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The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks
16 references·16 citing·35 second hopsampled
The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks (2015)The impact of internet stock message boar…The Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …The Fox News Effect: Media Bias and Voting (2007)The Fox News Effect: Media Bi…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Information, trade and common knowledge (1982)Information, trade and common…Impact of Fintech’s Development on Bank Performance: An Empirical Study from Vietnam (2024)Impact of Fintech’s Developme…Twitter sentiment and stock market: a COVID-19 analysis (2023)Twitter sentiment and stock m…ESG reputation risk matters: An event study based on social media data (2023)ESG reputation risk matters: …We Reddit in a Forum: The Influence of Message Boards on Firm Stability (2022)We Reddit in a Forum: The Inf…Does it really pay off for investors to consider information from social media? (2022)Does it really pay off for in…The impacts of investors' sentiments on stock returns using fintech approaches (2021)The impacts of investors' sen…The effect of online environmental news on green industry stocks: The mediating role of investor sentiment (2021)The effect of online environm…M&A rumors about unlisted firms (2021)M&A rumors about unlisted fir…When financial literacy meets textual analysis: A conceptual review (2020)When financial literacy meets…Sentiment stocks (2020)Sentiment stocksSocial media effect, investor recognition and the cross-section of stock returns (2019)Social media effect, investor…News media analytics in finance: a survey (2019)News media analytics in finan…Do Chinese internet stock message boards convey firm-specific information? (2018)Do Chinese internet stock mes…Market Manipulation and Suspicious Stock Recommendations on Social Media (2017)Market Manipulation and Suspi…Intraday online investor sentiment and return patterns in the U.S. stock market (2017)Intraday online investor sent…Internet big data and capital markets: a literature review (2017)Internet big data and capital…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Two new Later Stone Age sites from the Final Pleistocene in the Falémé Valley, eastern Senegal (2024)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)The Cross‐Section of Volatility and Expected Returns (2006)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)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 General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)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)Digital Economics (2019)Text-Based Network Industries and Endogenous Product Differentiation (2011)Textual Analysis in Accounting and Finance: A Survey (2016)In Search of Attention (2011)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992The Cross-Section of Expected Stock Returns17,320 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,834 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,431 cited
  • 1999Do Investors Trade Too Much?2,374 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,316 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 2007The Fox News Effect: Media Bias and Voting1,600 cited
  • 2003Investor sentiment and the near-term stock market1,390 cited

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  • 2011The Causal Impact of Media in Financial Markets1,162 cited
  • Cited by

    • 2017Intraday online investor sentiment and return patterns in the U.S. stock market441 cited
    • 2023ESG reputation risk matters: An event study based on social media data108 cited
    • 2018Do Chinese internet stock message boards convey firm-specific information?79 cited
    • 2021The impacts of investors' sentiments on stock returns using fintech approaches63 cited
    • 2021M&A rumors about unlisted firms44 cited
    • 2020When financial literacy meets textual analysis: A conceptual review43 cited
    • 2017Internet big data and capital markets: a literature review41 cited
    • 2023Twitter sentiment and stock market: a COVID-19 analysis39 cited
    • 2020Sentiment stocks39 cited
    • 2019Social media effect, investor recognition and the cross-section of stock returns35 cited
    • 2021The effect of online environmental news on green industry stocks: The mediating role of investor sentiment35 cited
    • 2017Market Manipulation and Suspicious Stock Recommendations on Social Media34 cited
    • 2022We Reddit in a Forum: The Influence of Message Boards on Firm Stability31 cited
    • 2019News media analytics in finance: a survey29 cited
    • 2022Does it really pay off for investors to consider information from social media?27 cited
    • 2024Impact of Fintech’s Development on Bank Performance: An Empirical Study from Vietnam25 cited