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Twitter volume spikes and stock options pricing
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Twitter volume spikes and stock options pricing (2015)Twitter volume spikes and stock options p…Stock Prediction Using Event-Based Sentiment Analysis (2013)Stock Prediction Using Event-…Box office prediction based on microblog (2013)Box office prediction based o…Correlating S&P 500 stocks with Twitter data (2012)Correlating S&P 500 stocks wi…Correlating financial time series with micro-blogging activity (2012)Correlating financial time se…Twitter mood predicts the stock market (2011)Twitter mood predicts the sto…Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear” (2011)Predicting Stock Market Indic…Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data (2011)Predicting Financial Markets:…Identifying and Following Expert Investors in Stock Microblogs (2011)Identifying and Following Exp…Predicting the Future with Social Media (2010)Predicting the Future with So…Paul Wilmott on Quantitative Finance (2006)Paul Wilmott on Quantitative …Options, Futures and Other Derivatives (2003)Options, Futures and Other De…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …The Value of Waiting to Invest (1982)The Value of Waiting to InvestProspect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …The Pricing of Options and Corporate Liabilities (1973)The Pricing of Options and Co…Optimum consumption and portfolio rules in a continuous-time model (1971)Optimum consumption and portf…Lifetime Portfolio Selection By Dynamic Stochastic Programming (1969)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Capital Theory and Investment Behavior (1963)Option pricing when underlying stock returns are discontinuous (1976)Irreversibility, Uncertainty, and Cyclical Investment (1980)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Joint Ventures and the Option to Expand and Acquire (1991)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Election Forecasts With Twitter (2010)Sentiment analysis on social media for stock movement prediction (2015)A systematic review of fundamental and technical analysis of stock market predictions (2019)The predictive power of public Twitter sentiment for forecasting cryptocurrency prices (2020)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Theory of rational option pricing (2005)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)Universal option valuation using quadrature methods (2003)Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis and Computation (2007)Hitting time distributions in financial markets (2007)Arbitrage Theory in Continuous Time (1998)Facts and Fantasies about Commodity Futures (2006)A critical review on supply chain risk – Definition, measure and modeling (2014)Comparing Twitter and Traditional Media Using Topic Models (2011)Temporal Patterns of Happiness and Information in a Global Social Network: Hedonometrics and Twitter (2011)Birds of the Same Feather Tweet Together: Bayesian Ideal Point Estimation Using Twitter Data (2014)Personality, Gender, and Age in the Language of Social Media: The Open-Vocabulary Approach (2013)Social media and loneliness: Why an Instagram picture may be worth more than a thousand Twitter words (2016)Text as Data (2019)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1971Optimum consumption and portfolio rules in a continuous-time model5,966 cited
  • 2011Twitter mood predicts the stock market5,204 cited
  • 2003Options, Futures and Other Derivatives3,864 cited
  • 1982The Value of Waiting to Invest3,606 cited
  • 2010Predicting the Future with Social Media2,080 cited
  • 2011Predicting Stock Market Indicators Through Twitter “I hope it is not as bad as I fear”643 cited
  • 2006Paul Wilmott on Quantitative Finance467 cited
  • 2012Correlating financial time series with micro-blogging activity274 cited
  • 2011Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data145 cited
  • 2012Correlating S&P 500 stocks with Twitter data123 cited
  • 2011Identifying and Following Expert Investors in Stock Microblogs122 cited
  • 2013Stock Prediction Using Event-Based Sentiment Analysis94 cited
  • 2013Box office prediction based on microblog

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