SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A social-media-based approach to predicting stock comovement
16 references·3 citing·42 second hop
A social-media-based approach to predicting stock comovement (2015)A social-media-based approach to predicti…Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…Social Media Brand Community and Consumer Behavior: Quantifying the Relative Impact of User- and Marketer-Generated Content (2013)Social Media Brand Community …Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Impact of Online Consumer Reviews on Sales: The Moderating Role of Product and Consumer Characteristics (2010)Impact of Online Consumer Rev…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)Value‐Enhancing Capital Budge…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Comovement (2004)ComovementStyle investing (2003)Style investingStock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Financial markets and the allocation of capital (2000)Financial markets and the all…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Industry costs of equity (1997)Industry costs of equityEFFICIENT 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 impact of social media presence and board member composition on new venture success: Evidences from VC-backed U.S. startups (2020)The impact of social media pr…Detecting a Risk Signal in Stock Investment Through Opinion Mining and Graph-Based Semi-Supervised Learning (2020)Detecting a Risk Signal in St…Twitter mood, CEO succession announcements and stock returns (2017)Twitter mood, CEO succession …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)Price Momentum and Trading Volume (2000)Economic Links and Predictable Returns (2008)Time Series Momentum (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)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 Strength of Weak Ties (1973)Feeling and thinking: Preferences need no inferences. (1980)A Simple Model of Herd Behavior (1992)The Impact of New Media on Customer Relationships (2010)The impact of electronic word-of-mouth communication: A literature analysis and integrative model (2012)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The General Theory of Employment, Interest and Money. (1936)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Law and Finance (1998)Investor protection and corporate governance (2000)Investor Protection and Corporate Valuation (2002)Finance and Growth: Theory and Evidence (2004)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)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)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)
this work references cited by second hop

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
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1997Industry costs of equity5,793 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2010Impact of Online Consumer Reviews on Sales: The Moderating Role of Product and Consumer Characteristics2,366 cited
  • 2000Financial markets and the allocation of capital1,972 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 2013Social Media Brand Community and Consumer Behavior: Quantifying the Relative Impact of User- and Marketer-Generated Content1,350 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,249 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 2003Style investing971 cited
  • 2004Comovement929 cited

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

  • 2004Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation890 cited
  • Cited by

    • 2020The impact of social media presence and board member composition on new venture success: Evidences from VC-backed U.S. startups52 cited
    • 2017Twitter mood, CEO succession announcements and stock returns40 cited
    • 2020Detecting a Risk Signal in Stock Investment Through Opinion Mining and Graph-Based Semi-Supervised Learning26 cited