Social data research links: oil prices, real estate, and power laws

Oil price volatility and oil-related events: An Internet concern study perspective [ResearchGate]

This paper investigates the effects of four types of oil-related events on world oil prices, using an event study methodology and an AR-GARCH model. The Internet information concerning these events, which is derived from search query volumes in Google, is introduced in an analytical framework to identify the magnitude and significance of the market response to oil-related events. The results indicate that world oil prices…

Combining Online News Articles and Web Search to Predict the Fluctuation of Real Estate Market in Big Data Context []

…Search engine query data were studied to reflect web users’ behavior by analyzing the frequency of words searched by online users. Researchers have already used the news sentiments and query data for prediction, respectively. But none have combined them together as an integrated model. In this paper, we propose an integrated method that throws new light on the prediction of real estate price in China by integrating these two factors into the forecasting model. In our method, we extract sentiment series from both news data and search engine query data…

Power-law correlations in finance-related Google searches, and their cross-correlations with volatility and traded volume: Evidence from the Dow Jones Industrial components [arXiv]

…Examining the daily data of the searched terms with a combination of the rescaled range and rescaled variance tests together with the detrended fluctuation analysis, we show that the searches are in fact power-law correlated with Hurst exponents between 0.8 and 1.1. The general interest in the DJIA stocks is thus strongly persistent. We further reinvestigate the cross-correlation structure between the searches, traded volume and volatility of the component stocks using the detrended cross-correlation and detrending moving-average cross-correlation…

Data Mining From Web Search Queries: A Comparison of Google Trends and Baidu Index [Wiley]

Numerous studies have explored the possibility of uncovering information from web search queries but few have examined the factors that affect web query data sources. We conducted a study that investigated this issue by comparing Google Trends and Baidu Index. Data from these two services are based on queries entered by users into Google and Baidu, two of the largest search engines in the world. We first compared the features and functions of the two services based on…

Lead image licensed from Frederik Vanhoutte under CC BY-SA 2.0

Want to learn how to mine social data sources like Google Trends, StockTwits, Twitter, and Estimize? Make sure to download our new book Intro to Social Data for Traders by our very own Thomas Pendergrass

Enter your email address to follow this blog and receive notifications of new posts by email.

Join 277 other followers


1 reply »

Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s