<p>The black line shows the de-trended trading volume of Toyota stock for the period from January 2003 to June 2011. The red dots indicate the “peak days” selected by the method described in the text. There are 119 “peak days” for the entire period from January 2003 to June 2011.</p
<p>Actual vs. Predicted trading volume change, Log-Log scale: 134,072 observations comprising ten-mi...
<p>Top panel is the volatility of the S&P 500 index, from 1985 to 2010, averaged over the previous y...
<p>(a) The number of investors <i>N</i><sub>></sub>(<i>T</i>) who traded the Nokia stock at least on...
<p>Black continuous line plots trading volume and red dashed line plots aggregate news volume. The i...
<p>Notes: Panel A shows the proportion of CAR due to positive events with positive (blue) and negati...
<p>Dot represents the mean, the line the 90% credible interval for each year. For each ivory class t...
<p>The horizontal axis represents trading days and the vertical axis represents these investors's ID...
<p>The number of stocks recorded per year for the western (red dots), central (green dots), eastern ...
<p>Displays the actual data and the predicted data from the four models for each stock index in Year...
Technical analysis comprised by various technical indicators is a holistic way of representing price...
<p>Estimated (red dashed line) and actual (black continuous line) trading volume for the four compan...
In this paper, the vector autoregressive model is fitted to find out the causal relationship among r...
Graphical illustration of Logistic Regression predictions on Tesla stocks for (1-day time frame).</p
<p>For each sector of the companies contained in the Standard and Poor´s 100 the development of clos...
<p>Note: Median CAR during the ± 2 trading day window are shown for positive (blue) and negative (re...
<p>Actual vs. Predicted trading volume change, Log-Log scale: 134,072 observations comprising ten-mi...
<p>Top panel is the volatility of the S&P 500 index, from 1985 to 2010, averaged over the previous y...
<p>(a) The number of investors <i>N</i><sub>></sub>(<i>T</i>) who traded the Nokia stock at least on...
<p>Black continuous line plots trading volume and red dashed line plots aggregate news volume. The i...
<p>Notes: Panel A shows the proportion of CAR due to positive events with positive (blue) and negati...
<p>Dot represents the mean, the line the 90% credible interval for each year. For each ivory class t...
<p>The horizontal axis represents trading days and the vertical axis represents these investors's ID...
<p>The number of stocks recorded per year for the western (red dots), central (green dots), eastern ...
<p>Displays the actual data and the predicted data from the four models for each stock index in Year...
Technical analysis comprised by various technical indicators is a holistic way of representing price...
<p>Estimated (red dashed line) and actual (black continuous line) trading volume for the four compan...
In this paper, the vector autoregressive model is fitted to find out the causal relationship among r...
Graphical illustration of Logistic Regression predictions on Tesla stocks for (1-day time frame).</p
<p>For each sector of the companies contained in the Standard and Poor´s 100 the development of clos...
<p>Note: Median CAR during the ± 2 trading day window are shown for positive (blue) and negative (re...
<p>Actual vs. Predicted trading volume change, Log-Log scale: 134,072 observations comprising ten-mi...
<p>Top panel is the volatility of the S&P 500 index, from 1985 to 2010, averaged over the previous y...
<p>(a) The number of investors <i>N</i><sub>></sub>(<i>T</i>) who traded the Nokia stock at least on...