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Monetary policy on twitter and asset prices: Evidence from computational text analysis
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References

  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2011topicmodels : An R Package for Fitting Topic Models1,071 cited
  • 2009Real-Time Measurement of Business Conditions916 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2017Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*633 cited
  • 2015Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication390 cited
  • 2013The Signaling Channel for Federal Reserve Bond Purchases315 cited
  • 2015Tapering talk: The impact of expectations of reduced Federal Reserve security purchases on emerging markets264 cited
  • 2014The Transmission of Federal Reserve Tapering News to Emerging Financial Markets256 cited
  • 2009Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements208 cited
  • 2014Impact of Fed Tapering Announcements on Emerging Markets161 cited
  • 2015Text Mining for Central Banks154 cited
  • 2016The Wisdom of Twitter Crowds: Predicting Stock Market Reactions to FOMC Meetings via Twitter Feeds

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111 cited
  • 2010Text Mining and the Information Content of Bank of Canada Communications53 cited
  • Cited by

    • 2019Bank risk aggregation with forward-looking textual risk disclosures30 cited
    • 2021Interdependence between monetary policy and asset prices in ASEAN-5 countries23 cited