SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Underreaction to News in the US Stock Market
16 references·14 citing·32 second hop
Underreaction to News in the US Stock Market (2015)Underreaction to News in the US Stock Mar…American Economic Review (2019)American Economic ReviewWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…The economic implications of corporate financial reporting (2005)The economic implications of …Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Textual sentiment of comments and collapse of P2P platforms: Evidence from China's P2P market (2021)Textual sentiment of comments…Influences of sentiment from news articles on EU carbon prices (2021)Influences of sentiment from …Media tone and expected stock returns (2020)Media tone and expected stock…A review on textual analysis of corporate disclosure according to the evolution of different automated methods (2020)A review on textual analysis …Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes (2019)Stock Price Reactions to Wire…News media analytics in finance: a survey (2019)News media analytics in finan…First to “Read” the News: News Analytics and Algorithmic Trading (2019)First to “Read” the News: New…Daily market news sentiment and stock prices (2019)Daily market news sentiment a…Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy (2018)Reaction to news in the Chine…Predicting FTSE 100 returns and volatility using sentiment analysis (2018)Predicting FTSE 100 returns a…News-based sentiment analysis in real estate: a machine learning approach (2018)News-based sentiment analysis…Stock Price Reaction to News: The Joint Effect of Tone and Attention on Momentum (2017)Stock Price Reaction to News:…News versus Sentiment: Predicting Stock Returns from News Stories (2016)News versus Sentiment: Predic…Herding in Analysts' Recommendations: The Role of Media (2015)Herding in Analysts' Recommen…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)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)Earnings Management During Import Relief Investigations (1991)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The theory and practice of corporate finance: evidence from the field (2001)Earnings Management through Real Activities Manipulation (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)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)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Upper Echelons: The Organization as a Reflection of Its Top Managers (1984)The Relational View: Cooperative Strategy and Sources of Interorganizational Competitive Advantage (1998)The Promise of Entrepreneurship as a Field of Research (2000)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2019American Economic Review10,902 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2005The economic implications of corporate financial reporting6,337 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

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

2,639 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • Cited by

    • 2019Daily market news sentiment and stock prices85 cited
    • 2016News versus Sentiment: Predicting Stock Returns from News Stories82 cited
    • 2021Influences of sentiment from news articles on EU carbon prices72 cited
    • 2015Herding in Analysts' Recommendations: The Role of Media57 cited
    • 2019First to “Read” the News: News Analytics and Algorithmic Trading55 cited
    • 2018News-based sentiment analysis in real estate: a machine learning approach55 cited
    • 2020A review on textual analysis of corporate disclosure according to the evolution of different automated methods52 cited
    • 2018Reaction to news in the Chinese stock market: A study on Xiong’an New Area Strategy48 cited
    • 2018Predicting FTSE 100 returns and volatility using sentiment analysis44 cited
    • 2020Media tone and expected stock returns36 cited
    • 2019News media analytics in finance: a survey29 cited
    • 2017Stock Price Reaction to News: The Joint Effect of Tone and Attention on Momentum29 cited
    • 2019Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes21 cited
    • 2021Textual sentiment of comments and collapse of P2P platforms: Evidence from China's P2P market16 cited