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Social media effect, investor recognition and the cross-section of stock returns
16 references·1 citing·26 second hop
Social media effect, investor recognition and the cross-section of stock returns (2019)Social media effect, investor recognition…The science of fake news (2018)The science of fake newsSocial Media and Fake News in the 2016 Election (2017)Social Media and Fake News in…A five-factor asset pricing model (2014)A five-factor asset pricing m…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…A Test of the Efficiency of a Given Portfolio (1989)A Test of the Efficiency of a…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…Which is more important in stock market forecasting: Attention or sentiment? (2023)Which is more important in st…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)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Of Conspiracy Theories (1999)Persuasion: Empirical Evidence (2010)Effective Messages in Vaccine Promotion: A Randomized Trial (2014)Cultural Backlash (2019)Using social and behavioural science to support COVID-19 pandemic response (2020)Market Liquidity and Funding Liquidity (2008)Asset pricing with liquidity risk (2005)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

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  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
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  • 2017Social Media and Fake News in the 2016 Election6,737 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
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  • 2011Twitter mood predicts the stock market5,204 cited
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  • 2004

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Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
2,369 cited

Cited by

  • 2023Which is more important in stock market forecasting: Attention or sentiment?31 cited