{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,11]],"date-time":"2024-09-11T07:24:39Z","timestamp":1726039479643},"publisher-location":"Singapore","reference-count":10,"publisher":"Springer Singapore","isbn-type":[{"type":"print","value":"9789811317972"},{"type":"electronic","value":"9789811317996"}],"license":[{"start":{"date-parts":[[2019,1,1]],"date-time":"2019-01-01T00:00:00Z","timestamp":1546300800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2019]]},"DOI":"10.1007\/978-981-13-1799-6_11","type":"book-chapter","created":{"date-parts":[[2019,8,9]],"date-time":"2019-08-09T09:03:05Z","timestamp":1565341385000},"page":"101-109","update-policy":"http:\/\/dx.doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":0,"title":["How to Use the Internet Stock Message Board to Estimate the Dynamics of Stock Market"],"prefix":"10.1007","author":[{"given":"Yun-Jung","family":"Lee","sequence":"first","affiliation":[]},{"given":"Junseok","family":"Cheon","sequence":"additional","affiliation":[]},{"given":"Gyun","family":"Woo","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2019,8,10]]},"reference":[{"issue":"5","key":"11_CR1","doi-asserted-by":"publisher","first-page":"056110","DOI":"10.1103\/PhysRevE.68.056110","volume":"68","author":"J-P Onnela","year":"2003","unstructured":"Onnela, J.-P., Chakraborti, A., Kaski, K., Kertesz, J., Kanto, A.: Dynamics of market correlations: taxonomy and portfolio analysis. Phys. Rev. E 68(5), 056110 (2003)","journal-title":"Phys. Rev. E"},{"issue":"1","key":"11_CR2","doi-asserted-by":"publisher","first-page":"55","DOI":"10.1140\/epjb\/e2010-90492-x","volume":"79","author":"G Oh","year":"2011","unstructured":"Oh, G., Eom, C., Wang, F., Jung, W.-S., Stanley, H.E., Kim, S.: Statistical properties of cross-correlation in the Korean stock market. Eur. Phys. J. B 79(1), 55\u201360 (2011)","journal-title":"Eur. Phys. J. B"},{"key":"11_CR3","first-page":"1105","volume":"40","author":"H Kim","year":"2002","unstructured":"Kim, H., Kim, I., Lee, Y., Kahng, B.: Scale-free network in stock markets. J. Korean Phys. Soc. 40, 1105\u20131108 (2002)","journal-title":"J. Korean Phys. Soc."},{"issue":"1","key":"11_CR4","doi-asserted-by":"publisher","first-page":"193","DOI":"10.1007\/s100510050929","volume":"11","author":"R.N. Mantegna","year":"1999","unstructured":"Mantegna, R.N.: Hierarchical structure in financial markets. Eur. Phys. J. B-Condens. Matter Complex Syst. 11(1), 193\u2013197 (1999)","journal-title":"The European Physical Journal B"},{"key":"11_CR5","doi-asserted-by":"crossref","unstructured":"Preis, T., Kenett, D.Y., Stanley, H.E., Helbing, D., BenJacob, E.: Quantifying the behavior of stock correlations under market stress. Sci. Rep. (2013)","DOI":"10.1038\/srep00752"},{"key":"11_CR6","doi-asserted-by":"crossref","unstructured":"Alanyali, M., Moat, H.S., Preis, T.: Quantifying the relationship between financial news and the stock market. Sci. Rep. (2013)","DOI":"10.1038\/srep03578"},{"key":"11_CR7","doi-asserted-by":"crossref","unstructured":"Moat, H.S., Curme, C., Avakian, A., Kenett, D.Y., Stanley, H.E., Preis, T.: Quantifying wikipedia usage patterns before stock market moves. Sci. Rep. (2013)","DOI":"10.1038\/srep01801"},{"key":"11_CR8","doi-asserted-by":"crossref","unstructured":"Preis, T., Moat, H.S., Stanley, H.E.: Quantifying trading behavior in financial markets using Google trends. Sci. Rep. (2013)","DOI":"10.1038\/srep01684"},{"issue":"2","key":"11_CR9","first-page":"65","volume":"5","author":"H Huh","year":"2006","unstructured":"Huh, H., Kim, S.-H., Kang, S.-K., Eom, C.-J.: Stock network an efficient portfolio in Korean stock market. Korea J. Finan. Eng. 5(2), 65\u201384 (2006)","journal-title":"Korea J. Finan. Eng."},{"issue":"1","key":"11_CR10","doi-asserted-by":"publisher","first-page":"18","DOI":"10.1016\/j.jocs.2010.12.006","volume":"2","author":"J Bollen","year":"2011","unstructured":"Bollen, J., Mao, H., Zeng, X.: Twitter mood predicts the stock market. J. Comp. Sci. 2(1), 18 (2011)","journal-title":"J. Comp. Sci."}],"container-title":["Lecture Notes in Electrical Engineering","Proceedings of the International Conference on Data Engineering 2015 (DaEng-2015)"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-981-13-1799-6_11","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,8,9]],"date-time":"2019-08-09T09:04:16Z","timestamp":1565341456000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-981-13-1799-6_11"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2019]]},"ISBN":["9789811317972","9789811317996"],"references-count":10,"URL":"https:\/\/doi.org\/10.1007\/978-981-13-1799-6_11","relation":{},"ISSN":["1876-1100","1876-1119"],"issn-type":[{"type":"print","value":"1876-1100"},{"type":"electronic","value":"1876-1119"}],"subject":[],"published":{"date-parts":[[2019]]},"assertion":[{"value":"10 August 2019","order":1,"name":"first_online","label":"First Online","group":{"name":"ChapterHistory","label":"Chapter History"}}]}}