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Big Data Algorithmic Trading Systems Based on Investors’ Mood
16 references·0 citing·51 second hop
Big Data Algorithmic Trading Systems Based on Investors’ Mood (2018)Big Data Algorithmic Trading Systems Base…Investor Sentiment and Stock Market Liquidity (2015)Investor Sentiment and Stock …Quantifying Wikipedia Usage Patterns Before Stock Market Moves (2013)Quantifying Wikipedia Usage P…Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market (2010)Exploitable Predictable Irrat…Endogenous steroids and financial risk taking on a London trading floor (2008)Endogenous steroids and finan…Sports Sentiment and Stock Returns (2007)Sports Sentiment and Stock Re…Is it the weather? (2007)Is it the weather?Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Consumer Confidence and Asset…Are investors moonstruck? Lunar phases and stock returns (2006)Are investors moonstruck? Lun…Social Mood and Financial Economics (2005)Social Mood and Financial Eco…Good Day Sunshine: Stock Returns and the Weather (2003)Good Day Sunshine: Stock Retu…The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)The Halloween Indicator, “Sel…The Influence of Gender on the Perception and Response to Investment Risk: The Case of Professional Investors (2001)The Influence of Gender on th…Measuring Bubble Expectations and Investor Confidence (2000)Measuring Bubble Expectations…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …The Sharpe Ratio (1994)The Sharpe RatioPortfolio Selection (1952)Portfolio SelectionThe Neural Basis of Financial Risk Taking (2005)Frames, Biases, and Rational Decision-Making in the Human Brain (2006)Testosterone and financial risk preferences (2008)Prejudice and truth about the effect of testosterone on human bargaining behaviour (2009)THE FINANCIAL CRISIS AND THE SYSTEMIC FAILURE OF THE ECONOMICS PROFESSION (2009)Noise Trader Risk in Financial Markets (1990)A Simple Model of Herd Behavior (1992)The Role of Feelings in Investor Decision-Making (2005)Corporate social responsibility and media coverage (2015)Predicting short-term stock prices using ensemble methods and online data sources (2018)The Quarterly Journal of Economics (2024)The General Theory of Employment, Interest and Money. (1936)Risk, Ambiguity, and the Savage Axioms (1961)Advances in prospect theory: Cumulative representation of uncertainty (1992)CFO Gender and Accruals Quality (2010)Gender Differences in Financial Reporting Decision Making: Evidence from Accounting Conservatism (2014)Gender Diversity and Securities Fraud (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Prospect Theory: An Analysis of Decision under Risk (1979)Generalized autoregressive conditional heteroskedasticity (1986)Prospect theory: An analysis of decision under risk (1988)Investor Sentiment in the Stock Market (2007)Sentiment During Recessions (2012)Behavioral Finance (2015)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Out of Control: Visceral Influences on Behavior (1996)The Role of Emotions in Marketing (1999)Risk as feelings. (2001)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Do Investors Value Sustainability? A Natural Experiment Examining Ranking and Fund Flows (2017)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor sentiment and stock returns: Some international evidence (2009)Global, local, and contagious investor sentiment (2011)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)Winter Blues: A SAD Stock Market Cycle (2003)Seasonality in the cross-section of stock returns☆ (2007)Striking oil: Another puzzle? (2008)On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)The financial economics of gold — A survey (2015)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)
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References

  • 1952Portfolio Selection4,609 cited
  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
  • 1994The Sharpe Ratio2,542 cited
  • 2003Good Day Sunshine: Stock Returns and the Weather1,742 cited
  • 2007Sports Sentiment and Stock Returns1,045 cited
  • 2006Consumer Confidence and Asset Prices: Some Empirical Evidence961 cited
  • 2008Endogenous steroids and financial risk taking on a London trading floor682 cited
  • 2005Social Mood and Financial Economics535 cited
  • 2002The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle413 cited
  • 2001The Influence of Gender on the Perception and Response to Investment Risk: The Case of Professional Investors373 cited
  • 2000Measuring Bubble Expectations and Investor Confidence371 cited
  • 2013Quantifying Wikipedia Usage Patterns Before Stock Market Moves318 cited
  • 2006Are investors moonstruck? Lunar phases and stock returns280 cited
  • 2015Investor Sentiment and Stock Market Liquidity228 cited

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2010
Exploitable Predictable Irrationality: The FIFA World Cup Effect on the U.S. Stock Market
181 cited
  • 2007Is it the weather?175 cited
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