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Social media bots and stock markets
16 references·7 citing·38 second hop
Social media bots and stock markets (2019)Social media bots and stock marketsThe spread of low-credibility content by social bots (2018)The spread of low-credibility…Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™ (2013)The Role of Dissemination in …The Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…In Search of Attention (2011)In Search of AttentionThe Role of the Business Press as an Information Intermediary (2009)The Role of the Business Pres…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers (2005)Thy Neighbor's Portfolio: Wor…Investor Sentiment and Asset Valuation (2005)Investor Sentiment and Asset …A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)A forecast comparison of vola…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …The impact of social media influencers on the financial market performance of firms (2024)The impact of social media in…BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing (2023)BeFi meets DeFi: A behavioral…Botometer 101: social bot practicum for computational social scientists (2022)Botometer 101: social bot pra…Whose speeches impact European markets: ECB's or the national central banks'? (2021)Whose speeches impact Europea…Does It Matter Where You Search? Twitter versus Traditional News Media (2021)Does It Matter Where You Sear…The parallel power in organizations’ defense: Exploring faith-holders and their crisis communication (2020)The parallel power in organiz…Social media, political uncertainty, and stock markets (2020)Social media, political uncer…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)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)Attention to Global Warming (2019)Comparing Predictive Accuracy (1994)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Volatility forecast comparison using imperfect volatility proxies (2010)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)Textual Analysis in Accounting and Finance: A Survey (2016)Prospect theory: An analysis of decision under risk (1988)Who Gambles in the Stock Market? (2009)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Investor Inattention and Friday Earnings Announcements (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)Can Twitter Help Predict Firm-Level Earnings and Stock Returns? (2017)Detection and Resolution of Rumours in Social Media (2018)Expected stock returns and volatility (1987)The Econometrics of Financial Markets (2012)Theory of Financial Decision Making. (1988)Forecasting Volatility in Financial Markets: A Review (2003)Does Algorithmic Trading Improve Liquidity? (2011)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2011In Search of Attention3,088 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?1,783 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,249 cited
  • 2011The Causal Impact of Media in Financial Markets1,125 cited
  • 2018The spread of low-credibility content by social bots1,123 cited
  • 2009The Role of the Business Press as an Information Intermediary1,116 cited
  • 2005Investor Sentiment and Asset Valuation1,092 cited
  • 2005Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers

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934 cited
  • 2013The Role of Dissemination in Market Liquidity: Evidence from Firms' Use of Twitter™814 cited
  • Cited by

    • 2022Botometer 101: social bot practicum for computational social scientists159 cited
    • 2023BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing39 cited
    • 2021Does It Matter Where You Search? Twitter versus Traditional News Media30 cited
    • 2024The impact of social media influencers on the financial market performance of firms28 cited
    • 2020Social media, political uncertainty, and stock markets26 cited
    • 2021Whose speeches impact European markets: ECB's or the national central banks'?24 cited
    • 2020The parallel power in organizations’ defense: Exploring faith-holders and their crisis communication11 cited