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The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments
10 references·0 citing·37 second hopsampled
The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments (2017)The “Sixth” Factor—A Social Media Factor …Twitter Sentiment and IPO Performance: A Cross-Sectional Examination (2016)Twitter Sentiment and IPO Per…Trading on Twitter: The Financial Information Content of Emotion in Social Media (2014)Trading on Twitter: The Finan…Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear” (2011)Predicting Stock Market Indic…Does Public Financial News Resolve Asymmetric Information? (2010)Does Public Financial News Re…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)A circumplex model of affect. (1980)A social-media-based approach to predicting stock comovement (2015)Discovering public sentiment in social media for predicting stock movement of publicly listed companies (2017)KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments (2019)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Election Forecasts With Twitter (2010)Predicting the Future with Social Media (2010)Sentiment analysis on social media for stock movement prediction (2015)A systematic review of fundamental and technical analysis of stock market predictions (2019)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Textual Analysis in Accounting and Finance: A Survey (2016)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)How Wise Are Crowds? Insights from Retail Orders and Stock Returns (2013)Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)The Governance Effect of the Media's News Dissemination Role: Evidence from Insider Trading (2015)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Do Industries Explain Momentum? (1999)The Stock Market Valuation of Research and Development Expenditures (2001)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)On Persistence in Mutual Fund Performance (1997)Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)… and the Cross-Section of Expected Returns (2015)In Search of Attention (2011)Liquidity Risk and Investors’ Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index (2019)Using Deep Learning to Develop a Stock Price Prediction Model Based on Individual Investor Emotions (2020)Twitter sentiment and stock market: a COVID-19 analysis (2023)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
  • 2011Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”643 cited
  • 2010Does Public Financial News Resolve Asymmetric Information?544 cited
  • 2014Trading on Twitter: The Financial Information Content of Emotion in Social Media99 cited
  • 2016Twitter Sentiment and IPO Performance: A Cross-Sectional Examination49 cited

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