Chester Curme

Boston University

595 Commonwealth Avenue

Boston, MA 02215

United States

SCHOLARLY PAPERS

5

DOWNLOADS
Rank 36,203

SSRN RANKINGS

Top 36,203

in Total Papers Downloads

1,352

SSRN CITATIONS
Rank 21,037

SSRN RANKINGS

Top 21,037

in Total Papers Citations

6

CROSSREF CITATIONS

36

Scholarly Papers (5)

1.

Quantifying Wikipedia Usage Patterns Before Stock Market Moves

Scientific Reports, Vol. 3, pp. 1801; DOI:10.1038/srep01801 (2013)
Number of pages: 5 Posted: 13 May 2013
Data Science Lab, Behavioural Science, Warwick Business School, Boston University, Boston University, Financial Industry Regulatory Authority (FINRA), Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 507 (59,496)
Citation 1

Abstract:

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Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Wikipedia, Computational Social Science, Digital Traces, Dow Jones Industrial Average

2.

Quantifying the Diversity of News Around Stock Market Moves

Chester Curme, Ying Daisy Zhuo, Helen Susannah Moat and Tobias Preis, Quantifying the diversity of news around stock market moves, Journal of Network Theory in Finance 3(1), 1–20 (2017).
Number of pages: 20 Posted: 23 Mar 2017
Boston University, Massachusetts Institute of Technology (MIT) - Sloan School of Management, Data Science Lab, Behavioural Science, Warwick Business School and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 363 (88,831)

Abstract:

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complexity science; computational social science; latent Dirichlet allocation (LDA); financial news; financial markets

3.

How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics

Number of pages: 43 Posted: 22 Aug 2015 Last Revised: 23 Jun 2019
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 234 (141,874)

Abstract:

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Financial markets, Market structure, Correlation analysis, Epps effect, Lead-lag

4.

Quantifying the Semantics of Search Behavior Before Stock Market Moves

Proceedings of the National Academy of Sciences 111, 11600-11605; DOI:10.1073/pnas.1324054111 (2014)
Number of pages: 6 Posted: 14 Aug 2014
Boston University, Data Science Lab, Behavioural Science, Warwick Business School, Boston University - Center for Polymer Studies and Data Science Lab, Behavioural Science, Warwick Business School
Downloads 169 (191,460)
Citation 3

Abstract:

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Big Data, Financial Markets, Predictive Analytics, Search Volume, Data Mining, Google, Wikipedia, Computational Social Science, Digital Traces

5.

Emergence of Statistically Validated Financial Intraday Lead-Lag Relationships

Number of pages: 17 Posted: 03 Jan 2014
Boston University, University of Palermo, University of Palermo, Boston University - Center for Polymer Studies and Financial Industry Regulatory Authority (FINRA)
Downloads 79 (331,777)
Citation 4

Abstract:

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Multivariate Analysis, Correlation Based Networks, Bootstrap Validation, Lagged Correlations