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Effects of Information Overload on Financial Markets: How Much Is Too Much?
16 references·0 citing·39 second hopsampled
Effects of Information Overload on Financial Markets: How Much Is Too Much? (2023)Effects of Information Overload on Financ…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…A five-factor asset pricing model (2014)A five-factor asset pricing m…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…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…A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)A Comprehensive Look at The E…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Information and the Cost of Capital (2004)Information and the Cost of C…Implications of rational inattention (2003)Implications of rational inat…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Comparing Predictive Accuracy (1995)Comparing Predictive AccuracyBusiness conditions and expected returns on stocks and bonds (1989)Business conditions and expec…Dividend yields and expected stock returns (1988)Dividend yields and expected …The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1956)The magical number seven, plu…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)Disappearing dividends: changing firm characteristics or lower propensity to pay? (2001)In Search of Attention (2011)Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts (2013)Textual Analysis in Accounting and Finance: A Survey (2016)EXPERIMENTAL PSYCHOLOGY (1940)An Analysis of Perceptual Confusions Among Some English Consonants (1955)Working Memory (1974)A scaling method for priorities in hierarchical structures (1977)The theory of planned behavior (1991)Preliminaries to speech analysis (2020)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)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)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Combining forecasts: A review and annotated bibliography (1989)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Digesting Anomalies: An Investment Approach (2012)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1956The magical number seven, plus or minus two: Some limits on our capacity for processing information.17,866 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model8,065 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1995Comparing Predictive Accuracy5,370 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,834 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 2003Implications of rational inattention3,869 cited
  • 1988Dividend yields and expected stock returns

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3,574 cited
  • 2004Information and the Cost of Capital3,171 cited
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