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News sentiment and bank credit risk
16 references·7 citing·40 second hopsampled
News sentiment and bank credit risk (2016)News sentiment and bank credit riskIntegración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Sentiment During Recessions (2012)Sentiment During RecessionsDeciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…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…Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements (2004)Informational efficiency of c…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The Investor Fear Gauge (2000)The Investor Fear GaugeStock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Spreads, Depths, and the Impa…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)ON THE PRICING OF CORPORATE D…Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market (2022)Sentiment spillover and price…From the “age of instability” to the “age of responsibility”: economic uncertainty and sustainable investments (2022)From the “age of instability”…News sentiment, credit spreads, and information asymmetry (2020)News sentiment, credit spread…MINING RISK-RELATED SENTIMENT IN CORPORATE ANNUAL REPORTS AND ITS EFFECT ON FINANCIAL PERFORMANCE (2020)MINING RISK-RELATED SENTIMENT…Forecasting with news sentiment: Evidence with UK newspapers (2020)Forecasting with news sentime…An alternative approach to predicting bank credit risk in Europe with Google data (2019)An alternative approach to pr…News Sentiment: A New Yield Curve Factor (2018)News Sentiment: A New Yield C…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)A five-factor asset pricing model (2014)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)The valuation of options for alternative stochastic processes (1976)An equilibrium characterization of the term structure (1977)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)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)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)In Search of Attention (2011)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 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
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2000The Investor Fear Gauge1,097 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis979 cited
  • 1993Stock Prices, News, and Business Conditions

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675 cited
  • 2004Informational efficiency of credit default swap and stock markets: The impact of credit rating announcements655 cited
  • Cited by

    • 2020Forecasting with news sentiment: Evidence with UK newspapers40 cited
    • 2022Sentiment spillover and price dynamics: Information flow in the cryptocurrency and stock market39 cited
    • 2020MINING RISK-RELATED SENTIMENT IN CORPORATE ANNUAL REPORTS AND ITS EFFECT ON FINANCIAL PERFORMANCE34 cited
    • 2022From the “age of instability” to the “age of responsibility”: economic uncertainty and sustainable investments33 cited
    • 2019An alternative approach to predicting bank credit risk in Europe with Google data28 cited
    • 2018News Sentiment: A New Yield Curve Factor22 cited
    • 2020News sentiment, credit spreads, and information asymmetry20 cited