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Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data
11 references·16 citing·43 second hop
Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data (2011)Predicting Financial Markets: Comparing S…Web Search Queries Can Predict Stock Market Volumes (2012)Web Search Queries Can Predic…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…In Search of Attention (2011)In Search of AttentionWidespread Worry and the Stock Market (2010)Widespread Worry and the Stoc…Predicting the Present with Google Trends (2010)Predicting the Present with G…Predicting the Future with Social Media (2010)Predicting the Future with So…Predicting Elections with Twitter: What 140 Characters Reveal about Political Sentiment (2010)Predicting Elections with Twi…Complex dynamics of our economic life on different scales: insights from search engine query data (2010)Complex dynamics of our econo…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Measuring news media sentiment using big data for Chinese stock markets (2022)Measuring news media sentimen…A sentiment analysis approach to the prediction of market volatility (2022)A sentiment analysis approach…What are bitcoin market reactions to its-related events? (2021)What are bitcoin market react…Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors (2021)Investor sentiment and the di…Under his thumb the effect of president Donald Trump’s Twitter messages on the US stock market (2020)Under his thumb the effect of…ETH analysis and predictions utilizing deep learning (2020)ETH analysis and predictions …What does investors' online divergence of opinion tell us about stock returns and trading volume? (2018)What does investors' online d…Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter (2018)Momentum, Mean-Reversion, and…Twitter sentiment around the Earnings Announcement events (2017)Twitter sentiment around the …Market sentiment dispersion and its effects on stock return and volatility (2017)Market sentiment dispersion a…Twitter volume spikes and stock options pricing (2015)Twitter volume spikes and sto…Twitter Sentiment Analysis: How to Hedge Your Bets in the Stock Markets (2014)Twitter Sentiment Analysis: H…Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization (2014)Stock Market Prediction from …Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from Twitter (2013)Some experiments on modeling …Modeling movements in oil, gold, forex and market indices using search volume index and Twitter sentiments (2013)Modeling movements in oil, go…How does market concern derived from the Internet affect oil prices? (2013)How does market concern deriv…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Feeling and thinking: Preferences need no inferences. 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(1936)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)Comparing Twitter and Traditional Media Using Topic Models (2011)Temporal Patterns of Happiness and Information in a Global Social Network: Hedonometrics and Twitter (2011)Online Product Opinions: Incidence, Evaluation and Evolution (2011)Social Media and Firm Equity Value (2012)The cost of racial animus on a black candidate: Evidence using Google search data (2014)
this work references cited by second hop

References

  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2011In Search of Attention3,088 cited
  • 2010Predicting Elections with Twitter: What 140 Characters Reveal about Political Sentiment2,649 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2010Predicting the Future with Social Media2,080 cited
  • 2010Predicting the Present with Google Trends428 cited
  • 2010Widespread Worry and the Stock Market286 cited
  • 2010Complex dynamics of our economic life on different scales: insights from search engine query data282 cited
  • 2012Web Search Queries Can Predict Stock Market Volumes238 cited

Cited by

  • 2013How does market concern derived from the Internet affect oil prices?107 cited
  • 2021What are bitcoin market reactions to its-related events?85 cited
  • 2022A sentiment analysis approach to the prediction of market volatility75 cited
  • 2014Twitter Sentiment Analysis: How to Hedge Your Bets in the Stock Markets

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59 cited
  • 2013Modeling movements in oil, gold, forex and market indices using search volume index and Twitter sentiments56 cited
  • 2020Under his thumb the effect of president Donald Trump’s Twitter messages on the US stock market52 cited
  • 2014Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization50 cited
  • 2020ETH analysis and predictions utilizing deep learning50 cited
  • 2018Momentum, Mean-Reversion, and Social Media: Evidence from StockTwits and Twitter46 cited
  • 2018What does investors' online divergence of opinion tell us about stock returns and trading volume?45 cited
  • 2022Measuring news media sentiment using big data for Chinese stock markets44 cited
  • 2021Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors41 cited
  • 2013Some experiments on modeling stock market behavior using investor sentiment analysis and posting volume from Twitter40 cited
  • 2017Twitter sentiment around the Earnings Announcement events40 cited
  • 2017Market sentiment dispersion and its effects on stock return and volatility40 cited
  • 2015Twitter volume spikes and stock options pricing40 cited