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Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation
16 references·2 citing·42 second hop
Analysis of How Underlying Topics in Financial News Affect Stock Prices Using Latent Dirichlet Allocation (2016)Analysis of How Underlying Topics in Fina…Detecting Deceptive Discussions in Conference Calls (2012)Detecting Deceptive Discussio…When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks (2011)When Is a Liability Not a Lia…topicmodels : An R Package for Fitting Topic Models (2011)topicmodels : An R Package fo…The Effect of Disclosures by Management, Analysts, and Business Press on Cost of Capital, Return Volatility, and Analyst Forecasts: A Study Using Content Analysis (2009)The Effect of Disclosures by …Are Investors Influenced By How Earnings Press Releases Are Written? (2008)Are Investors Influenced By H…Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Giving Content to Investor Se…The economic implications of corporate financial reporting (2005)The economic implications of …Event Studies in Economics and Finance (1997)Event Studies in Economics an…Equity Issues and Stock Price Dynamics (1990)Equity Issues and Stock Price…What Moves Stock Prices? (1988)What Moves Stock Prices?Seasoned equity offerings (1986)Seasoned equity offeringsEquity issues and offering dilution (1986)Equity issues and offering di…Merger bids, uncertainty, and stockholder returns (1983)Merger bids, uncertainty, and…Merger proposals, management discretion and stockholder wealth (1980)Merger proposals, management …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Investor Reaction to Financial Disclosures across Topics: An Application of Latent Dirichlet Allocation* (2018)Investor Reaction to Financia…Combining bag-of-words and sentiment features of annual reports to predict abnormal stock returns (2017)Combining bag-of-words and se…Text Mining Infrastructure in R (2008)Computer-Assisted Text Analysis for Comparative Politics (2015)Applying LDA Topic Modeling in Communication Research: Toward a Valid and Reliable Methodology (2018)stm : An R Package for Structural Topic Models (2019)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Efficient Capital Markets: II (1991)The New Issues Puzzle (1995)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)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)Textual Analysis in Accounting and Finance: A Survey (2016)Earnings Management During Import Relief Investigations (1991)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The theory and practice of corporate finance: evidence from the field (2001)Earnings Management through Real Activities Manipulation (2003)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)The General Theory of Employment, Interest and Money. (1936)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings (2010)Corporate Governance and Corporate Social Responsibility Disclosure: Evidence from the US Banking Sector (2013)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 2005The economic implications of corporate financial reporting6,337 cited
  • 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
  • 2007Giving Content to Investor Sentiment: The Role of Media in the Stock Market4,822 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1986Equity issues and offering dilution1,397 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 2011topicmodels : An R Package for Fitting Topic Models1,071 cited
  • 2009The Effect of Disclosures by Management, Analysts, and Business Press on Cost of Capital, Return Volatility, and Analyst Forecasts: A Study Using Content Analysis1,022 cited
  • 1983Merger bids, uncertainty, and stockholder returns922 cited
  • 1986Seasoned equity offerings897 cited
  • 2008Are Investors Influenced By How Earnings Press Releases Are Written?895 cited
  • 1990Equity Issues and Stock Price Dynamics660 cited
  • 1980Merger proposals, management discretion and stockholder wealth638 cited

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  • 2012Detecting Deceptive Discussions in Conference Calls601 cited
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    • 2017Combining bag-of-words and sentiment features of annual reports to predict abnormal stock returns66 cited
    • 2018Investor Reaction to Financial Disclosures across Topics: An Application of Latent Dirichlet Allocation*43 cited