SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock‐induced Google trends and the predictability of sectoral stock returns
16 references·4 citing·48 second hopsampled
Stock‐induced Google trends and the predictability of sectoral stock returns (2020)Stock‐induced Google trends and the predi…Oil Price News and COVID-19—Is There Any Connection? (2020)Oil Price News and COVID-19—I…Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis (2020)Impact of the COVID-19 Pandem…COVID-19: Media coverage and financial markets behavior—A sectoral inquiry (2020)COVID-19: Media coverage and …COVID-19 and Corporate Performance in the Energy Industry (2020)COVID-19 and Corporate Perfor…Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Modelling Asymmetric Cointegr…Has oil price predicted stock returns for over a century? (2014)Has oil price predicted stock…Quantifying Trading Behavior in Financial Markets Using Google Trends (2013)Quantifying Trading Behavior …Sentiment During Recessions (2012)Sentiment During RecessionsIn Search of Attention (2011)In Search of AttentionGoogle search volume and its influence on liquidity and returns of German stocks (2011)Google search volume and its …Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search (2011)Forecasting abnormal stock re…A new unit root test with two structural breaks in level and slope at unknown time (2010)A new unit root test with two…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…A Measure of Media Bias (2005)A Measure of Media BiasA Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…The predictive power of Bitcoin prices for the realized volatility of US stock sector returns (2023)The predictive power of Bitco…FINTECH, BANKS, AND THE COVID-19 PANDEMIC: EVIDENCE FROM INDONESIA (2022)FINTECH, BANKS, AND THE COVID…Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine (2021)Optimal hybrid framework for …Pandemics and the emerging stock markets (2020)Pandemics and the emerging st…Prospect Theory: An Analysis of Decision under Risk (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Prospect theory: An analysis of decision under risk (1988)Public debt and growth: Heterogeneity and non-linearity (2015)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Linking economic globalization, economic growth, financial development, and ecological footprint: Evidence from symmetric and asymmetric ARDL (2020)Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)The dynamic links between energy consumption, economic growth, financial development and trade in China: Fresh evidence from multivariate framework analysis (2013)The impact of economic complexity on carbon emissions: evidence from France (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)Stability in Competition (1929)Conditional logit analysis of qualitative choice behavior (1972)Stability in Competition (1990)Media Bias and Reputation (2005)Bias in Cable News: Persuasion and Polarization (2017)Partisan Polarization Is the Primary Psychological Motivation behind Political Fake News Sharing on Twitter (2021)A NEW MEASURE OF RANK CORRELATION (1938)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Computational Social Science (2009)BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era (2013)The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy (2014)COVID-19, lockdowns and well-being: Evidence from Google Trends (2020)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)News implied volatility and disaster concerns (2016)Textual Analysis in Accounting and Finance: A Survey (2016)Manager sentiment and stock returns (2018)A model of investor sentiment /Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)COVID-19 and stock market volatility: An industry level analysis (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Implications of COVID-19 Pandemic on the Global Trade Networks (2020)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)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)Who Gambles in the Stock Market? (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Attention to Global Warming (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework3,694 cited
  • 2011In Search of Attention3,088 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2005A Measure of Media Bias1,029 cited
  • 2013Quantifying Trading Behavior in Financial Markets Using Google Trends947 cited
  • 2010A new unit root test with two structural breaks in level and slope at unknown time725 cited
  • 2020COVID-19: Media coverage and financial markets behavior—A sectoral inquiry567 cited
  • 2011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search377 cited
  • 2020Oil Price News and COVID-19—Is There Any Connection?361 cited
  • 2014Has oil price predicted stock returns for over a century?351 cited
  • 2020COVID-19 and Corporate Performance in the Energy Industry311 cited
  • 2020Impact of the COVID-19 Pandemic on the Crude Oil and Stock Markets in the US: A Time-Varying Analysis

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

302 cited
  • 2011Google search volume and its influence on liquidity and returns of German stocks300 cited
  • Cited by

    • 2020Pandemics and the emerging stock markets90 cited
    • 2021Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine53 cited
    • 2023The predictive power of Bitcoin prices for the realized volatility of US stock sector returns33 cited
    • 2022FINTECH, BANKS, AND THE COVID-19 PANDEMIC: EVIDENCE FROM INDONESIA16 cited