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MEASURING EFFECTS ON STOCK RETURNS OF SENTIMENT INDEXES CREATED FROM STOCK MESSAGE BOARDS
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MEASURING EFFECTS ON STOCK RETURNS OF SENTIMENT INDEXES CREATED FROM STOCK MESSAGE BOARDS (2012)MEASURING EFFECTS ON STOCK RETURNS OF SEN…Online talk: does it matter? (2008)Online talk: does it matter?Are day traders bias free?—evidence from internet stock message boards (2008)Are day traders bias free?—ev…Competition Among Virtual Communities and User Valuation: The Case of Investing-Related Communities (2007)Competition Among Virtual Com…Textual Analysis of Stock Market Prediction Using Financial News Articles (2006)Textual Analysis of Stock Mar…Do Us Stock Markets Typically Overreact to Corporate News Stories? (2006)Do Us Stock Markets Typically…eInformation: A Clinical Study of Investor Discussion and Sentiment (2005)eInformation: A Clinical Stud…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …News or Noise? Internet Postings and Stock Prices (2001)News or Noise? Internet Posti…Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards (1999)Cheap Talk on the Web: The De…The Adoption of Internet-Based Stock Trading: A Conceptual Framework and Empirical Results (1998)The Adoption of Internet-Base…A Theory of Trading Volume (1986)A Theory of Trading VolumeMess or match? How do academic perspectives meet the practitioner perspectives in terms of digital transformation? (2023)Mess or match? How do academi…Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence (2020)Can overnight return really s…Learning risk culture of banks using news analytics (2019)Learning risk culture of bank…Does OPEC news sentiment influence stock returns of energy firms in the United States? (2018)Does OPEC news sentiment infl…Building News Measures from Textual Data and an Application to Volatility Forecasting (2017)Building News Measures from T…Resilience of an online financial community to market uncertainty shocks during the recent financial crisis (2016)Resilience of an online finan…Time-variation in the impact of news sentiment (2014)Time-variation in the impact …Analyzing firm-specific social media and market: A stakeholder-based event analysis framework (2014)Analyzing firm-specific socia…Does the Stock Market Overreact? (1985)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Newspaper Coverage of Political Scandals (2011)Partisan bias in economic news: Evidence on the agenda-setting behavior of U.S. newspapers (2011)Market Reaction to Corporate Press Releases (2013)The Behavior of Stock-Market Prices (1965)A Random Walk Down Wall Street (1973)Application of support vector machines in financial time series forecasting (2001)A Discrete Stock Price Prediction Engine Based on Financial News (2010)Enhancing quantitative intra-day stock return prediction by integrating both market news and stock prices information (2014)Exploring mutual information-based sentimental analysis with kernel-based extreme learning machine for stock prediction (2016)The Information Content of Annual Earnings Announcements (1968)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Market reaction to anticipated announcements (1991)Pre-announcement and event-period private information (1997)Tweets and Trades: the Information Content of Stock Microblogs (2013)Using daily stock returns (1985)The Econometrics of Financial Markets (1997)Does Chatter Matter? 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(1999)The “CAPS” Prediction System and Stock Market Returns (2015)Cosearch Attention and Stock Return Predictability in Supply Chains (2017)Network externalities, competition, and compatibility (1985)Value creation in E‐business (2001)The Effect of Word of Mouth on Sales: Online Book Reviews (2006)“Popularity Effect” in User-Generated Content: Evidence from Online Product Reviews (2014)The impact of online brand community characteristics on customer engagement: An application of Stimulus-Organism-Response paradigm (2017)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Soft Information in Earnings Announcements: News or Noise? (2010)Online Review Helpfulness: Role of Qualitative Factors (2016)The Effects of Culture on Consumers’ Consumption and Generation of Online Reviews (2018)The Cross-Section of Expected Stock Returns (1992)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Twitter mood predicts the stock market (2011)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Media Coverage and the Cross‐section of Stock Returns (2009)Textual Analysis in Accounting and Finance: A Survey (2016)Rumors (2003)Fraud detection in online consumer reviews (2010)INVESTIGATING PREDICTIVE POWER OF STOCK MICRO BLOG SENTIMENT IN FORECASTING FUTURE STOCK PRICE DIRECTIONAL MOVEMENT (2011)
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References

  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 1986A Theory of Trading Volume567 cited
  • 2001News or Noise? Internet Postings and Stock Prices403 cited
  • 2007Competition Among Virtual Communities and User Valuation: The Case of Investing-Related Communities241 cited
  • 1999Cheap Talk on the Web: The Determinants of Postings on Stock Message Boards199 cited
  • 2006Do Us Stock Markets Typically Overreact to Corporate News Stories?138 cited
  • 2005eInformation: A Clinical Study of Investor Discussion and Sentiment122 cited
  • 2006Textual Analysis of Stock Market Prediction Using Financial News Articles79 cited
  • 2008Online talk: does it matter?56 cited
  • 2008Are day traders bias free?—evidence from internet stock message boards49 cited
  • 1998The Adoption of Internet-Based Stock Trading: A Conceptual Framework and Empirical Results46 cited

Cited by

  • 2018Does OPEC news sentiment influence stock returns of energy firms in the United States?68 cited
  • 2014Analyzing firm-specific social media and market: A stakeholder-based event analysis framework52 cited
  • 2017Building News Measures from Textual Data and an Application to Volatility Forecasting39 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2020Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence30 cited
  • 2014Time-variation in the impact of news sentiment30 cited
  • 2019Learning risk culture of banks using news analytics26 cited
  • 2016Resilience of an online financial community to market uncertainty shocks during the recent financial crisis10 cited
  • 2023Mess or match? How do academic perspectives meet the practitioner perspectives in terms of digital transformation?7 cited