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Market sentiment and exchange rate directional forecasting
11 references·0 citing·52 second hopsampled
Market sentiment and exchange rate directional forecasting (2015)Market sentiment and exchange rate direct…Tweets and Trades: the Information Content of Stock Microblogs (2013)Tweets and Trades: the Inform…The market microstructure approach to foreign exchange: Looking back and looking forward (2013)The market microstructure app…On the Predictability of Stock Market Behavior Using StockTwits Sentiment and Posting Volume (2013)On the Predictability of Stoc…Predicting Asset Value through Twitter Buzz (2012)Predicting Asset Value throug…Correlating financial time series with micro-blogging activity (2012)Correlating financial time se…Timing exchange rates using order flow: The case of the Loonie (2010)Timing exchange rates using o…Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules (2008)Market efficiency of Brazilia…Currency traders and exchange rate dynamics: a survey of the US market (2001)Currency traders and exchange…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …Foreign exchange market efficiency and common stochastic trends (1994)Foreign exchange market effic…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)International portfolio diversification to Central European stock markets (2004)Foreign exchange market efficiency under recent crises: Asia-Pacific focus (2012)Panicca: Panic on Cross‐Section Averages (2015)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Textual analysis of stock market prediction using breaking financial news (2009)Information credibility on twitter (2011)Twitter mood predicts the stock market (2011)Exploiting Topic based Twitter Sentiment for Stock Prediction (2013)Social signals and algorithmic trading of Bitcoin (2015)Deep learning for stock market prediction from financial news articles (2017)Expectations and Exchange Rate Dynamics (1976)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Noise Trader Risk in Financial Markets (1990)Information Markets and the Comovement of Asset Prices (2006)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Manipulation and the Allocational Role of Prices (2008)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Another look at measures of forecast accuracy (2006)Discovering public sentiment in social media for predicting stock movement of publicly listed companies (2017)Predicting stock market trends using machine learning algorithms via public sentiment and political situation analysis (2019)Sensitivity to sentiment: News vs social media (2019)Continuous Auctions and Insider Trading (1985)The Logic of Scientific Discovery (2013)Can implied volatility predict returns on the currency carry trade? (2015)Bid-ask spread determination in the FX swap market: Competition, collusion or a convention? (2017)Forex trading and the WMR Fix (2017)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Exchange rate puzzles: A tale of switching attractors (2004)Arbitrage in the Foreign Exchange Market: Turning on the Microscope (2006)Investor Sentiment, Trading Behavior and Informational Efficiency in Index Futures Markets (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Illiquidity and stock returns: cross-section and time-series effects (2002)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Intraday online investor sentiment and return patterns in the U.S. stock market (2017)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Forward and spot exchange rates (1984)On the sources of private information in FX markets (2010)Micro Approaches to Foreign Exchange Determination (2012)Multifractality and value-at-risk forecasting of exchange rates (2014)Fear, anger, and risk. (2001)Risk as feelings. (2001)International Gender Differences and Gaps in Online Social Networks (2014)Does social network sentiment influence the relationship between the S&P 500 and gold returns? (2018)Predicting FTSE 100 returns and volatility using sentiment analysis (2018)
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References

  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 2013Tweets and Trades: the Information Content of Stock Microblogs561 cited
  • 2001Currency traders and exchange rate dynamics: a survey of the US market539 cited
  • 2012Correlating financial time series with micro-blogging activity274 cited
  • 1999Order Flow and Exchange Rate Dynamics183 cited
  • 1994Foreign exchange market efficiency and common stochastic trends136 cited
  • 2013On the Predictability of Stock Market Behavior Using StockTwits Sentiment and Posting Volume121 cited
  • 2013The market microstructure approach to foreign exchange: Looking back and looking forward84 cited
  • 2012Predicting Asset Value through Twitter Buzz73 cited
  • 2010Timing exchange rates using order flow: The case of the Loonie47 cited
  • 2008Market efficiency of Brazilian exchange rate: Evidence from variance ratio statistics and technical trading rules37 cited

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