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Trading Strategies to Exploit Blog and News Sentiment
4 references·16 citing·50 second hopsampled
Trading Strategies to Exploit Blog and News Sentiment (2010)Trading Strategies to Exploit Blog and Ne…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …What Moves Stock Prices? (1988)What Moves Stock Prices?Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey (2024)Integrating sentiment analysi…A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks (2023)A novel Deep Reinforcement Le…Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation (2021)Robo-advisor using genetic al…Impact and Diffusion of Sentiment in Political Communication – An Empirical Analysis of Political Weblogs (2021)Impact and Diffusion of Senti…Detecting cryptocurrency pump-and-dump frauds using market and social signals (2021)Detecting cryptocurrency pump…Breaking the News: First Impressions Matter on Online News (2021)Breaking the News: First Impr…Deep reinforcement learning for automated stock trading (2020)Deep reinforcement learning f…The recipe of successful crowdfunding campaigns (2019)The recipe of successful crow…Intelligent Asset Allocation via Market Sentiment Views (2018)Intelligent Asset Allocation …Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective (2017)Web Media and Stock Markets :…Predicting Stock Price Returns Using Microblog Sentiment for Chinese Stock Market (2017)Predicting Stock Price Return…Quantifying StockTwits semantic terms’ trading behavior in financial markets: An effective application of decision tree algorithms (2015)Quantifying StockTwits semant…Breaking the News: First Impressions Matter on Online News (2015)Breaking the News: First Impr…Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization (2014)Stock Market Prediction from …Asymmetric Roles of Advertising and Marketing Capability in Financial Returns to News: Turning Bad into Good and Good into Great (2013)Asymmetric Roles of Advertisi…Identifying and Following Expert Investors in Stock Microblogs (2011)Identifying and Following Exp…Twitter mood predicts the stock market (2011)Semantic Frames to Predict Stock Price Movement (2013)Tweets and Trades: the Information Content of Stock Microblogs (2013)On the Importance of Text Analysis for Stock Price Prediction (2014)A New Model for Stock Price Movements Prediction Using Deep Neural Network (2017)Effects of comprehension on retention of prose. (1971)The Seeds of Audience Fragmentation: Specialization in the Use of Online News Sites (2005)Between tradition and change (2009)Discourse-aware rumour stance classification in social media using sequential classifiers (2017)Inside the Right-Leaning Echo Chambers: Characterizing Gab, an Unmoderated Social System (2018)News-based sentiment and bitcoin volatility (2022)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)On Persistence in Mutual Fund Performance (1997)Econometric Analysis of Cross Section and Panel Data (2001)The Effect of a Data Breach Announcement on Customer Behavior: Evidence from a Multichannel Retailer (2017)Unstructured data in marketing (2018)The Impact of Digital Marketing Innovation on Firm Performance: Mediation by Marketing Capability and Moderation by Firm Size (2023)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using Twitter trust network for stock market analysis (2018)Modeling the Momentum Spillover Effect for Stock Prediction via Attribute-Driven Graph Attention Networks (2021)Multi-source aggregated classification for stock price movement prediction (2022)PORTFOLIO SELECTION* (1952)Another look at measures of forecast accuracy (2006)A five-factor asset pricing model (2014)CNN-based multivariate data analysis for bitcoin trend prediction (2020)A novel multi-source information-fusion predictive framework based on deep neural networks for accuracy enhancement in stock market prediction (2021)An integrated generalized TODIM model for portfolio selection based on financial performance of firms (2022)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)The Causal Impact of Media in Financial Markets (2011)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Econometrics of Financial Markets (2012)The Sharpe Ratio (1994)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance (2020)FinRL (2021)
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References

  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited

Cited by

  • 2020Deep reinforcement learning for automated stock trading195 cited
  • 2017Web Media and Stock Markets : A Survey and Future Directions from a Big Data Perspective133 cited
  • 2013Asymmetric Roles of Advertising and Marketing Capability in Financial Returns to News: Turning Bad into Good and Good into Great130 cited
  • 2018Intelligent Asset Allocation via Market Sentiment Views130 cited
  • 2011Identifying and Following Expert Investors in Stock Microblogs122 cited
  • 2015Breaking the News: First Impressions Matter on Online News113 cited
  • 2019The recipe of successful crowdfunding campaigns105 cited
  • 2021Robo-advisor using genetic algorithm and BERT sentiments from tweets for hybrid portfolio optimisation77 cited
  • 2021Detecting cryptocurrency pump-and-dump frauds using market and social signals77 cited
  • 2023A novel Deep Reinforcement Learning based automated stock trading system using cascaded LSTM networks

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76 cited
  • 2021Breaking the News: First Impressions Matter on Online News71 cited
  • 2024Integrating sentiment analysis with graph neural networks for enhanced stock prediction: A comprehensive survey70 cited
  • 2021Impact and Diffusion of Sentiment in Political Communication – An Empirical Analysis of Political Weblogs58 cited
  • 2017Predicting Stock Price Returns Using Microblog Sentiment for Chinese Stock Market52 cited
  • 2015Quantifying StockTwits semantic terms’ trading behavior in financial markets: An effective application of decision tree algorithms50 cited
  • 2014Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization50 cited