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The role of media in the credit crunch: The case of the banking sector
16 references·8 citing·42 second hop
The role of media in the credit crunch: The case of the banking sector (2011)The role of media in the credit crunch: T…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…The Sharpe Ratio (1994)The Sharpe RatioTesting for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Bank Runs, Deposit Insurance, and Liquidity (1983)Bank Runs, Deposit Insurance,…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceTextual Analysis in Financial Research and Practice: A Literature Review (2025)Textual Analysis in Financial…Central Bank Communication about Climate Change (2022)Central Bank Communication ab…Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic (2021)Sentiment and hype of busines…The tone and readability of the media during the financial crisis: Evidence from pre-IPO media coverage (2019)The tone and readability of t…Does OPEC news sentiment influence stock returns of energy firms in the United States? (2018)Does OPEC news sentiment infl…Are Oil Price News Headlines Statistically and Economically Significant for Investors? (2017)Are Oil Price News Headlines …When EU Leaders Speak, the Markets Listen (2014)When EU Leaders Speak, the Ma…Pension plan participant choice: Evidence on defined benefit and defined contribution preferences (2013)Pension plan participant choi…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Financial Intermediation and Delegated Monitoring (1984)Financial Contagion (2000)Market Liquidity and Funding Liquidity (2008)A Monetary History of the United States, 1867-1960 (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)The General Theory of Employment, Interest and Money. (1936)Textual Analysis in Accounting and Finance: A Survey (2016)Oil and the Macroeconomy since World War II (1983)Testing for Granger non-causality in heterogeneous panels (2012)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1983Bank Runs, Deposit Insurance, and Liquidity9,689 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
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  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
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  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards

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2,369 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
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    • 2013Pension plan participant choice: Evidence on defined benefit and defined contribution preferences26 cited
    • 2019The tone and readability of the media during the financial crisis: Evidence from pre-IPO media coverage24 cited
    • 2022Central Bank Communication about Climate Change24 cited
    • 2014When EU Leaders Speak, the Markets Listen23 cited
    • 2025Textual Analysis in Financial Research and Practice: A Literature Review1 cited