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Informativeness of the market news sentiment in the Taiwan stock market
16 references·1 citing·29 second hop
Informativeness of the market news sentiment in the Taiwan stock market (2016)Informativeness of the market news sentim…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…The Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…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…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …MONEY, INCOME, AND CAUSALITY (1972)MONEY, INCOME, AND CAUSALITYEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Using Social Network Sentiment Analysis and Genetic Algorithm to Improve the Stock Prediction Accuracy of the Deep Learning-Based Approach (2023)Using Social Network Sentimen…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)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)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)On Persistence in Mutual Fund Performance (1997)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money. (1936)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)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Automatic Lag Selection in Covariance Matrix Estimation (1994)Introductory Econometrics for Finance (2008)Oil and the Macroeconomy since World War II (1983)Testing for Granger non-causality in heterogeneous panels (2012)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)… and the Cross-Section of Expected Returns (2015)
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References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
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  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
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  • 2004Market liquidity as a sentiment indicator1,245 cited
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  • 2011The Causal Impact of Media in Financial Markets1,125 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited

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  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
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    • 2023Using Social Network Sentiment Analysis and Genetic Algorithm to Improve the Stock Prediction Accuracy of the Deep Learning-Based Approach38 cited