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Tweeting the financial market: Media effect in the era of Big Data
16 references·0 citing·37 second hop
Tweeting the financial market: Media effect in the era of Big Data (2018)Tweeting the financial market: Media effe…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…A simple panel unit root test in the presence of cross‐section dependence (2007)A simple panel unit root test…The Effect of Word of Mouth on Sales: Online Book Reviews (2006)The Effect of Word of Mouth o…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Media Reputation as a Strategic Resource: An Integration of Mass Communication and Resource-Based Theories (2000)Media Reputation as a Strateg…Do Investors Trade Too Much? (1999)Do Investors Trade Too Much?A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)A Comparative Study of Unit R…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Statistical Methods for Meta-Analysis (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing for unit roots in heterogeneous panels (2003)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)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)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Medical Innovation: A Diffusion Study. (1967)Word-of-Mouth Communication and Social Learning (1995)Trust among strangers in internet transactions: Empirical analysis of eBay' s reputation system (2004)Customer Engagement Behavior: Theoretical Foundations and Research Directions (2010)Consumer engagement in a virtual brand community: An exploratory analysis (2011)What Makes Online Content Viral? (2011)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Testing slope homogeneity in large panels (2007)Testing for Granger non-causality in heterogeneous panels (2012)The effect of renewable energy consumption on economic growth: Evidence from top 38 countries (2015)
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References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 2007A simple panel unit root test in the presence of cross‐section dependence12,758 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
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  • 2006The Effect of Word of Mouth on Sales: Online Book Reviews5,993 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2011Twitter mood predicts the stock market5,204 cited
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  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2000Media Reputation as a Strategic Resource: An Integration of Mass Communication and Resource-Based Theories

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1,696 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
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