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Open source information, investor attention, and asset pricing
16 references·16 citing·41 second hopsampled
Open source information, investor attention, and asset pricing (2013)Open source information, investor attenti…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…In Search of Attention (2011)In Search of AttentionMedia Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Implications of rational inattention (2003)Implications of rational inat…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Some recent development in a concept of causality (1988)Some recent development in a …The Relation Between Price Changes and Trading Volume: A Survey (1987)The Relation Between Price Ch…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The dynamic interaction between investor attention and green security market: an empirical study based on Baidu index (2021)The dynamic interaction betwe…How effective is China's cryptocurrency trading ban? (2021)How effective is China's cryp…The role of investor attention in predicting stock prices: The long short-term memory networks perspective (2020)The role of investor attentio…Geographic proximity, information flows and corporate innovation: Evidence from the high-speed rail construction in China (2020)Geographic proximity, informa…The time-varying correlation between policy uncertainty and stock returns: Evidence from China (2018)The time-varying correlation …The inefficiency of cryptocurrency and its cross-correlation with Dow Jones Industrial Average (2018)The inefficiency of cryptocur…Stock market response to information diffusion through internet sources: A literature review (2018)Stock market response to info…Quantifying the cross-correlations between online searches and Bitcoin market (2018)Quantifying the cross-correla…Does OPEC news sentiment influence stock returns of energy firms in the United States? (2018)Does OPEC news sentiment infl…Do Chinese internet stock message boards convey firm-specific information? (2018)Do Chinese internet stock mes…Daily happiness and stock returns: The case of Chinese company listed in the United States (2017)Daily happiness and stock ret…Baidu index and predictability of Chinese stock returns (2017)Baidu index and predictabilit…Market reaction to internet news: Information diffusion and price pressure (2016)Market reaction to internet n…Daily happiness and stock returns: Some international evidence (2016)Daily happiness and stock ret…Limited attention of individual investors and stock performance: Evidence from the ChiNext market (2015)Limited attention of individu…How does Google search affect trader positions and crude oil prices? (2015)How does Google search affect…Some International Evidence on Output-Inflation Tradeoffs. (1973)An Economic Theory of Self-Control (1977)Golden Eggs and Hyperbolic Discounting (1997)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)On Persistence in Mutual Fund Performance (1997)Who Gambles in the Stock Market? (2009)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2003Implications of rational inattention3,869 cited
  • 2011In Search of Attention3,088 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 1987The Relation Between Price Changes and Trading Volume: A Survey2,380 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

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2,298 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
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