Cohesiveness in financial news and its relation to market volatility

Matija Piškorec, Nino Antulov-Fantulin, Petra Kralj Novak, Igor Mozetiä, Miha Grär, Irena Vodenska, Tomislav Šmuc^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

1 Preprint

1 results

2014
News Cohesiveness: an Indicator of Systemic Risk in Financial Markets
Piškorec, M., Antulov-Fantulin, N., Kralj Novak, P., Mozetič, I., Grčar, M., Vodenska, I. & Šmuc, T., 14 Feb 2014, arXiv.
Research output: Working paper/Preprint › Preprint