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Twitter Sentiment and IPO Performance: A Cross-Sectional Examination
16 references·4 citing·43 second hopsampled
Twitter Sentiment and IPO Performance: A Cross-Sectional Examination (2016)Twitter Sentiment and IPO Performance: A …Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear” (2011)Predicting Stock Market Indic…In Search of Attention (2011)In Search of AttentionDoes 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‐…Predictable behavior, profits, and attention (2007)Predictable behavior, profits…Investor Sentiment in the Stock Market (2007)Investor Sentiment in the Sto…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…Investor Sentiment and Pre‐IPO Markets (2006)Investor Sentiment and Pre‐IP…Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Why Has IPO Underpricing Changed Over Time (2004)Why Has IPO Underpricing Chan…Behavioral finance (2003)Behavioral financeWhy Don’t Issuers Get Upset About Leaving Money on the Table in IPOs? (2002)Why Don’t Issuers Get Upset A…Partial Adjustment to Public Information and IPO Underpricing (2002)Partial Adjustment to Public …A Review of IPO Activity, Pricing, and Allocations (2002)A Review of IPO Activity, Pri…THE MARKET'S PROBLEMS WITH THE PRICING OF INITIAL PUBLIC OFFERINGS (1994)THE MARKET'S PROBLEMS WITH TH…Twitter sentiment and stock market: a COVID-19 analysis (2023)Twitter sentiment and stock m…Using Deep Learning to Develop a Stock Price Prediction Model Based on Individual Investor Emotions (2020)Using Deep Learning to Develo…Liquidity Risk and Investors’ Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index (2019)Liquidity Risk and Investors’…The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments (2017)The “Sixth” Factor—A Social M…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)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Influencing Initial Public Offering Investors with Prestige: Signaling with Board Structures (2003)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)Optimum consumption and portfolio rules in a continuous-time model (1971)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Links and Predictable Returns (2008)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)The "Hot Issue" Market of 1980 (1984)Initial Public Offerings and Underwriter Reputation (1990)Which Shorts Are Informed? (2007)Religious beliefs, gambling attitudes, and financial market outcomes (2011)Corruption culture and corporate misconduct (2016)On Persistence in Mutual Fund Performance (1997)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)… and the Cross-Section of Expected Returns (2015)Toward a positive theory of consumer choice (1980)Why Has IPO Underpricing Changed Over Time? (2002)DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)Prospect theory, mental accounting, and momentum (2005)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)
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References

  • 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
  • 2011In Search of Attention3,088 cited
  • 2002A Review of IPO Activity, Pricing, and Allocations2,452 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 2004Why Has IPO Underpricing Changed Over Time1,630 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
  • 2002Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs?1,384 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
  • 2003Behavioral finance525 cited
  • 2002Partial Adjustment to Public Information and IPO Underpricing491 cited
  • 1994THE MARKET'S PROBLEMS WITH THE PRICING OF INITIAL PUBLIC OFFERINGS490 cited
  • 2007Investor Sentiment in the Stock Market432 cited
  • 2006Investor Sentiment and Pre‐IPO Markets408 cited
  • 2007Predictable behavior, profits, and attention

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384 cited

Cited by

  • 2019Liquidity Risk and Investors’ Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index42 cited
  • 2023Twitter sentiment and stock market: a COVID-19 analysis39 cited
  • 2020Using Deep Learning to Develop a Stock Price Prediction Model Based on Individual Investor Emotions39 cited
  • 2017The “Sixth” Factor—A Social Media Factor Derived Directly from Tweet Sentiments21 cited