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Analyzing market performance via social media: a case study of a banking industry crisis
15 references·1 citing·52 second hop
Analyzing market performance via social media: a case study of a banking industry crisis (2013)Analyzing market performance via social m…Users of the world, unite! The challenges and opportunities of Social Media (2009)Users of the world, unite! Th…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …CyberGate: A Design Framework and System for Text Analysis of Computer-Mediated Communication1 (2008)CyberGate: A Design Framework…Can blog communication dynamics be correlated with stock market activity? (2008)Can blog communication dynami…Business stakeholder analyzer: An experiment of classifying stakeholders on the Web (2008)Business stakeholder analyzer…Discovering evolutionary theme patterns from text (2005)Discovering evolutionary them…A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …What good is a volatility model? (2001)What good is a volatility mod…Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards (2001)Is All that Talk Just Noise? …Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn? (1999)Implementing Statistical Crit…The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)The Stakeholder Theory of the…R2 (1988)R2Word-Patterns and Story-Shapes: The Statistical Analysis of Narrative Style (1987)Word-Patterns and Story-Shape…From Text Representation to Financial Market Prediction: A Literature Review (2022)From Text Representation to F…Stock Returns and the Term Structure (1985)Efficient Capital Markets: II (1991)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Efficient market hypothesis and forecasting (2003)Time-Varying Risk Premiums and the Output Gap (2008)Forecasting stock market returns: The sum of the parts is more than the whole (2011)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 LSTM-based method for stock returns prediction: A case study of China stock market (2015)Deep learning for event-driven stock prediction (2015)Applications of deep learning in stock market prediction: Recent progress (2021)Untangling text data mining (1999)Main‐path analysis and path‐dependent transitions in HistCite™‐based historiograms (2008)Detecting topic evolution in scientific literature (2009)Latent Semantic Analysis: five methodological recommendations (2010)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Toward a Theory of Stakeholder Identification and Salience: Defining the Principle of who and What Really Counts (1997)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Corporate Social and Financial Performance: A Meta-Analysis (2003)Strategic management a stakeholder approach (2010)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)New frontiers for arch models (2002)Striking oil: Another puzzle? (2008)Parametric and Nonparametric Volatility Measurement (2010)The Presentation of Self in Everyday Life. (1956)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Social media? Get serious! Understanding the functional building blocks of social media (2011)Consumer Brand Engagement in Social Media: Conceptualization, Scale Development and Validation (2014)The sharing economy: Why people participate in collaborative consumption (2015)Comparing Predictive Accuracy (1994)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)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)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Econometrics of Financial Markets (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The arbitrage theory of capital asset pricing (1976)The Impact of Public Information on the Stock Market (1994)The impact of social and conventional media on firm equity value: A sentiment analysis approach (2012)The Importance of Industry Links in Merger Waves (2013)
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References

  • 2009Users of the world, unite! The challenges and opportunities of Social Media17,866 cited
  • 1995The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications9,170 cited
  • 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
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • 2001What good is a volatility model?691 cited
  • 1988R2630 cited
  • 1999Implementing Statistical Criteria to Select Return Forecasting Models: What Do We Learn?533 cited
  • 2005Discovering evolutionary theme patterns from text524 cited
  • 2001Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards297 cited
  • 2008CyberGate: A Design Framework and System for Text Analysis of Computer-Mediated Communication1197 cited
  • 1987Word-Patterns and Story-Shapes: The Statistical Analysis of Narrative Style196 cited
  • 2008Can blog communication dynamics be correlated with stock market activity?121 cited
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Business stakeholder analyzer: An experiment of classifying stakeholders on the Web
39 cited

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  • 2022From Text Representation to Financial Market Prediction: A Literature Review27 cited