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Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks
16 references·2 citing·47 second hop
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1986Noise1,783 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2003Investor sentiment and the near-term stock market1,336 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2004Market liquidity as a sentiment indicator1,245 cited
  • 1990Positive-Negative Asymmetry in Evaluations: The Distinction Between Affective and Informational Negativity Effects1,128 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1992Measuring abnormal performance840 cited
  • 2005Manias, Panics and Crashes821 cited
  • 2014The VIX, the variance premium and stock market volatility812 cited
  • 2021Artificial intelligence and machine learning in finance: Identifying foundations, themes, and research clusters from bibliometric analysis

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  • 2023Interactions between investors’ fear and greed sentiment and Bitcoin prices68 cited
  • 2024Twenty-year tango: Exploring the reciprocal influence of macro-financial instability and climate risks22 cited