摘要翻译：
由每天在股票市场交易的专业人士进行人为决策可能是一项艰巨的任务。它包括决定是继续投资还是退出一个价格大幅波动的市场，以及如何对特定股票的新闻或谣言进行定价。那么问题就来了，专业的交易者，谁专门每天买卖大量给定的股票，知道如何正确地定价给定的股票在给定的一天？在这里，我们介绍一个想法，人们使用启发式，或“经验法则”，根据“码棒”的表现，其他股票在一个股票指数。相对于这样一个码棒的低/高表现则意味着市场参与者对给定股票的普遍负面/正面情绪。利用道琼斯工业平均指数的经验数据，股票的每日表现明显倾向于聚集在院子棒引入的措施周围。我们说明了情绪，很可能是由于内幕信息，可以影响一个给定的股票的表现在几个月，在一个案例中是几年。
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英文标题：
《Pricing stocks with yardsticks and sentiments》
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作者：
Sebast{\i}an Mart{\i}nez Bustos, Jorgen Vitting Andersen, Michel
  Miniconi, Andrzej Nowak, Magdalena Roszczynska-Kurasinska and David Bree
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  Human decision making by professionals trading daily in the stock market can be a daunting task. It includes decisions on whether to keep on investing or to exit a market subject to huge price swings, and how to price in news or rumors attributed to a specific stock. The question then arises how professional traders, who specialize in daily buying and selling large amounts of a given stock, know how to properly price a given stock on a given day? Here we introduce the idea that people use heuristics, or "rules of thumb", in terms of "yard sticks" from the performance of the other stocks in a stock index. The under- /over-performance with respect to such a yard stick then signifies a general negative/positive sentiment of the market participants towards a given stock. Using empirical data of the Dow Jones Industrial Average, stocks are shown to have daily performances with a clear tendency to cluster around the measures introduced by the yard sticks. We illustrate how sentiments, most likely due to insider information, can influence the performance of a given stock over period of months, and in one case years.
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PDF链接：
https://arxiv.org/pdf/1109.6909