Current models for predicting volatility do not incorporate information flow and are solely based on historical volatilities. We suggest a method to quantify the semantic content of words in news articles about a company and use this as a predictor of its stock volatility. The results show that...

Current models for predicting volatility do not incorporate information flow and are solely based on historical volatilities. We suggest a method to quantify the semantic content of words in news articles about a company and use this as a predictor of its stock volatility. The results show that...

We quantified the semantic content in adolescents’ descriptions of positive and negative life events and studied how these descriptions are related to the assessment subjective well-being (SWB) at two points in time. The semantic content of the descriptions was quantified by latent semantic...

Many models of consumer behaviour assume that people evaluate price and quality independently. However, evidence shows that consumers perceive price and quality as positively related even when they are weakly correlated in the real markets. This paper explores whether this perceived relationship...