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Effect of Digitalized Rumor Clarification on Stock Markets
16 references·0 citing·39 second hop
Effect of Digitalized Rumor Clarification on Stock Markets (2018)Effect of Digitalized Rumor Clarification…Social Media and Firm Equity Value (2012)Social Media and Firm Equity …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…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…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…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar (2001)Contagious Speculation and a …Liquidity and stock returns: An alternative test (1998)Liquidity and stock returns: …A Survey of Corporate Governance (1997)A Survey of Corporate Governa…The hidden costs of stock market liquidity (1993)The hidden costs of stock mar…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Measuring security price performance (1980)Measuring security price perf…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)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)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)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997A Survey of Corporate Governance16,237 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1980Measuring security price performance3,330 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 1998Liquidity and stock returns: An alternative test1,318 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 1993The hidden costs of stock market liquidity1,020 cited
  • 2001Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar924 cited
  • 2009Textual analysis of stock market prediction using breaking financial news777 cited

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2012
Social Media and Firm Equity Value
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