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Stock price crash prediction based on multimodal data machine learning models
16 references·0 citing·45 second hopsampled
Stock price crash prediction based on multimodal data machine learning models (2024)Stock price crash prediction based on mul…Manager sentiment and stock returns (2018)Manager sentiment and stock r…Textual Analysis in Accounting and Finance: A Survey (2016)Textual Analysis in Accountin…Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media (2014)Wisdom of Crowds: The Value o…Text mining for market prediction: A systematic review (2014)Text mining for market predic…Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Predicting stock and stock pr…A five-factor asset pricing model (2014)A five-factor asset pricing m…Sentiment During Recessions (2012)Sentiment During RecessionsWhen Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…Disclosure Tone and Shareholder Litigation (2011)Disclosure Tone and Sharehold…CFOs versus CEOs: Equity incentives and crashes (2011)CFOs versus CEOs: Equity ince…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Expected Idiosyncratic Skewness (2009)Expected Idiosyncratic Skewne…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Forecasting crashes: trading …Do Industries Explain Momentum? (1999)Do Industries Explain Momentu…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Accounting Conservatism and Stock Price Crash Risk: Firm‐level Evidence (2014)Religion and Stock Price Crash Risk (2015)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Digesting Anomalies: An Investment Approach (2012)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)Thirteen Ways to Look at the Correlation Coefficient (1988)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Firm-Level Political Risk: Measurement and Effects* (2019)Uniting the Tribes: Using Text for Marketing Insight (2019)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)R2 around the world: New theory and new tests☆ (2005)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Who Gambles in the Stock Market? (2009)Industry costs of equity (1997)The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)Stock price synchronicity and analyst coverage in emerging markets (2005)Does board gender diversity improve the informativeness of stock prices? (2011)The Effect of Word of Mouth on Sales: Online Book Reviews (2006)Social Network Sites: Definition, History, and Scholarship (2007)Can Twitter Help Predict Firm-Level Earnings and Stock Returns? (2016)Detection and Resolution of Rumours in Social Media (2018)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)Editor's Choice Digesting Anomalies: An Investment ApproachCAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 2014A five-factor asset pricing model8,065 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,431 cited
  • 2016Textual Analysis in Accounting and Finance: A Survey2,279 cited
  • 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices2,012 cited
  • 1999Do Industries Explain Momentum?1,770 cited
  • 2014Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media1,251 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
  • 2011CFOs versus CEOs: Equity incentives and crashes1,219 cited
  • 2014Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques1,174 cited
  • 2012Sentiment During Recessions1,156 cited
  • 2009Expected Idiosyncratic Skewness841 cited
  • 2018Manager sentiment and stock returns741 cited
  • 2014Text mining for market prediction: A systematic review

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630 cited
  • 2011Disclosure Tone and Shareholder Litigation597 cited
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