Brain Wikipedia Page Views for US Stocks

The dataset Brain Wikipedia Page Views has the objective to monitor the number of views and to measure the related attention on the Wikipedia pages views for the top largest 1000 US companies approximately corresponding to the Russell 1000 index. The raw number of views is transformed using a metric of called buzz to detect if a company is receiving more visits than average on various time horizons, e.g. the past day, week or month. The goal is to provide an alternative way to measure the attention of investors toward a specific company; this is complementary to the attention metrics measured from news or other sources (see for example the Brain Sentiment Indicator measuring buzz from financial news). The calculation steps are the following: - The Wikipedia pages for each company are mapped to the corresponding quoted entity with periodical updates. - Each company is mapped to multiple Wikipedia pages titled with variations of the company name in order to manage “redirects”; this is important to perform a comprehensive calculation of the page views. - On a daily basis the page views are aggregated at company level for various time intervals (e.g. the past day, week or month). The number of views for each company (similarly to the case of news) is typically proportional to the company size therefore a normalized measure is needed to measure the attention. - The attention on the company by investors or buzz is then calculated as a variations of page views with respect to the past average. The buzz is provided for various time intervals (past day, week or month).