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How news affects the trading behaviour of different categories of investors in a financial market
16 references·8 citing·40 second hop
How news affects the trading behaviour of different categories of investors in a financial market (2014)How news affects the trading behaviour of…Market-wide attention, trading, and stock returns (2015)Market-wide attention, tradin…How are shorts informed? (2012)How are shorts informed?In Search of Attention (2011)In Search of AttentionInvestor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…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 …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…Stock price reaction to public and private information (2006)Stock price reaction to publi…The Dynamics of Institutional and Individual Trading (2003)The Dynamics of Institutional…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Investor sentiment and the near-term stock market (2003)Investor sentiment and the ne…The Impact of Public Information on the Stock Market (1994)The Impact of Public Informat…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…What Moves Stock Prices? (1988)What Moves Stock Prices?A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting (2024)A Systematic Review on Graph …Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations (2023)Narratives from GPT-derived N…Impact of investor sentiment on decision-making in Indian stock market: an empirical analysis (2019)Impact of investor sentiment …Stock market response to information diffusion through internet sources: A literature review (2018)Stock market response to info…Long-term ecology of investors in a financial market (2018)Long-term ecology of investor…Facebook drives behavior of passive households in stock markets (2018)Facebook drives behavior of p…A Dynamic Analysis of S&P 500, FTSE 100 and EURO STOXX 50 Indices Under Different Exchange Rates (2017)A Dynamic Analysis of S&P 500…Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach (2015)Modeling foreign exchange mar…Stock return variances (1986)Why Does Stock Market Volatility Change Over Time? (1989)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)An Inquiry into the Nature and Causes of the Wealth of Nations (1776)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and Asset Valuation (2005)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Risk, Return, and Equilibrium: Empirical Tests (1973)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 Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Textual Analysis in Accounting and Finance: A Survey (2016)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)The Causal Impact of Media in Financial Markets (2011)Prospect theory: An analysis of decision under risk (1988)Who Gambles in the Stock Market? (2009)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)A long memory property of stock market returns and a new model (1993)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Introductory Econometrics for Finance (2008)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)… and the Cross-Section of Expected Returns (2015)
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References

  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 2011In Search of Attention3,088 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 2010Investor sentiment and the mean–variance relation☆694 cited
  • 2012How are shorts informed?667 cited
  • 1994The Impact of Public Information on the Stock Market549 cited
  • 2003The Dynamics of Institutional and Individual Trading506 cited
  • 2006Stock price reaction to public and private information439 cited
  • 2015

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Market-wide attention, trading, and stock returns
327 cited

Cited by

  • 2018Stock market response to information diffusion through internet sources: A literature review82 cited
  • 2015Modeling foreign exchange market activity around macroeconomic news: Hawkes-process approach79 cited
  • 2019Impact of investor sentiment on decision-making in Indian stock market: an empirical analysis51 cited
  • 2024A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting48 cited
  • 2018Long-term ecology of investors in a financial market46 cited
  • 2018Facebook drives behavior of passive households in stock markets38 cited
  • 2017A Dynamic Analysis of S&P 500, FTSE 100 and EURO STOXX 50 Indices Under Different Exchange Rates29 cited
  • 2023Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations1 cited