突发事件、震惊消息和谣言对外汇市场动态的影响
Impact of Unexpected Events, Shocking News and Rumours on Foreign Exchange Market Dynamics
摘要:
我们分析了世界金融界对各种类型的突发事件(包括每分钟发生的9/11恐怖袭击)的动态反应。我们发现,有各种各样的“种类”的新闻,其特点是如何迅速的新闻得到吸收,有多少意义和重要性是由社区,以及随后采取的行动。例如,对9/11事件的反应表明了对正在发生的事情的逐渐集体理解,而不是立即实现。对于那些不是简单的经济陈述,因此其含义并不立即明显的新闻项目,我们发现了集体发现的时期,在此期间,集体意见似乎以一种非常同步的方式振荡。在谣言的情况下,我们的研究结果也提供了一个在相互联系的社区中传染的具体例子。这项工作的实际应用包括根据可能产生的影响,为特定社区提供有选择的新闻。
英文摘要:
We analyze the dynamical response of the world's financial community to various types of unexpected events, including the 9/11 terrorist attacks as they unfolded on a minute-by-minute basis. We find that there are various 'species' of news, characterized by how quickly the news get absorbed, how much meaning and importance is assigned to it by the community, and what subsequent actions are then taken. For example, the response to the unfolding events of 9/11 shows a gradual collective understanding of what was happening, rather than an immediate realization. For news items which are not simple economic statements, and hence whose implications are not immediately obvious, we uncover periods of collective discovery during which collective opinions seem to oscillate in a remarkably synchronized way. In the case of a rumour, our findings also provide a concrete example of contagion in inter-connected communities. Practical applications of this work include the possibility of producing selective newsfeeds for specific communities, based on their likely impact.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。