Management Information Systems (TMIS)


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ACM Transactions on Management Information Systems (TMIS), Volume 9 Issue 1, September 2017

Price Shock Detection With an Influence-Based Model of Social Attention
Keli Xiao, Qi Liu, Chuanren Liu, Hui Xiong
Article No.: 2
DOI: 10.1145/3131781

There has been increasing interest in exploring the impact of human behavior on financial market dynamics. One of the important related questions is whether attention from society can lead to significant stock price movements or even abnormal...