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From Returns to Tweets and Back: An Investigation of the Stocks in the Dow Jones Industrial Average
16 references·0 citing·47 second hop
From Returns to Tweets and Back: An Investigation of the Stocks in the Dow Jones Industrial Average (2017)From Returns to Tweets and Back: An Inves…Tweets and Trades: the Information Content of Stock Microblogs (2013)Tweets and Trades: the Inform…Predicting the Present with Google Trends (2012)Predicting the Present with G…Automatic Crime Prediction Using Events Extracted from Twitter Posts (2012)Automatic Crime Prediction Us…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear” (2011)Predicting Stock Market Indic…In Search of Attention (2011)In Search of AttentionForecasting private consumption: survey-based indicators vs. Google trends (2011)Forecasting private consumpti…Widespread Worry and the Stock Market (2010)Widespread Worry and the Stoc…Using web-based search data to predict macroeconomic statistics (2005)Using web-based search data t…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards (2001)Is All that Talk Just Noise? …Incorporating volatility updating into the historical simulation method for value-at-risk (1998)Incorporating volatility upda…Multivariate Simultaneous Generalized ARCH (1995)Multivariate Simultaneous Gen…Testing for a Unit Root (1993)Testing for a Unit RootTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Bounds testing approaches to the analysis of level relationships (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Dynamic Conditional Correlation (2002)Modeling and Forecasting Realized Volatility (2003)Election Forecasts With Twitter (2010)Predicting the Future with Social Media (2010)Sentiment analysis on social media for stock movement prediction (2015)A systematic review of fundamental and technical analysis of stock market predictions (2019)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Noise Trader Risk in Financial Markets (1990)Illiquidity and stock returns: cross-section and time-series effects (2002)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)Intraday online investor sentiment and return patterns in the U.S. stock market (2017)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Statistical analysis of cointegration vectors (1988)The relationship between energy consumption, energy prices and economic growth: time series evidence from Asian developing countries (2000)Tourism as a Long-Run Economic Growth Factor: An Empirical Investigation for Greece Using Causality Analysis (2004)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)Textual Analysis in Accounting and Finance: A Survey (2016)Big data in tourism research: A literature review (2018)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 1995Multivariate Simultaneous Generalized ARCH4,510 cited
  • 2011In Search of Attention3,088 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2012Predicting the Present with Google Trends2,353 cited
  • 1993Testing for a Unit Root872 cited
  • 2011Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”643 cited
  • 2013Tweets and Trades: the Information Content of Stock Microblogs561 cited
  • 2011Forecasting private consumption: survey-based indicators vs. Google trends560 cited
  • 1998Incorporating volatility updating into the historical simulation method for value-at-risk352 cited
  • 2012Automatic Crime Prediction Using Events Extracted from Twitter Posts344 cited
  • 2001Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards297 cited
  • 2010Widespread Worry and the Stock Market286 cited

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  • 2005Using web-based search data to predict macroeconomic statistics260 cited
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