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Asymmetric Effect of Media Tone on IPO Underpricing and Volatility
16 references·1 citing·37 second hop
Asymmetric Effect of Media Tone on IPO Underpricing and Volatility (2019)Asymmetric Effect of Media Tone on IPO Un…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…The Causal Impact of Media in Financial Markets (2011)The Causal Impact of Media in…Textual Analysis of Corporate Disclosures: A Survey of the Literature (2011)Textual Analysis of Corporate…All the News That's Fit to Reprint: Do Investors React to Stale Information? (2011)All the News That's Fit to Re…The Information Content of IPO Prospectuses (2010)The Information Content of IP…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Management's Tone Change, Post Earnings Announcement Drift and Accruals (2009)Management's Tone Change, Pos…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…A Review of IPO Activity, Pricing, and Allocations (2002)A Review of IPO Activity, Pri…Signalling by underpricing in the IPO market (1989)Signalling by underpricing in…What Moves Stock Prices? (1988)What Moves Stock Prices?A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Why new issues are underpriced (1986)Why new issues are underpricedInvestment banking, reputation, and the underpricing of initial public offerings (1986)Investment banking, reputatio…Impact of news sentiment and topics on IPO underpricing: US evidence (2021)Impact of news sentiment and …The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Role of Market Forces in Assuring Contractual Performance (1981)Initial Public Offerings and Underwriter Reputation (1990)Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)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)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)A Model of the Demand for Investment Banking Advising and Distribution Services for New Issues (1982)Information and the Cost of Capital (2004)Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings (1989)Grandstanding in the venture capital industry (1996)Conflict of Interest and the Credibility of Underwriter Analyst Recommendations (1999)Common risk factors in the returns on stocks and bonds (1993)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)Influencing Initial Public Offering Investors with Prestige: Signaling with Board Structures (2003)Why Has IPO Underpricing Changed Over Time (2004)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)… and the Cross-Section of Expected Returns (2015)
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References

  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1986Why new issues are underpriced2,788 cited
  • 1986Investment banking, reputation, and the underpricing of initial public offerings2,581 cited
  • 2002A Review of IPO Activity, Pricing, and Allocations2,452 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 1989Signalling by underpricing in the IPO market1,454 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2011The Causal Impact of Media in Financial Markets1,125 cited
  • 2009Management's Tone Change, Post Earnings Announcement Drift and Accruals712 cited
  • 2011All the News That's Fit to Reprint: Do Investors React to Stale Information?678 cited
  • 2011Textual Analysis of Corporate Disclosures: A Survey of the Literature605 cited

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  • 2010The Information Content of IPO Prospectuses600 cited
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    • 2021Impact of news sentiment and topics on IPO underpricing: US evidence24 cited