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Impact of News on the Trend of Stock Price Change: an Analysis based on the Deep Bidirectiona LSTM Model
11 references·0 citing·44 second hopsampled
Impact of News on the Trend of Stock Price Change: an Analysis based on the Deep Bidirectiona LSTM Model (2020)Impact of News on the Trend of Stock Pric…Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market (2018)Financial news-based stock mo…A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity (2018)A new graphic kernel method o…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data (2011)Predicting Financial Markets:…Does more information in stock price lead to greater or smaller idiosyncratic return volatility? (2010)Does more information in stoc…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …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)Market efficiency, long-term …?Investor sentiment? and the closed-end fund puzzle: A 7 percent solution (1993)?Investor sentiment? and the …Prospect theory: An analysis of decision under risk (1988)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The impact of sentiment and attention measures on stock market volatility (2019)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Analysts’ Incentives to Produce Industry-Level versus Firm-Specific Information (2011)Do Chinese internet stock message boards convey firm-specific information? (2018)Business sustainability factors and stock price informativeness (2020)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A model of investor sentiment / (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The Behavior of Stock-Market Prices (1965)Prospect Theory: An Analysis of Decision under Risk (1979)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)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)The impact of social and conventional media on firm equity value: A sentiment analysis approach (2012)Trade the tweet: Social media text mining and sparse matrix factorization for stock market prediction (2016)A self-regulated generative adversarial network for stock price movement prediction based on the historical price and tweets (2022)Prediction of SSE Shanghai Enterprises index based on bidirectional LSTM model of air pollutants (2022)A hybrid model for stock price prediction based on multi-view heterogeneous data (2024)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Predicting stock returns in the presence of COVID-19 pandemic: The role of health news (2020)Accurate Multivariate Stock Movement Prediction via Data-Axis Transformer with Multi-Level Contexts (2021)Deep reinforcement learning for stock portfolio optimization by connecting with modern portfolio theory (2023)The Cross-Section of Expected Stock Returns (1992)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The General Theory of Employment, Interest and Money. (1936)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2011Twitter mood predicts the stock market5,252 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1998Market 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.12,780 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 2018Financial news-based stock movement prediction using causality analysis of influence in the Korean stock market154 cited
  • 2011Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data145 cited
  • 2010Does more information in stock price lead to greater or smaller idiosyncratic return volatility?143 cited
  • 2018A new graphic kernel method of stock price trend prediction based on financial news semantic and structural similarity44 cited
  • 1993?Investor sentiment? and the closed-end fund puzzle: A 7 percent solution33 cited

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