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How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value
16 references·0 citing·42 second hop
How are social and mass media different in relation to the stock market? A study on topic coverage and predictive value (2021)How are social and mass media different i…On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services (2018)On the Fintech Revolution: In…Social Media and Fake News in the 2016 Election (2017)Social Media and Fake News in…Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Media Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…The dark side of information: overload, anxiety and other paradoxes and pathologies (2008)The dark side of information:…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? …Unit root tests for panel data (2001)Unit root tests for panel dataOn Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION (1976)ON THE EFFICIENCY OF COMPETIT…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Testing for unit roots in heterogeneous panels (2003)A simple panel unit root test in the presence of cross‐section dependence (2007)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Of Conspiracy Theories (1999)Persuasion: Empirical Evidence (2010)Effective Messages in Vaccine Promotion: A Randomized Trial (2014)The science of fake news (2018)Cultural Backlash (2019)Using social and behavioural science to support COVID-19 pandemic response (2020)Consumer credit-risk models via machine-learning algorithms (2010)Digital Finance and FinTech: current research and future research directions (2017)A Systematic Review of the Literature on Digital Transformation: Insights and Implications for Strategy and Organizational Change (2020)Digital finance, green technological innovation and energy-environmental performance: Evidence from China's regional economies (2021)Environmental decentralization, digital finance and green technology innovation (2022)The Cross-Section of Expected Stock Returns (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Textual Analysis in Accounting and Finance: A Survey (2016)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Econometrics of Financial Markets (2012)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2017Social Media and Fake News in the 2016 Election6,737 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 2011Twitter mood predicts the stock market5,204 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
  • 2001Unit root tests for panel data4,109 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
  • 2018On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services2,128 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 1976ON THE EFFICIENCY OF COMPETITIVE STOCK MARKETS WHERE TRADES HAVE DIVERSE INFORMATION1,438 cited
  • 2008The dark side of information: overload, anxiety and other paradoxes and pathologies

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1,410 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,249 cited
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