In this work we report that the public reacted on social media at an early stage of the COVID-19 pandemic in a surprisingly accurate way, with activity levels reflecting the severity of the contagion figures registered almost a month later. Specifically, the intensity of COVID-related social media activity from different Italian regions at the beginningContinue reading “Wisdom of the crowds in forecasting COVID-19 spreading severity”
Author Archives: jeremy turiel
Market structure dynamics during COVID-19 outbreak
In this note we discuss the impact of the COVID-19 outbreak from the perspective of market-structure. We observe that US marketstructure has dramatically changed during the past four weeks and that the level of change has followed the number of infected cases reported in the USA. Presently, market-structure resembles most closely the structure during theContinue reading “Market structure dynamics during COVID-19 outbreak”
Human infection and market infection dynamics in COVID-19 crisis
We compare the dynamics of market stress with the recorded COVID-19 infection cases for 184 countries and relative markets around the world. We observe that most markets react with a surge in intraday volatility corresponding in time with the surge in recorded cases. Some countries such as Australia and in the Middle East record alsoContinue reading “Human infection and market infection dynamics in COVID-19 crisis”