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Event Study: Advanced Machine Learning and Statistical Technique for Analyzing Sustainability in Banking Stocks
16 references·0 citing·46 second hopsampled
Event Study: Advanced Machine Learning and Statistical Technique for Analyzing Sustainability in Banking Stocks (2021)Event Study: Advanced Machine Learning an…Investment strategies applied to the Brazilian stock market: A methodology based on Sentiment Analysis with deep learning (2021)Investment strategies applied…Don't talk too bad! stock market reactions to bank corporate governance news (2020)Don't talk too bad! stock mar…Natural language based financial forecasting: a survey (2017)Natural language based financ…Artificial Neural Networks architectures for stock price prediction: comparisons and applications (2016)Artificial Neural Networks ar…Deep learning for event-driven stock prediction (2015)Deep learning for event-drive…The Global Crisis and Equity Market Contagion (2014)The Global Crisis and Equity …News impact on stock price return via sentiment analysis (2014)News impact on stock price re…Who Writes the News? Corporate Press Releases during Merger Negotiations (2013)Who Writes the News? Corporat…Automated news reading: Stock price prediction based on financial news using context-capturing features (2013)Automated news reading: Stock…An Automated Framework for Incorporating News into Stock Trading Strategies (2013)An Automated Framework for In…Evaluating sentiment in financial news articles (2012)Evaluating sentiment in finan…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…Handcuffs for the Grabbing Hand? Media Capture and Government Accountability (2006)Handcuffs for the Grabbing Ha…Market valuation of European bank mergers (1999)Market valuation of European …Event Studies in Economics and Finance (1997)Event Studies in Economics an…The CAPM Is Alive and Well (1993)The CAPM Is Alive and WellMore Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)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 Behavior of Stock-Market Prices (1965)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Text mining for market prediction: A systematic review (2014)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)Corruption and Growth (1995)Law and Finance (1998)The quality of government (1999)The Market for News (2005)Exposing Corrupt Politicians: The Effects of Brazil's Publicly Released Audits on Electoral Outcomes * (2008)What Drives Media Slant? Evidence From U.S. Daily Newspapers (2010)Twitter mood predicts the stock market (2011)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Generación de series de tiempo financieras sintéticas para "data augmentation" usando redes neuronales generativas adversarias (GAN) (2021)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Conversational Memory Network for Emotion Recognition in Dyadic Dialogue Videos (2018)Applications of deep learning in stock market prediction: Recent progress (2021)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)On the International Spillovers of US Quantitative Easing (2016)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Banking sector performance during the COVID-19 crisis (2021)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Cross-Section of Expected Stock Returns (1992)Agency costs of free cash flow, corporate finance, and takeovers (1996)The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes (2014)Corporate social responsibility and media coverage (2015)Textual Analysis in Accounting and Finance: A Survey (2016)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Common risk factors in the returns on stocks and bonds (1993)In Search of Attention (2011)Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis (2021)
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References

  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2006Handcuffs for the Grabbing Hand? Media Capture and Government Accountability1,163 cited
  • 2014The Global Crisis and Equity Market Contagion720 cited
  • 2015Deep learning for event-driven stock prediction686 cited
  • 2014News impact on stock price return via sentiment analysis506 cited
  • 2013Who Writes the News? Corporate Press Releases during Merger Negotiations481 cited
  • 2017Natural language based financial forecasting: a survey419 cited
  • 2013Automated news reading: Stock price prediction based on financial news using context-capturing features375 cited
  • 2012Evaluating sentiment in financial news articles343 cited
  • 2016Artificial Neural Networks architectures for stock price prediction: comparisons and applications206 cited
  • 2013An Automated Framework for Incorporating News into Stock Trading Strategies96 cited
  • 1993The CAPM Is Alive and Well85 cited
  • 2021Investment strategies applied to the Brazilian stock market: A methodology based on Sentiment Analysis with deep learning74 cited
  • 1999Market valuation of European bank mergers

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69 cited
  • 2020Don't talk too bad! stock market reactions to bank corporate governance news51 cited
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