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Trading on Twitter: The Financial Information Content of Emotion in Social Media
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Trading on Twitter: The Financial Information Content of Emotion in Social Media (2014)Trading on Twitter: The Financial Informa…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…In Search of Attention (2011)In Search of AttentionPredicting Elections with Twitter: What 140 Characters Reveal about Political Sentiment (2010)Predicting Elections with Twi…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…The somatic marker hypothesis: A neural theory of economic decision (2004)The somatic marker hypothesis…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…The role of feasibility and desirability considerations in near and distant future decisions: A test of temporal construal theory. (1998)The role of feasibility and d…Measuring emotion: The self-assessment manikin and the semantic differential (1994)Measuring emotion: The self-a…Emotional Contagion (1993)Emotional ContagionEfficient Capital Markets: II (1991)Efficient Capital Markets: IIA Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…A circumplex model of affect. (1980)A circumplex model of affect.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 …How to Improve the Corporate Sustainable Development?—The Importance of the Intellectual Capital and the Role of the Investor Confidence (2022)How to Improve the Corporate …Analysis of Bitcoin’s price spike in context of Elon Musk’s Twitter activity (2022)Analysis of Bitcoin’s price s…The Effects of Company Image and Communication Platform Alignment on Investor Information Processing (2021)The Effects of Company Image …Predicting bitcoin price movements using sentiment analysis: a machine learning approach (2021)Predicting bitcoin price move…Exploring the influence of multimodal social media data on stock performance: an empirical perspective and analysis (2021)Exploring the influence of mu…Social Media and General Elections in Malaysia 2018 and Indonesia 2019 (2019)Social Media and General Elec…Liquidity Risk and Investors’ Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index (2019)Liquidity Risk and Investors’…KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments (2019)KryptoOracle: A Real-Time Cry…When the investors speak: intellectual capital disclosure and the Web 2.0 (2017)When the investors speak: int…Weibo sentiments and stock return: A time-frequency view (2017)Weibo sentiments and stock re…The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments (2017)The “Sixth” Factor—A Social M…Discovering public sentiment in social media for predicting stock movement of publicly listed companies (2017)Discovering public sentiment …Twitter Sentiment and IPO Performance: A Cross-Sectional Examination (2016)Twitter Sentiment and IPO Per…Stock market prediction using hybrid approach (2016)Stock market prediction using…Social Media-Based Forecasting (2016)Social Media-Based ForecastingA social-media-based approach to predicting stock comovement (2015)A social-media-based approach…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)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (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 Principles of Psychology (1891)Hedges: A Study in Meaning Criteria and the Logic of Fuzzy Concepts (1975)The robust beauty of improper linear models in decision making. (1979)Development and validation of brief measures of positive and negative affect: The PANAS scales. (1988)Culture and the Self: Implications for Cognition, Emotion, and Motivation (1991)The nature and measurement of meaning. (1952)The Measurement of Meaning (1957)DEAP: A Database for Emotion Analysis ;Using Physiological Signals (2011)AffectNet: A Database for Facial Expression, Valence, and Arousal Computing in the Wild (2017)The Ryerson Audio-Visual Database of Emotional Speech and Song (RAVDESS): A dynamic, multimodal set of facial and vocal expressions in North American English (2018)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)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)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)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Textual Analysis in Accounting and Finance: A Survey (2016)
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References

  • 1980A circumplex model of affect.16,320 cited
  • 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
  • 1994Measuring emotion: The self-assessment manikin and the semantic differential9,531 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
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  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2011In Search of Attention3,088 cited
  • 2010Predicting Elections with Twitter: What 140 Characters Reveal about Political Sentiment2,649 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1993Emotional Contagion2,517 cited
  • 1998The role of feasibility and desirability considerations in near and distant future decisions: A test of temporal construal theory.2,367 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals

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2,310 cited
  • 2004The somatic marker hypothesis: A neural theory of economic decision1,984 cited
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