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The association between stock price volatility and financial news – a sentiment analysis approach
16 references·4 citing·45 second hopsampled
The association between stock price volatility and financial news – a sentiment analysis approach (2017)The association between stock price volat…Sentiment analysis on social media for stock movement prediction (2015)Sentiment analysis on social …News impact on stock price return via sentiment analysis (2014)News impact on stock price re…Automated news reading: Stock price prediction based on financial news using context-capturing features (2013)Automated news reading: Stock…The impact of social and conventional media on firm equity value: A sentiment analysis approach (2012)The impact of social and conv…Evaluating sentiment in financial news articles (2012)Evaluating sentiment in finan…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…Manipulation of online reviews: An analysis of ratings, readability, and sentiments (2011)Manipulation of online review…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…Stock price reaction to public and private information (2006)Stock price reaction to publi…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model (1999)Stock Market Overreactions to…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…What Moves Stock Prices? (1988)What Moves Stock Prices?EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Predicting NEPSE index price using deep learning models (2022)Predicting NEPSE index price …Comparing traditional news and social media with stock price movements; which comes first, the news or the price change? (2022)Comparing traditional news an…A cooperative deep learning model for stock market prediction using deep autoencoder and sentiment analysis (2022)A cooperative deep learning m…Stock Market Analysis: A Review and Taxonomy of Prediction Techniques (2019)Stock Market Analysis: A Revi…The Adjustment of Stock Prices to New Information (1969)Efficient Capital Markets: II (1991)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The General Theory of Employment, Interest and Money. 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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)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)The Cross-Section of Expected Stock Returns (1992)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)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,316 cited
  • 1988What Moves Stock Prices?1,255 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
  • 2015Sentiment analysis on social media for stock movement prediction639 cited
  • 2011Manipulation of online reviews: An analysis of ratings, readability, and sentiments552 cited
  • 2014News impact on stock price return via sentiment analysis506 cited
  • 2012The impact of social and conventional media on firm equity value: A sentiment analysis approach497 cited
  • 2006Stock price reaction to public and private information439 cited
  • 2013Automated news reading: Stock price prediction based on financial news using context-capturing features

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375 cited
  • 2012Evaluating sentiment in financial news articles343 cited
  • Cited by

    • 2019Stock Market Analysis: A Review and Taxonomy of Prediction Techniques508 cited
    • 2022Predicting NEPSE index price using deep learning models37 cited
    • 2022Comparing traditional news and social media with stock price movements; which comes first, the news or the price change?26 cited
    • 2022A cooperative deep learning model for stock market prediction using deep autoencoder and sentiment analysis26 cited