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A Tensor-Based Information Framework for Predicting the Stock Market
16 references·12 citing·39 second hop
A Tensor-Based Information Framework for Predicting the Stock Market (2016)A Tensor-Based Information Framework for …Social Media and Firm Equity Value (2012)Social Media and Firm Equity …Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…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…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Time series properties of an artificial stock market (1999)Time series properties of an …Multidimensional Uncertainty and Herd Behavior in Financial Markets (1998)Multidimensional Uncertainty …The Limits of Arbitrage (1995)The Limits of ArbitrageAccounting earnings and cash flows as measures of firm performance (1994)Accounting earnings and cash …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Stock Market Prediction Using Machine Learning and Deep Learning Techniques: A Review (2025)Stock Market Prediction Using…Quantitative stock portfolio optimization by multi-task learning risk and return (2023)Quantitative stock portfolio …When Algorithms Err : Differential Impact of Early vs. Late Errors on Users’ Reliance on Algorithms (2022)When Algorithms Err : Differe…Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks (2022)Stock Movement Prediction Bas…Investigating the informativeness of technical indicators and news sentiment in financial market price prediction (2022)Investigating the informative…Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions (2022)Inductive Representation Lear…A hierarchical attention network for stock prediction based on attentive multi-view news learning (2022)A hierarchical attention netw…Leveraging Multisource Heterogeneous Data for Financial Risk Prediction: A Novel Hybrid-Strategy-Based Self-Adaptive Method (2021)Leveraging Multisource Hetero…Effect of Digitalized Rumor Clarification on Stock Markets (2018)Effect of Digitalized Rumor C…Combining the wisdom of crowds and technical analysis for financial market prediction using deep random subspace ensembles (2018)Combining the wisdom of crowd…Tensor representation in high-frequency financial data for price change prediction (2017)Tensor representation in high…Sentiment Analysis for Effective Stock Market Prediction (2017)Sentiment Analysis for Effect…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. 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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1994Accounting earnings and cash flows as measures of firm performance2,584 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited
  • 1998Multidimensional Uncertainty and Herd Behavior in Financial Markets748 cited
  • 1999Time series properties of an artificial stock market

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729 cited
  • 2012Social Media and Firm Equity Value631 cited
  • Cited by

    • 2018Combining the wisdom of crowds and technical analysis for financial market prediction using deep random subspace ensembles92 cited
    • 2022Investigating the informativeness of technical indicators and news sentiment in financial market price prediction89 cited
    • 2017Sentiment Analysis for Effective Stock Market Prediction81 cited
    • 2022Stock Movement Prediction Based on Bi-Typed Hybrid-Relational Market Knowledge Graph Via Dual Attention Networks79 cited
    • 2023Quantitative stock portfolio optimization by multi-task learning risk and return69 cited
    • 2017Tensor representation in high-frequency financial data for price change prediction59 cited
    • 2025Stock Market Prediction Using Machine Learning and Deep Learning Techniques: A Review45 cited
    • 2022Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions41 cited
    • 2022A hierarchical attention network for stock prediction based on attentive multi-view news learning40 cited
    • 2021Leveraging Multisource Heterogeneous Data for Financial Risk Prediction: A Novel Hybrid-Strategy-Based Self-Adaptive Method39 cited
    • 2022When Algorithms Err : Differential Impact of Early vs. Late Errors on Users’ Reliance on Algorithms30 cited
    • 2018Effect of Digitalized Rumor Clarification on Stock Markets30 cited