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The impact of Twitter-based sentiment on US sectoral returns
16 references·1 citing·41 second hop
The impact of Twitter-based sentiment on US sectoral returns (2022)The impact of Twitter-based sentiment on …Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Economic uncertainty before and during the COVID-19 pandemic (2020)Economic uncertainty before a…Does twitter predict Bitcoin? (2018)Does twitter predict Bitcoin?Intraday online investor sentiment and return patterns in the U.S. stock market (2017)Intraday online investor sent…The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices (2016)The impact of microblogging d…The Effects of Twitter Sentiment on Stock Price Returns (2015)The Effects of Twitter Sentim…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…The short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search (2011)Forecasting abnormal stock re…A consistent nonparametric test for nonlinear causality—Specification in time series regression (2011)A consistent nonparametric te…Investor sentiment and the mean–variance relation☆ (2010)Investor sentiment and the me…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…Consumer Confidence and Stock Returns (2003)Consumer Confidence and Stock…A test for independence based on the correlation dimension (1996)A test for independence based…The General Theory of Employment (1937)The General Theory of Employm…How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms? (2023)How does the COVID-19 pandemi…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Analysis of Financial Time Series (2006)Introductory Econometrics for Finance (2008)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Manager sentiment and stock returns (2018)COVID-19 lockdowns, stimulus packages, travel bans, and stock returns (2020)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)The General Theory of Employment, Interest and Money. (1936)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Noise Trader Risk in Financial Markets (1990)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)The impact of sentiment and attention measures on stock market volatility (2019)Economic policy uncertainty and corporate financialization: Evidence from China (2022)Artificial intelligence in Finance: a comprehensive review through bibliometric and content analysis (2024)Irreversibility, Uncertainty, and Cyclical Investment (1980)Investment Under Uncertainty. (1994)Measuring Economic Policy Uncertainty* (2016)A Literature Review of the Economics of Covid-19 (2020)COVID-19 pandemic and economic crisis: the Nigerian experience and structural causes (2020)Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies (2020)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Investor Psychology and Security Market Under‐ and Overreactions (1998)Policy Uncertainty and Corporate Investment (2015)Does the Stock Market Overreact? (1985)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
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  • 2015The Effects of Twitter Sentiment on Stock Price Returns394 cited
  • 2018Does twitter predict Bitcoin?381 cited
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  • 2011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search

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377 cited
  • 2011A consistent nonparametric test for nonlinear causality—Specification in time series regression314 cited
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    • 2023How does the COVID-19 pandemic shape the relationship between Twitter sentiment and stock liquidity of US firms?25 cited