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Information Transmission in Finance
16 references·16 citing·34 second hopsampled
Information Transmission in Finance (2014)Information Transmission in FinanceWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…In Search of Attention (2011)In Search of AttentionAnnual report readability, current earnings, and earnings persistence (2008)Annual report readability, cu…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…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Bad is Stronger than Good (2001)Bad is Stronger than GoodMarket 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)Market efficiency, long-term …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Agreeing to Disagree (1976)Agreeing to DisagreeThe Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…The Influence of Short Selling on Negative Press Coverage of Firms (2023)The Influence of Short Sellin…The effect of intermediary coverage on disclosure: Evidence from a randomized field experiment (2022)The effect of intermediary co…Credit Ratings and Market Information (2022)Credit Ratings and Market Inf…Neglected Peers in Merger Valuations (2021)Neglected Peers in Merger Val…Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning (2021)Is Positive Sentiment in Corp…How does social media sentiment impact mass media sentiment? A study of news in the financial markets (2021)How does social media sentime…How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value (2021)How are social and mass media…Informed Options Trading Before Corporate Events (2020)Informed Options Trading Befo…Influence of investor sentiment and its antecedent on investment decision-making using partial least square technique (2020)Influence of investor sentime…Trading Against the Random Expiration of Private Information: A Natural Experiment (2019)Trading Against the Random Ex…News media analytics in finance: a survey (2019)News media analytics in finan…Do Auditors Respond to Media Coverage? Evidence from China (2018)Do Auditors Respond to Media …The Role of Media Coverage in Explaining Stock Market Fluctuations: Insights for Strategic Financial Communication (2017)The Role of Media Coverage in…Macro News, Micro News, and Stock Prices (2016)Macro News, Micro News, and S…The Role of Media in Finance (2015)The Role of Media in FinanceMedia-expressed negative tone and firm-level stock returns (2015)Media-expressed negative tone…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)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Common risk factors in the returns on stocks and bonds (1993)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)The need to belong: Desire for interpersonal attachments as a fundamental human motivation. (1995)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Experimental evidence of massive-scale emotional contagion through social networks (2014)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)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)Efficient Capital Markets: II (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Introductory Econometrics for Finance (2008)
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References

  • 2001Bad is Stronger than Good7,670 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 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
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2011In Search of Attention3,088 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 2008Annual report readability, current earnings, and earnings persistence2,850 cited
  • 1998Market 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

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2,572 cited
  • 1976Agreeing to Disagree2,499 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • Cited by

    • 2015Media-expressed negative tone and firm-level stock returns108 cited
    • 2020Influence of investor sentiment and its antecedent on investment decision-making using partial least square technique67 cited
    • 2017The Role of Media Coverage in Explaining Stock Market Fluctuations: Insights for Strategic Financial Communication67 cited
    • 2015The Role of Media in Finance59 cited
    • 2018Do Auditors Respond to Media Coverage? Evidence from China58 cited
    • 2021Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning57 cited
    • 2023The Influence of Short Selling on Negative Press Coverage of Firms45 cited
    • 2022Credit Ratings and Market Information43 cited
    • 2019Trading Against the Random Expiration of Private Information: A Natural Experiment43 cited
    • 2016Macro News, Micro News, and Stock Prices36 cited
    • 2021How does social media sentiment impact mass media sentiment? A study of news in the financial markets34 cited
    • 2020Informed Options Trading Before Corporate Events31 cited
    • 2021How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value30 cited
    • 2019News media analytics in finance: a survey29 cited
    • 2022The effect of intermediary coverage on disclosure: Evidence from a randomized field experiment28 cited
    • 2021Neglected Peers in Merger Valuations22 cited