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More than Words: Twitter Chatter and Financial Market Sentiment
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References

  • 2014A five-factor asset pricing model8,065 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 2001Consumption, Aggregate Wealth, and Expected Stock Returns2,187 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2015Irrational Exuberance1,430 cited
  • 2011Risk, Uncertainty and Monetary Policy1,330 cited
  • 2000The Equity Share in New Issues and Aggregate Stock Returns1,183 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,136 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2015Irrational Exuberance887 cited
  • 2017The Transmission of Monetary Policy Shocks

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