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Artificial intelligence, news sentiment, and property market liquidity
16 references·0 citing·31 second hop
Artificial intelligence, news sentiment, and property market liquidity (2019)Artificial intelligence, news sentiment, …Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Market liquidity as a sentiment indicator (2004)Market liquidity as a sentime…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices (2003)Controlling for the Impact of…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Predicting Housing Value: A Comparison of Multiple Regression Analysis and Artificial Neural Networks (2001)Predicting Housing Value: A C…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Commonality in liquidity (2000)Commonality in liquidityAn Exploration of Neural Networks and Its Application to Real Estate Valuation (1995)An Exploration of Neural Netw…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Cost of Transacting (1968)The Cost of TransactingCo-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Liquidity and leverage (2008)Risk, Return, and Equilibrium: Empirical Tests (1973)Do liquidity measures measure liquidity?☆ (2009)Information Effects on the Bid-Ask Spread (1983)Market Liquidity and Trading Activity (2001)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1968The Cost of Transacting1,909 cited
  • 2000Commonality in liquidity1,748 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,249 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis514 cited
  • 2001Predicting Housing Value: A Comparison of Multiple Regression Analysis and Artificial Neural Networks313 cited
  • 1995An Exploration of Neural Networks and Its Application to Real Estate Valuation266 cited

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  • 2003Controlling for the Impact of Variable Liquidity in Commercial Real Estate Price Indices266 cited
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