Our papers are the official record of our discoveries. They allow others to build on and apply our work. Each paper is the result of many months of research, so we make a special effort to make them clear, beautiful and inspirational, and publish them in leading journals.
When the number of tweets about an event peaks, the sentiment of those tweets correlates strongly with abnormal stock market returns.
The likelihood of stock prices bouncing on specific values increases due to memory effects in the time series data of the price dynamics.
Network-based metrics to assess systemic risk and the importance of financial institutions can help tame the financial derivatives market.