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Araújo Tanya,Eleutério Samuel,Louçã Francisco

Funder

FCT (Fundação para a Ciência e a Tecnologia), PortugalFCT (Fundação para a Ciência e a Tecnologia), Portugal

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference21 articles.

1. The General Theory of Employment, Interest, and Money;Keynes,1936

2. Animal Spirits: How Human Psychology Drives the Economy and Why It Matters for Global Capitalism;Akerlof,2009

3. Cohesiveness in financial news and its relation to market volatility;Piskorec;Nature Sci. Rep.,2014

4. Coupled network approach to predictability of financial market returns and news sentiments;Curme;Int. J. Theor. Appl. Finance,2015

5. Financial Times 2016. Weak US services data weigh on sentiment, Financial Times, September 6 2016, available at: www.ft.com/content/5d98775c-73df-11e6-bf48-b372cdb1043a.

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Non-stationary temporal-spatio correlation analysis of information-driven complex financial dynamics;Chinese Journal of Physics;2023-10

2. The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market;The North American Journal of Economics and Finance;2023-05

3. Does ownership structure matter for overshooting manipulation of hospitality and tourism stocks?;Heliyon;2022-11

4. Non-Stationary Temporal-Spatio Correlation Analysis of Information-Driven Complex Financial Dynamics;SSRN Electronic Journal;2022

5. Sentiment classification within online social media using whale optimization algorithm and social impact theory based optimization;Physica A: Statistical Mechanics and its Applications;2020-02