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A maximum of 891,171 various other terminology exists in the Economic Times corpusNew

A maximum of 891,171 various other terminology exists in the Economic Times corpus

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A maximum of 891,171 various other terminology exists in the Economic Times corpus

We start the study of your own matchmaking between economic information and you may economic es of your own 29 firms that had been listed in brand new Dow-jones Industrial Mediocre (DJIA) anywhere between 2 nd , a period for which i’ve transaction frequency and you will speed research towards DJIA portion

Any kind of time single, the fresh new DJIA include 30 organizations. However, Subscribers replaced Citigroup from the DJIA over the course of all of our data. About data reported, we consider inventory investigation and development studies both for of them organizations. Full specifics of the company names found in the latest corpus hookup Ventura research are provided about Supplementary Pointers (Table S1).

We have a look at the connection anywhere between demand for a company regarding development and interest in a pals from the inventory places

Carries for companies placed in this new DJIA are replaced within New york Stock-exchange (NYSE), open anywhere between nine:31 was and cuatro pm Ny date (for the majority of of the season, 2:29 pm so you’re able to nine pm London area big date). I perform which studies and all sorts of adopting the analyses for exchange months only, leaving out the vacations and you can bank vacations.

In Figure 2, we take Bank of America as an example for this analysis and plot the number of daily mentions of “Bank of America” against daily transaction volume for Bank of America. We find that a greater number of daily mentions of “Bank of America” corresponds to a greater daily transaction volume for Bank of America stocks (? = 0.43, p < 0.001, Spearman's rank correlation).

Everyday number of says from “Bank regarding The usa” about Economic Moments and you can everyday exchange volume to possess Bank out-of America (BAC) holds.

We depict the correlation between the daily number of mentions of “Bank of America” and the daily transaction volume for Bank of America (BAC) stocks. We find that the daily number of mentions of “Bank of America” is positively correlated with the daily transaction volume for Bank of America (BAC) stocks (? = 0.43, p < 0.001, Spearman's rank correlation).

We extend this analysis to all 31 Dow Jones companies from this period. For each company, we calculate the Spearman’s rank correlation between the daily number of mentions of a company’s name in the Financial Times and the transaction volume of the corresponding company’s stocks (Figure 3). We analyze the distribution of Spearman’s rank correlation coefficients for all 31 companies. Whilst the strongest correlation is found for Bank of America, we find that overall, the correlation coefficients are significantly higher than zero (median correlation coefficient = 0.074; mean correlation coefficient = 0.100, W = 450, p < 0.001, Wilcoxon signed rank test). A greater number of mentions of a company in the news therefore corresponds to a greater transaction volume of a company's stocks. This suggests greater interest in a company in the news is related to greater interest in a company in the stock markets.

For each of the 31 companies that were listed in the Dow Jones Industrial Average between 2 nd , we plot the Spearman’s rank correlation between the daily number of mentions of a company’s name and the transaction volume of the corresponding company’s stockspanies are indicated using their ticker symbol, for which a full list can be found in the Supplementary Information (Table S1). We analyze the distribution of correlation coefficients and find that, overall, the correlation coefficients are significantly higher than zero (median correlation coefficient = 0.074; mean correlation coefficient = 0.100; W = 450, p < 0.001, Wilcoxon signed rank test). In other words, the daily number of mentions of a company's name is positively correlated with the daily transaction volume of a company's stocks.

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