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The role of social sentiment in stock markets: a view from joint effects of multiple information sources
16 references·0 citing·37 second hopsampled
The role of social sentiment in stock markets: a view from joint effects of multiple information sources (2016)The role of social sentiment in stock mar…Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …When 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…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…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…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 …Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…The Limits of Arbitrage (1995)The Limits of ArbitrageSize and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…ARCH modeling in finance (1992)ARCH modeling in financeNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Pricing of Options and Corporate Liabilities (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Dynamic Conditional Correlation (2002)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)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. (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)An Intertemporal Capital Asset Pricing Model (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)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)Data mining with big data (2013)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social Media: Defining, Developing, and Divining (2015)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Text-Based Network Industries and Endogenous Product Differentiation (2011)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)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)A model of investor sentiment / (1997)Market Liquidity and Funding Liquidity (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1992ARCH modeling in finance4,343 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,431 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,316 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 1999Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model997 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
  • 2009Textual analysis of stock market prediction using breaking financial news

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784 cited
  • 1999Time series properties of an artificial stock market729 cited
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