| Literature DB >> 26413720 |
Niccolò Casnici, Pierpaolo Dondio, Roberto Casarin, Flaminio Squazzoni.
Abstract
Year: 2015 PMID: 26413720 PMCID: PMC4587551 DOI: 10.1371/journal.pone.0139528
Source DB: PubMed Journal: PLoS One ISSN: 1932-6203 Impact factor: 3.240
Fig 2Unicredit stock log-return, r , series (blue line, left axis) and the filtered regime of volatility s (red line, right axis).
Fig 3The degree of investors’ participation in the three volatility phases.
Blue bars indicate the average number of messages, purple bars show the average number of investors active in the forum, green bars show the average number of ties between the investors.
Fig 5The information content of the messages in the three volatility phases.
Blue bars show the average of fundamental analysis messages, purple bars the average of the residual content messages, green bars the average of the news reporting messages, orange bars the average of technical analysis messages, grey bars the average of strategy messages and red bars indicate the average value of the synthetic indicator of financial content.