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Mining financial text documents and understanding the sentiments of individual investors, institutions and markets is an important and challenging problem in the literature. Current approaches to mine sentiments from financial texts largely…
A cryptocurrency is a digital asset maintained by a decentralised system using cryptography. Investors in this emerging digital market are exploring the profitability potential of portfolios in place of single coins. Portfolios are…
Mining 29,000 accounting ratios for t-statistics $> 2.0$ leads to cross-sectional return predictability similar to the peer review process. For both, $\approx50\%$ of predictability remains after the original sample periods. This finding…
The large language model (LLM) ChatGPT's quality scores for journal articles correlate more strongly with human judgements than some citation-based indicators in most fields. Averaging multiple ChatGPT scores improves the results,…
We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and…
This paper scrutinizes a database of over 4900 YouTube videos to characterize financial market coverage. Financial market coverage generates a large number of videos. Therefore, watching these videos to derive actionable insights could be…
In this paper, we explore the usability of different natural language processing models for the sentiment analysis of social media applied to financial market prediction, using the cryptocurrency domain as a reference. We study how the…
There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…
Public managers lack feedback on the effectiveness of public investments, policies, and programs instituted to build and use research capacity. Numerous reports rank countries on global performance on innovation and competitiveness, but the…
The cryptocurrency market surpassed the barrier of \$100 billion market capitalization in June 2017, after months of steady growth. Despite its increasing relevance in the financial world, however, a comprehensive analysis of the whole…
This paper investigates the dynamics of risk transmission in cryptocurrency markets and proposes a novel framework for volatility forecasting. The framework uncovers two key empirical facts: the asymmetric amplification of volatility…
To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…
In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…
Sharing personal narratives is a fundamental aspect of human social behavior as it helps share our life experiences. We can tell stories and rely on our background to understand their context, similarities, and differences. A substantial…
Recent work has questioned the reliability of graph learning benchmarks, citing concerns around task design, methodological rigor, and data suitability. In this extended abstract, we contribute to this discussion by focusing on evaluation…
Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…
Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…
When network products and services become more valuable as their userbase grows (network effects), this tendency can become a major determinant of how they compete with each other in the market and how the market is structured. Network…
Sentiment analysis, widely used in product reviews, also impacts financial markets by influencing asset prices through microblogs and news articles. Despite research in sentiment-driven finance, many studies focus on sentence-level…
While previous studies have demonstrated that Large Language Models (LLMs) can predict peer review outcomes to some extent, this paper builds on that by introducing two new contexts and employing a more robust method - averaging multiple…