SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR
16 references·0 citing·44 second hop
The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR (2020)The industrial asymmetry of the stock pri…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Stock market index prediction using artificial neural network (2016)Stock market index prediction…Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market (2016)Can investor sentiment be use…Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)Bridging the divide in financ…Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Comparison of ARIMA and Artif…Noise Trading, Investor Sentiment Volatility, and Stock Returns (2009)Noise Trading, Investor Senti…Forecasting the volatility of stock price index (2006)Forecasting the volatility of…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Using neural networks for forecasting volatility of S&P 500 Index futures prices (2003)Using neural networks for for…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…Connectionist approach to time series prediction: an empirical test (1992)Connectionist approach to tim…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Forecasting with artificial neural networks: (1998)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Stock index forecasting based on a hybrid model (2011)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)A systematic review of fundamental and technical analysis of stock market predictions (2019)Temporal Relational Ranking for Stock Prediction (2019)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Efficient Capital Markets: II (1991)Illusion and well-being: A social psychological perspective on mental health. (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A model of investor sentiment / (1997)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)A neural network approach for credit risk evaluation (2007)Using artificial neural network models in stock market index prediction (2011)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Forecasting: theory and practice (2022)Judgment under Uncertainty: Heuristics and Biases (1974)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)Investor Sentiment and the Cross‐Section of Stock Returns (2006)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Tie Series Analysis, Forecasting, and Control (1995)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1971Time Series Analysis Forecasting and Control.6,904 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.13,097 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 2004Forecasting stock market movement direction with support vector machine1,163 cited
  • 2014Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction592 cited
  • 2016Stock market index prediction using artificial neural network423 cited
  • 2006Forecasting the volatility of stock price index236 cited
  • 2003Using neural networks for forecasting volatility of S&P 500 Index futures prices195 cited
  • 2016Bridging the divide in financial market forecasting: machine learners vs. financial economists

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

195 cited
  • 1992Connectionist approach to time series prediction: an empirical test179 cited
  • 2016Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market146 cited
  • 2009Noise Trading, Investor Sentiment Volatility, and Stock Returns60 cited
  • Cited by

    No citing works inside the corpus for this window.