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The handbook of news analytics in finance
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The handbook of news analytics in finance (2011)The handbook of news analytics in financeBuilding News Measures from Textual Data and an Application to Volatility Forecasting (2017)Building News Measures from T…Public news arrival and the idiosyncratic volatility puzzle (2016)Public news arrival and the i…Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach (2015)Public information arrival an…Predicting Stock Price Movements Based on Different Categories of News Articles (2015)Predicting Stock Price Moveme…Weak-Form Market Efficiency: Evidence from the Brazilian Stock Market (2012)Weak-Form Market Efficiency: …Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News (2012)Measuring Sovereign Bond Spil…Local Bias of Investor Attention: Evidence from China’s Internet Stock Message Boards (2012)Local Bias of Investor Attent…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Evidence for and Against the Validity of Efficient Market Hypothesis (2018)Improving MACD Technical Analysis by Optimizing Parameters and Modifying Trading Rules: Evidence from the Japanese Nikkei 225 Futures Market (2021)Impulse response analysis in nonlinear multivariate models (1996)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Volatility Spillover in Foreign Exchange Markets (2015)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Media Coverage and the Cross‐section of Stock Returns (2009)Factors influencing herding behavior among Indian stock investors (2017)Analyzing Moroccan Stock Market using Machine Learning and Sentiment Analysis (2020)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Twitter mood predicts the stock market (2011)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Does news matter in China’s foreign exchange market? Chinese RMB volatility and public information arrivals (2017)Risk appetite, idiosyncratic volatility and expected returns (2019)Dual effects of investor sentiment and uncertainty in financial markets (2024)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)The impact of sentiment and attention measures on stock market volatility (2019)How do big markets react to investors’ sentiments on firm tweets? (2021)Hunting the quicksilver: Using textual news and causality analysis to predict market volatility (2021)Measuring uncertainty in the stock market (2016)Contagion risk between the shipping freight and stock markets: Evidence from the recent US-China trade war (2020)
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Cited by

  • 2016Public news arrival and the idiosyncratic volatility puzzle51 cited
  • 2015Public information arrival and stock return volatility: Evidence from news sentiment and Markov Regime-Switching Approach43 cited
  • 2017Building News Measures from Textual Data and an Application to Volatility Forecasting39 cited
  • 2012Weak-Form Market Efficiency: Evidence from the Brazilian Stock Market33 cited
  • 2015Predicting Stock Price Movements Based on Different Categories of News Articles29 cited
  • 2012Measuring Sovereign Bond Spillover in Europe and the Impact of Rating News23 cited
  • 2012Local Bias of Investor Attention: Evidence from China’s Internet Stock Message Boards21 cited

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