CORRECTION
Correction: Decrypting Financial Markets
through E-Joint Attention Efforts: On-Line
Adaptive Networks of Investors in Periods of
Market Uncertainty
Niccol
ò
Casnici, Pierpaolo Dondio, Roberto Casarin, Flaminio Squazzoni
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Fig 2. Unicredit stock log-return,rt, series (blue line, left axis) and the filtered regime of volatilityst|t (red line, right axis).
doi:10.1371/journal.pone.0139528.g001
PLOS ONE | DOI:10.1371/journal.pone.0139528 September 28, 2015 1 / 2
OPEN ACCESS
Citation:Casnici N, Dondio P, Casarin R, Squazzoni F (2015) Correction: Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty. PLoS ONE 10(9): e0139528. doi:10.1371/journal.pone.0139528
Published:September 28, 2015
Copyright:© 2015 Casnici et al. This is an open access article distributed under the terms of the
Reference
1. Casnici N, Dondio P, Casarin R, Squazzoni F (2015) Decrypting Financial Markets through E-Joint Attention Efforts: On-Line Adaptive Networks of Investors in Periods of Market Uncertainty. PLoS ONE 10(8): e0133712. doi:10.1371/journal.pone.0133712PMID:26244550
Fig 3. The degree of investors’participation in the three volatility phases.Blue bars indicate the average number of messages, purple bars show the average number of investors active in the forum, green bars show the average number of ties between the investors.
doi:10.1371/journal.pone.0139528.g002
Fig 5. The information content of the messages in the three volatility phases.Blue bars show the average of fundamental analysis messages, purple bars the average of the residual content messages, green bars the average of the news reporting messages, orange bars the average of technical analysis messages, grey bars the average of strategy messages and red bars indicate the average value of the synthetic indicator of financial content.
doi:10.1371/journal.pone.0139528.g003