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The Customer Knows Best: The Investment Value of Consumer Opinions
16 references·16 citing·36 second hopsampled
The Customer Knows Best: The Investment Value of Consumer Opinions (2016)The Customer Knows Best: The Investment V…A five-factor asset pricing model (2014)A five-factor asset pricing m…The other side of value: The gross profitability premium (2013)The other side of value: The …The dynamics of crowdfunding: An exploratory study (2013)The dynamics of crowdfunding:…In Search of Attention (2011)In Search of AttentionInvestor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)More Than Words: Quantifying …Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…The Limits of Arbitrage (1995)The Limits of ArbitrageCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Premiums for High Quality Products as Returns to Reputations (1983)Premiums for High Quality Pro…The Use and Usefulness of Big Data in Finance: Evidence from Financial Analysts (2024)The Use and Usefulness of Big…Exploring the relationship between digital transformation and green innovation: The mediating role of financing modes (2024)Exploring the relationship be…Innovative Data – Use-cases in Management Accounting Research and Practice (2023)Innovative Data – Use-cases i…How Much Does Workplace Sexual Harassment Hurt Firm Value? (2023)How Much Does Workplace Sexua…The benefits of transaction-level data: The case of NielsenIQ scanner data (2022)The benefits of transaction-l…Employee approval of CEOs and firm value: Evidence from Employees' choice awards (2022)Employee approval of CEOs and…Attention and Underreaction-Related Anomalies (2022)Attention and Underreaction-R…Voice of the Customers: Local Trust Culture and Consumer Complaints to the CFPB (2021)Voice of the Customers: Local…Real-time revenue and firm disclosure (2021)Real-time revenue and firm di…Public Disclosure and Consumer Financial Protection (2020)Public Disclosure and Consume…Employee satisfaction and the cost of corporate borrowing (2020)Employee satisfaction and the…Customer satisfaction and the cost of capital (2020)Customer satisfaction and the…Big data in finance: Evidence and challenges (2019)Big data in finance: Evidence…Asset Pricing in the Information Age: Employee Expectations and Stock Returns (2019)Asset Pricing in the Informat…Disaggregated Sales and Stock Returns (2018)Disaggregated Sales and Stock…Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic (2017)Information Acquisition and E…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Market Liquidity and Funding Liquidity (2008)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Job Market Signaling (1973)Interorganizational Endorsements and the Performance of Entrepreneurial Ventures (1999)Crowdfunding: Tapping the right crowd (2013)Signaling in Equity Crowdfunding (2015)Digital Entrepreneurship: Toward a Digital Technology Perspective of Entrepreneurship (2016)Investor Sentiment and the Cross‐Section of Stock Returns (2006)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)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)Textual Analysis in Accounting and Finance: A Survey (2016)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)Capital markets research in accounting (2001)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2013The dynamics of crowdfunding: An exploratory study4,256 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2011In Search of Attention3,088 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 1983Premiums for High Quality Products as Returns to Reputations2,325 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2013The other side of value: The gross profitability premium1,977 cited
  • 1999Do Industries Explain Momentum?1,770 cited

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  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • Cited by

    • 2024Exploring the relationship between digital transformation and green innovation: The mediating role of financing modes152 cited
    • 2020Customer satisfaction and the cost of capital69 cited
    • 2021Voice of the Customers: Local Trust Culture and Consumer Complaints to the CFPB67 cited
    • 2024The Use and Usefulness of Big Data in Finance: Evidence from Financial Analysts55 cited
    • 2019Asset Pricing in the Information Age: Employee Expectations and Stock Returns49 cited
    • 2022Attention and Underreaction-Related Anomalies48 cited
    • 2021Real-time revenue and firm disclosure42 cited
    • 2023How Much Does Workplace Sexual Harassment Hurt Firm Value?42 cited
    • 2018Disaggregated Sales and Stock Returns40 cited
    • 2023Innovative Data – Use-cases in Management Accounting Research and Practice39 cited
    • 2022The benefits of transaction-level data: The case of NielsenIQ scanner data39 cited
    • 2022Employee approval of CEOs and firm value: Evidence from Employees' choice awards38 cited
    • 2020Public Disclosure and Consumer Financial Protection37 cited
    • 2017Information Acquisition and Expected Returns: Evidence from EDGAR Search Traffic36 cited
    • 2020Employee satisfaction and the cost of corporate borrowing35 cited
    • 2019Big data in finance: Evidence and challenges32 cited