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Twitter sentiment and stock market: a COVID-19 analysis
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Twitter sentiment and stock market: a COVID-19 analysis (2023)Twitter sentiment and stock market: a COV…The Unprecedented Stock Market Reaction to COVID-19 (2020)The Unprecedented Stock Marke…Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Stock markets’ reaction to CO…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…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)COVID-19 pandemic, oil prices…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …Sentiment During Recessions (2012)Sentiment During RecessionsEstimating dynamic panel models in corporate finance (2012)Estimating dynamic panel mode…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…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…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …The Investor Fear Gauge (2000)The Investor Fear GaugeCritical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors (1999)Critical Values for Cointegra…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Estimating long-run relationships from dynamic heterogeneous panels (1995)Estimating long-run relations…Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle? (2023)Crisis sentiment and banks’ s…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Biases in Dynamic Models with Fixed Effects (1981)Economic Growth in a Cross Section of Countries (1989)Economic Growth in a Cross Section of Countries (1991)Econometric Analysis of Cross Section and Panel Data (2001)Testing for unit roots in heterogeneous panels (2003)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)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)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)An Economic Theory of Democracy. (1958)Distributive Politics and Economic Growth (1994)The Impact of Uncertainty Shocks (2009)Political uncertainty and risk premia (2013)The Asset-Pricing Implications of Government Economic Policy Uncertainty (2015)Carbon Tail Risk (2018)The Role of Monetary Policy (1995)Measuring Uncertainty (2015)Measuring Geopolitical Risk (2022)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Financial contagion during COVID–19 crisis (2020)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Testing for Error Correction in Panel Data* (2007)Introductory Econometrics for Finance (2008)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1999Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors6,715 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited
  • 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
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  • 2020COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach1,488 cited
  • 2020Stock markets’ reaction to COVID-19: Cases or fatalities?1,253 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2000

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The Investor Fear Gauge
1,097 cited
  • 2012Estimating dynamic panel models in corporate finance841 cited
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    • 2023Crisis sentiment and banks’ stock price crash risk: A missing piece of the puzzle?26 cited