The impact of scheduled releases of macroeconomic variables on the dynamics of financial markets has always attracted a great deal of academic attention in efforts to quantify market responses in terms of volatility and jumps. We investigate whether the occurrence of market reaction due to...

Well, among the many lessons in the Enron scandal is that stock options don't always match the same interests as those of shareholders. Enron executives walked away with tens of millions of dollars. Enron shareholders have nothing. All of this has put new urgency into the debate about whether...

In this work we provide evidence that the cryptocurrency market is connected to sentiment extracted from social media. We apply state-of-the art methodology from the field of natural language processing on tweets posted by Twitter accounts with large numbers of followers, selected with...