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Social media sentiment contagion and stock price jumps and crashes
16 references·0 citing·45 second hopsampled
Social media sentiment contagion and stock price jumps and crashes (2024)Social media sentiment contagion and stoc…Experimental evidence of massive-scale emotional contagion through social networks (2014)Experimental evidence of mass…Sentiment During Recessions (2012)Sentiment During RecessionsThe short of it: Investor sentiment and anomalies (2011)The short of it: Investor sen…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…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…Short sales, institutional investors and the cross-section of stock returns (2005)Short sales, institutional in…R2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Hedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)Forecasting crashes: trading …Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…Risk, Return, and Equilibrium: Empirical Tests (1973)Earnings Management During Import Relief Investigations (1991)The economic implications of corporate financial reporting (2005)CFOs versus CEOs: Equity incentives and crashes (2011)Corporate tax avoidance and stock price crash risk: Firm-level analysis (2011)Corporate social responsibility and stock price crash risk (2014)A Theory of Social Comparison Processes (1954)Bad is Stronger than Good (2001)Alone together: why we expect more from technology and less from each other (2011)Big other: Surveillance Capitalism and the Prospects of an Information Civilization (2015)Mental Health Problems and Social Media Exposure During COVID-19 Outbreak (2020)Using social and behavioural science to support COVID-19 pandemic response (2020)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Stock price synchronicity, crash risk, and institutional investors (2013)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)A model of investor sentiment / (1997)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Global, local, and contagious investor sentiment (2011)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Who Gambles in the Stock Market? (2009)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)In Search of Attention (2011)Textual Analysis in Accounting and Finance: A Survey (2016)Expected stock returns and volatility (1987)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)The Econometrics of Financial Markets (2012)Digital Economics (2019)
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References

  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,971 cited
  • 2014Experimental evidence of massive-scale emotional contagion through social networks3,959 cited
  • 2005R2 around the world: New theory and new tests☆2,843 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
  • 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices2,012 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle2,004 cited
  • 2011The short of it: Investor sentiment and anomalies1,781 cited
  • 1984Stock Prices and Social Dynamics1,617 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2005Short sales, institutional investors and the cross-section of stock returns1,186 cited
  • 2012Sentiment During Recessions1,156 cited

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  • 2004Hedge Funds and the Technology Bubble1,126 cited
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