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Analyzing Moroccan Stock Market using Machine Learning and Sentiment Analysis
16 references·0 citing·46 second hopsampled
Analyzing Moroccan Stock Market using Machine Learning and Sentiment Analysis (2020)Analyzing Moroccan Stock Market using Mac…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Firm-specific investor sentiment and the stock market response to earnings news (2019)Firm-specific investor sentim…Twitter's daily happiness sentiment and the predictability of stock returns (2017)Twitter's daily happiness sen…Investor sentiment and the price of oil (2017)Investor sentiment and the pr…Social media big data and capital markets—An overview (2016)Social media big data and cap…Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model (2015)Investor sentiment and its no…The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The Sum of All FEARS Investor…Investor attention, index performance, and return predictability (2014)Investor attention, index per…Facebook's daily sentiment and international stock markets (2014)Facebook's daily sentiment an…Can Facebook Predict Stock Market Activity? (2012)Can Facebook Predict Stock Ma…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Textual analysis of stock market prediction using breaking financial news (2009)Textual analysis of stock mar…Investor Sentiment in the Stock Market (2007)Investor Sentiment in the Sto…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…From Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Attention and Stock Market Volatility (2014)The relationship between corporate social responsibility and sustainable financial performance: firm‐level evidence from Taiwan (2018)Retail investor attention and stock price crash risk: Evidence from China (2019)The Behavior of Stock-Market Prices (1965)A Random Walk Down Wall Street (1973)Application of support vector machines in financial time series forecasting (2001)What can big data and text analytics tell us about hotel guest experience and satisfaction? (2014)Applications of deep learning in stock market prediction: Recent progress (2021)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Data mining with big data (2013)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social Media: Defining, Developing, and Divining (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Generalized autoregressive conditional heteroskedasticity (1986)Measuring Economic Policy Uncertainty* (2016)How China's current carbon trading policy affects carbon price? An investigation of the Shanghai Emission Trading Scheme pilot (2018)COVID-19: Structural Changes in the Relationship Between Investor Sentiment and Crude Oil Futures Price (2020)The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach (2021)Judgment under Uncertainty: Heuristics and Biases (1974)Market stress and herding (2004)How do business and financial cycles interact? (2011)What Are Microfoundations? (2013)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Manager sentiment and stock returns (2018)Feverish Stock Price Reactions to COVID-19* (2020)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Time Series Momentum (2011)Policy Uncertainty and Corporate Investment (2015)The short of it: Investor sentiment and anomalies (2011)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 2003From Efficient Markets Theory to Behavioral Finance2,139 cited
  • 2014The Sum of All FEARS Investor Sentiment and Asset Prices1,399 cited
  • 2009Textual analysis of stock market prediction using breaking financial news784 cited
  • 2007Investor Sentiment in the Stock Market588 cited
  • 2014Investor attention, index performance, and return predictability398 cited
  • 2017Investor sentiment and the price of oil232 cited
  • 2014Facebook's daily sentiment and international stock markets186 cited
  • 2015Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model140 cited
  • 2016Social media big data and capital markets—An overview127 cited
  • 2012Can Facebook Predict Stock Market Activity?113 cited
  • 2017Twitter's daily happiness sentiment and the predictability of stock returns

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  • 2019Firm-specific investor sentiment and the stock market response to earnings news79 cited
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