Autor según el artículo: Saavedra S; Duch J; Uzzi B
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
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
Identificador del autor: 0000-0003-2639-6333
Fecha de alta del registro: 2024-11-16
Versión del articulo depositado: info:eu-repo/semantics/publishedVersion
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 S; Duch J; Uzzi B (2011). Tracking traders' understanding of the market using e-communication data. Plos One, 6(10), e26705-e26705. DOI: 10.1371/journal.pone.0026705
Entidad: Universitat Rovira i Virgili
Año de publicación de la revista: 2011
Tipo de publicación: Journal Publications
Repositori URV