SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors
16 references·5 citing·42 second hopsampled
Investor sentiment and stock price jumps: A network analysis based on China’s carbon–neutral sectors (2023)Investor sentiment and stock price jumps:…Investor sentiment and stock returns: Global evidence (2021)Investor sentiment and stock …A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction (2021)A hybrid model integrating de…Text-based crude oil price forecasting: A deep learning approach (2018)Text-based crude oil price fo…Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Measuring the Frequency Dynam…Winners in the spotlight: Media coverage of fund holdings as a driver of flows (2014)Winners in the spotlight: Med…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)Roughing It Up: Including Jum…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…The Relative Contribution of Jumps to Total Price Variance (2005)The Relative Contribution of …Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Econometrics of Testing for J…Power and Bipower Variation with Stochastic Volatility and Jumps (2004)Power and Bipower Variation w…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Investor Sentiment and Stock Returns (2000)Investor Sentiment and Stock …Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)Answering the Skeptics: Yes, …The impact of ESG performance on corporate sustainable growth from the perspective of carbon sentiment (2024)The impact of ESG performance…RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures (2024)RETRACTED: Mapping fear in fi…Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis (2024)Demystifying the dynamic rela…Is it all about noise? Investor sentiment and risk nexus: evidence from China (2023)Is it all about noise? Invest…Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments (2023)Examining the interplay of gr…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Option pricing when underlying stock returns are discontinuous (1976)A Theory of the Term Structure of Interest Rates (1985)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Realized Variance and Market Microstructure Noise (2006)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The Cross‐Section of Volatility and Expected Returns (2006)Introductory Econometrics for Finance (2008)Specification Tests in Econometrics (1978)Stochastic Integration and Differential Equations (2005)The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Shocks (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On the Estimation of Security Price Volatilities from Historical Data (1980)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Modeling and Forecasting Realized Volatility (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Expected Stock Returns and Variance Risk Premia (2009)The VIX, the variance premium and stock market volatility (2014)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The Econometrics of Financial Markets (2012)Digital Economics (2019)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1998Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts3,380 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,380 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,431 cited
  • 2004Power and Bipower Variation with Stochastic Volatility and Jumps2,033 cited
  • 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*1,891 cited
  • 2007Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility1,586 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2005Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation1,346 cited
  • 2005The Relative Contribution of Jumps to Total Price Variance890 cited
  • 2000Investor Sentiment and Stock Returns648 cited
  • 2021A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction404 cited
  • 2014Winners in the spotlight: Media coverage of fund holdings as a driver of flows

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

361 cited
  • 2018Text-based crude oil price forecasting: A deep learning approach317 cited
  • 2021Investor sentiment and stock returns: Global evidence176 cited
  • Cited by

    • 2024The impact of ESG performance on corporate sustainable growth from the perspective of carbon sentiment35 cited
    • 2024RETRACTED: Mapping fear in financial markets: Insights from dynamic networks and centrality measures27 cited
    • 2024Demystifying the dynamic relationship between news sentiment index and ESG stocks: Evidence from time-frequency wavelet analysis26 cited
    • 2023Examining the interplay of green bonds and fossil fuel markets: The influence of investor sentiments19 cited
    • 2023Is it all about noise? Investor sentiment and risk nexus: evidence from China17 cited