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News sentiment and jumps in energy spot and futures markets
16 references·0 citing·36 second hop
News sentiment and jumps in energy spot and futures markets (2016)News sentiment and jumps in energy spot a…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Investor sentiment and stock returns: Some international evidence (2009)Investor sentiment and stock …The Black Swan: The Impact of the Highly Improbable (2008)The Black Swan: The Impact of…The black swan: the impact of the highly improbable (2007)The black swan: the impact of…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics (2007)Jumps in Financial Markets: A…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Power and Bipower Variation w…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Return Volatility and Trading…Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy (1989)Information and Volatility: T…Manias, Panics, and Crashes: A History of Financial Crises (1979)Manias, Panics, and Crashes: …The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Catastrophe (2004)Lessons from 60 years of pharmaceutical innovation (2009)Predictive Analytics in Information Systems Research1 (2011)Option pricing when underlying stock returns are discontinuous (1976)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Realized Variance and Market Microstructure Noise (2006)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)The short of it: Investor sentiment and anomalies (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)Developmental Evaluation: Applying Complexity Concepts to Enhance Innovation and Use (2010)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Why do humans reason? Arguments for an argumentative theory (2011)The Adaptive Markets Hypothesis (2004)From Financial Crash to Debt Crisis (2011)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Dividend yields and expected stock returns (1988)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)
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References

  • 1936The General Theory of Employment, Interest and Money.14,687 cited
  • 1936The General Theory of Employment, Interest and Money.12,863 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2007The black swan: the impact of the highly improbable3,508 cited
  • 1979Manias, Panics, and Crashes: A History of Financial Crises2,867 cited
  • 2008The Black Swan: The Impact of the Highly Improbable2,477 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,431 cited
  • 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
  • 2005Investor Sentiment and Asset Valuation1,143 cited
  • 1989Information and Volatility: The No-Arbitrage Martingale Approach to Timing and Resolution Irrelevancy1,047 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 1996Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility1,021 cited
  • 2009Investor sentiment and stock returns: Some international evidence

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909 cited
  • 2007Jumps in Financial Markets: A New Nonparametric Test and Jump Dynamics864 cited
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