Autor según el artículo: Saavedra, Serguei; Duch, Jordi; Uzzi, Brian
Departamento: Enginyeria Informàtica i Matemàtiques
Autor/es de la URV: Duch Gavaldà, Jordi
Palabras clave: Strengthen the means of implementation and revitalize the global partnership for sustainable development goals; Internet; Humans; Cooperative behavior; Comprehension; Communication; Commerce
Resumen: Tracking the volume of keywords in Internet searches, message boards, or Tweets has provided an alternative for following or predicting associations between popular interest or disease incidences. Here, we extend that research by examining the role of e-communications among day traders and their collective understanding of the market. Our study introduces a general method that focuses on bundles of words that behave differently from daily communication routines, and uses original data covering the content of instant messages among all day traders at a trading firm over a 40-month period. Analyses show that two word bundles convey traders' understanding of same day market events and potential next day market events. We find that when market volatility is high, traders' communications are dominated by same day events, and when volatility is low, communications are dominated by next day events. We show that the stronger the traders' attention to either same day or next day events, the higher their collective trading performance. We conclude that e-communication among traders is a product of mass collaboration over diverse viewpoints that embodies unique information about their weak or strong understanding of the market. © 2011 Saavedra et al.
Áreas temáticas: Zootecnia / recursos pesqueiros; Sociology; Sociología; Serviço social; Saúde coletiva; Química; Psychology; Psicología; Planejamento urbano e regional / demografia; Odontología; Nutrição; Multidisciplinary sciences; Multidisciplinary; Medicine (miscellaneous); Medicina veterinaria; Medicina iii; Medicina ii; Medicina i; Materiais; Matemática / probabilidade e estatística; Linguística e literatura; Letras / linguística; Interdisciplinary research in the social sciences; Interdisciplinar; Human geography and urban studies; History & philosophy of science; Historia; Geografía; Geociências; General medicine; General biochemistry,genetics and molecular biology; General agricultural and biological sciences; Farmacia; Environmental studies; Ensino; Engenharias iv; Engenharias iii; Engenharias ii; Engenharias i; Enfermagem; Educação física; Educação; Economia; Direito; Demography; Comunicação e informação; Ciências sociais aplicadas i; Ciências biológicas iii; Ciências biológicas ii; Ciências biológicas i; Ciências ambientais; Ciências agrárias i; Ciência política e relações internacionais; Ciência de alimentos; Ciência da computação; Biotecnología; Biology; Biodiversidade; Biochemistry, genetics and molecular biology (miscellaneous); Astronomia / física; Arquitetura, urbanismo e design; Archaeology; Antropologia / arqueologia; Anthropology; Agricultural and biological sciences (miscellaneous); Administração, ciências contábeis e turismo; Administração pública e de empresas, ciências contábeis e turismo
Acceso a la licencia de uso: https://creativecommons.org/licenses/by/3.0/es/
Direcció de correo del autor: jordi.duch@urv.cat
Fecha de alta del registro: 2025-01-28
Versión del articulo depositado: info:eu-repo/semantics/publishedVersion
Enlace a la fuente original: https://journals.plos.org/plosone/article?id=10.1371/journal.pone.0026705
URL Documento de licencia: https://repositori.urv.cat/ca/proteccio-de-dades/
Referencia al articulo segun fuente origial: Plos One. 6 (10): e26705-e26705
Referencia de l'ítem segons les normes APA: Saavedra, Serguei; Duch, Jordi; Uzzi, Brian (2011). Tracking traders' understanding of the market using e-communication data. Plos One, 6(10), e26705-e26705. DOI: 10.1371/journal.pone.0026705
DOI del artículo: 10.1371/journal.pone.0026705
Entidad: Universitat Rovira i Virgili
Año de publicación de la revista: 2011
Tipo de publicación: Journal Publications
Repositori URV