Colm Kearney
(deceased)Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016.
"Media-expressed negative tone and firm-level stock returns,"
Open Access publications
10197/8208, Research Repository, University College Dublin.
- Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016. "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 152-172.
Cited by:
- André Betzer & Jan Philipp Harries, 2022. "How online discussion board activity affects stock trading: the case of GameStop," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 443-472, December.
- Thomas Renault, 2020.
"Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages,"
Post-Print
hal-03205149, HAL.
- Thomas Renault, 2020. "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Digital Finance, Springer, vol. 2(1), pages 1-13, September.
- Thomas Renault, 2020. "Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03205149, HAL.
- Athira, A. & Ramesh, Vishnu K., 2023. "COVID-19 and corporate tax avoidance: International evidence," International Business Review, Elsevier, vol. 32(4).
- Liang, Qi & Sun, Wenjia & Li, Wenyu & Yu, Fengyan, 2021. "Media effects matter: Macroeconomic announcements in the gold futures market," Economic Modelling, Elsevier, vol. 96(C), pages 1-12.
- Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
- Wu, Chunying & Xiong, Xiong & Gao, Ya, 2022. "The role of different information sources in information spread: Evidence from three media channels in China," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 327-341.
- Chou, Ke-Hsin & Day, Min-Yuh & Chiu, Chien-Liang, 2023. "Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?," International Review of Economics & Finance, Elsevier, vol. 88(C), pages 365-385.
- Almanzar, Miguel & Torero, Maximo, 2017. "Media Coverage and Food Commodities: Agricultural Futures Prices and Volatility Effects," Discussion Papers 264781, University of Bonn, Center for Development Research (ZEF).
- Zhou, Xi & Chen, Shou, 2021. "FinTech innovation regulation based on reputation theory with the participation of new media," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Ardia, David & Bluteau, Keven & Boudt, Kris, 2022.
"Media abnormal tone, earnings announcements, and the stock market,"
Journal of Financial Markets, Elsevier, vol. 61(C).
- David Ardia & Keven Bluteau & Kris Boudt, 2021. "Media abnormal tone, earnings announcements, and the stock market," Papers 2110.10800, arXiv.org.
- Zhang, Heng-Guo & CAO, Tingting & Li, Houxuan & Xu, Tiantian, 2021. "Dynamic measurement of news-driven information friction in China's carbon market: Theory and evidence," Energy Economics, Elsevier, vol. 95(C).
- Dutta, Shantanu & Fuksa, Michel & Macaulay, Ken, 2019. "Determinants of MD&A sentiment in Canada," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 130-148.
- Miwa, Kotaro, 2022. "The informational role of analysts’ textual statements," Research in International Business and Finance, Elsevier, vol. 59(C).
- Möller, Rouven & Reichmann, Doron, 2023. "COVID-19 related TV news and stock returns: Evidence from major US TV stations," The Quarterly Review of Economics and Finance, Elsevier, vol. 87(C), pages 95-109.
- Frijns, Bart & Huynh, Thanh D., 2018. "Herding in analysts’ recommendations: The role of media," Journal of Banking & Finance, Elsevier, vol. 91(C), pages 1-18.
- Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Bajo, Emanuele & Raimondo, Carlo, 2017. "Media sentiment and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 46(C), pages 139-153.
- Kim, Hee-Eun & Jo, Hoje & Ahn, Tae-Wook & Yi, Junesuh, 2022. "Corporate misconduct, media coverage, and stock returns," International Review of Financial Analysis, Elsevier, vol. 84(C).
- Barakat, Ahmed & Ashby, Simon & Fenn, Paul & Bryce, Cormac, 2019. "Operational risk and reputation in financial institutions: Does media tone make a difference?," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 1-24.
- Que, Jiangjing & Zhang, Xueyong, 2021. "Money chasing hot industries? Investor attention and valuation of venture capital backed firms," Journal of Corporate Finance, Elsevier, vol. 68(C).
- Liu, Sha & Gaskell, Paul & McGroarty, Frank, 2022. "Where and about what? Price relevant narratives depend on topic and media type," Economics Letters, Elsevier, vol. 213(C).
- Shuyu Zhang & Xuanyu Zhou & Huifeng Pan & Junyi Jia, 2019. "Cryptocurrency, confirmatory bias and news readability – evidence from the largest Chinese cryptocurrency exchange," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1445-1468, March.
- Liu, Sha & Han, Jingguang, 2020. "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 70(C).
- Du, Hanyu & Hao, Jing & He, Feng & Xi, Wenze, 2022. "Media sentiment and cross-sectional stock returns in the Chinese stock market," Research in International Business and Finance, Elsevier, vol. 60(C).
- Colm Kearney & Sha Liu, 2014.
"Textual sentiment in finance: A survey of methods and models,"
Open Access publications
10197/8213, Research Repository, University College Dublin.
- Kearney, Colm & Liu, Sha, 2014. "Textual sentiment in finance: A survey of methods and models," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 171-185.
Cited by:
- Wonseong Kim & Choong Lyol Lee, 2024. "Bounded Rationality in Central Bank Communication," Papers 2411.04286, arXiv.org.
- Yi Yang & Kunpeng Zhang & Yangyang Fan, 2022. "Analyzing Firm Reports for Volatility Prediction: A Knowledge-Driven Text-Embedding Approach," INFORMS Journal on Computing, INFORMS, vol. 34(1), pages 522-540, January.
- Oz, Seda, 2024. "The impact of terrorist attacks and mass shootings on earnings management," The British Accounting Review, Elsevier, vol. 56(3).
- Ahmet Murat Ozbayoglu & Mehmet Ugur Gudelek & Omer Berat Sezer, 2020. "Deep Learning for Financial Applications : A Survey," Papers 2002.05786, arXiv.org.
- Yan Luo & Linying Zhou, 2020. "Textual tone in corporate financial disclosures: a survey of the literature," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 17(2), pages 101-110, September.
- Liyang Tang, 2020. "Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment," Papers 2005.08735, arXiv.org.
- Vegard H. Larsen & Leif Anders Thorsrud, 2017.
"Asset returns, news topics, and media effects,"
Working Paper
2017/17, Norges Bank.
- Vegard Høghaug Larsen & Leif Anders Thorsrud, 2022. "Asset returns, news topics, and media effects," Scandinavian Journal of Economics, Wiley Blackwell, vol. 124(3), pages 838-868, July.
- Vegard H ghaug Larsen & Leif Anders Thorsrud, 2017. "Asset returns, news topics, and media effects," Working Papers No 5/2017, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Hamza Bennani, 2018.
"Media Coverage and ECB Policy-Making: Evidence from an Augmented Taylor Rule,"
Post-Print
hal-01773570, HAL.
- Bennani, Hamza, 2018. "Media coverage and ECB policy-making: Evidence from an augmented Taylor rule," Journal of Macroeconomics, Elsevier, vol. 57(C), pages 26-38.
- Osman Yukselturk & Jon Tucker, 2015. "The impact of analyst sentiment on UK stock recommendations and target prices," Accounting and Business Research, Taylor & Francis Journals, vol. 45(6-7), pages 869-904, December.
- Joshua Zoen Git Hiew & Xin Huang & Hao Mou & Duan Li & Qi Wu & Yabo Xu, 2019. "BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability," Papers 1906.09024, arXiv.org, revised Jul 2022.
- Amir Hossain & Sudipta Bose & Abul Shamsuddin, 2023. "Diffusion of integrated reporting, insights and potential avenues for future research," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(2), pages 2503-2555, June.
- Söhnke M. Bartram & Jürgen Branke & Mehrshad Motahari, 2020.
"Artificial intelligence in asset management,"
Working Papers
20202001, Cambridge Judge Business School, University of Cambridge.
- Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020. "Artificial Intelligence in Asset Management," CEPR Discussion Papers 14525, C.E.P.R. Discussion Papers.
- Matthieu PICAULT & Julien PINTER & Thomas RENAULT, 2021.
"Media sentiment on monetary policy: determinants and relevance for inflation expectations,"
LEO Working Papers / DR LEO
2895, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03959147, HAL.
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03959147, HAL.
- Picault, Matthieu & Pinter, Julien & Renault, Thomas, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Journal of International Money and Finance, Elsevier, vol. 124(C).
- Matthieu Picault & Julien Pinter & Thomas Renault, 2022. "Media sentiment on monetary policy: Determinants and relevance for inflation expectations," Post-Print hal-03810447, HAL.
- Slapnik, Ursula & Lončarski, Igor, 2023. "Understanding sovereign credit ratings: Text-based evidence from the credit rating reports," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- David Bholat & Stephen Hans & Pedro Santos & Cheryl Schonhardt-Bailey, 2015. "Text mining for central banks," Handbooks, Centre for Central Banking Studies, Bank of England, number 33, April.
- Bahoo, Salman & Alon, Ilan & Paltrinieri, Andrea, 2020. "Sovereign wealth funds: Past, present and future," International Review of Financial Analysis, Elsevier, vol. 67(C).
- Frantisek Darena & Jonas Petrovsky & Jan Zizka & Jan Prichystal, 2016. "Analyzing the correlation between online texts and stock price movements at micro-level using machine learning," MENDELU Working Papers in Business and Economics 2016-67, Mendel University in Brno, Faculty of Business and Economics.
- Ahmed, Yousry & Elshandidy, Tamer, 2016. "The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 176-190.
- Chen, Ka-Hin & Lai, Tze Leung & Liu, Qingfu & Wang, Chuanjie, 2022. "Beyond the blockchain announcement: Signaling credibility and market reaction," International Review of Financial Analysis, Elsevier, vol. 82(C).
- Xiaoman, Jin & Qing, Li & Jun, Wang & Jingmei, Zhao, 2023. "Voice or noise? Repetitive information and stock performance," Finance Research Letters, Elsevier, vol. 52(C).
- Loughran, Tim & McDonald, Bill & Pragidis, Ioannis, 2019. "Assimilation of oil news into prices," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 105-118.
- Rongjiang Cai & Tao Lv & Cheng Wang & Nana Liu, 2023. "Can Environmental Information Disclosure Enhance Firm Value?—An Analysis Based on Textual Characteristics of Annual Reports," IJERPH, MDPI, vol. 20(5), pages 1-21, February.
- Renault, Thomas, 2017.
"Intraday online investor sentiment and return patterns in the U.S. stock market,"
Journal of Banking & Finance, Elsevier, vol. 84(C), pages 25-40.
- Thomas Renault, 2017. "Intraday online investor sentiment and return patterns in the U.S. stock market," Post-Print hal-03205113, HAL.
- František Dařena & Jan Přichystal, 2018. "Analysis of the Association between Topics in Online Documents and Stock Price Movements," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 66(6), pages 1431-1439.
- Bian, Shibo & Jia, Dekui & Li, Ruihai & Sun, Wujun & Yan, Zhipeng & Zheng, Yingfei, 2021. "Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Anand, Abhinav & Basu, Sankarshan & Pathak, Jalaj & Thampy, Ashok, 2021. "The impact of sentiment on emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 161-177.
- Massimo Guidolin & Manuela Pedio, 2020.
"Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit,"
BAFFI CAREFIN Working Papers
20145, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Guidolin, Massimo & Pedio, Manuela, 2021. "Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit," Finance Research Letters, Elsevier, vol. 42(C).
- Fedorova, E. & Afanasev, D. & Nersesyan, R. & Ledyaeva, S., 2020. "Impact of non-financial information on key financial indicators of Russian companies," Journal of the New Economic Association, New Economic Association, vol. 46(2), pages 73-96.
- Patrick Houlihan & Germán G. Creamer, 2021. "Leveraging Social Media to Predict Continuation and Reversal in Asset Prices," Computational Economics, Springer;Society for Computational Economics, vol. 57(2), pages 433-453, February.
- Muhammad Farhan Malik & Yuan George Shan & Jamie Yixing Tong, 2022. "Do auditors price litigious tone?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1715-1760, April.
- Ardekani, Aref Mahdavi & Bertz, Julie & Bryce, Cormac & Dowling, Michael & Long, Suwan(Cheng), 2024. "FinSentGPT: A universal financial sentiment engine?," International Review of Financial Analysis, Elsevier, vol. 94(C).
- David William Witts & Emili Tortosa-Ausina & Iván Arribas, 2021. "The Irrational Market: Considering the effect of the online community Wall Street Bets on Financial Market Variables," Working Papers 2021/13, Economics Department, Universitat Jaume I, Castellón (Spain).
- Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016.
"Media-expressed negative tone and firm-level stock returns,"
Open Access publications
10197/8208, Research Repository, University College Dublin.
- Ahmad, Khurshid & Han, JingGuang & Hutson, Elaine & Kearney, Colm & Liu, Sha, 2016. "Media-expressed negative tone and firm-level stock returns," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 152-172.
- Soumya Mukhopadhyay, 2018. "Opinion mining in management research: the state of the art and the way forward," OPSEARCH, Springer;Operational Research Society of India, vol. 55(2), pages 221-250, June.
- Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
- Runmei Luo & Yong Ye, 2024. "Pressure from words: The tone of investors in Chinese earnings communication conferences and managerial myopia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 833-868, March.
- Diego F. Téllez & Jesús M. Godoy, 2017. "Mission Power and Firm Financial Performance," Documentos de Trabajo de Valor Público 15655, Universidad EAFIT.
- Massa, Massimo & von Beschwitz, Bastian & Keim, Donald B, 2015. "First to ?Read? the News: News Analytics and Institutional Trading," CEPR Discussion Papers 10534, C.E.P.R. Discussion Papers.
- Fraccaroli, Nicolò & Giovannini, Alessandro & Jamet, Jean-Francois, 2020.
"Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve,"
Working Paper Series
2442, European Central Bank.
- Nicolò Fraccaroli & Alessandro Giovannini & Jean-François Jamet & Eric Persson, 2023. "Central Banks in Parliaments: A Text Analysis of the Parliamentary Hearings of the Bank of England, the European Central Bank, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 543-600, June.
- Pedro Manuel Nogueira Reis & Carlos Pinho, 2021. "A Reappraisal of the Causal Relationship between Sentiment Proxies and Stock Returns," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 420-442, October.
- Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022.
"COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic,"
Digital Finance, Springer, vol. 4(1), pages 17-61, March.
- Yuting Chen & Don Bredin & Valerio Potì & Roman Matkovskyy, 2022. "COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic," Post-Print hal-04021587, HAL.
- Xuefan, Pan, 2023. "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers 43, Warwick Monash Economics Student Papers.
- Ali Ataullah & Andrew Vivian & Bin Xu, 2018. "Optimistic Disclosure Tone and Conservative Debt Policy," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 445-484, December.
- Söhnke M. Bartram & Harald Lohre & Peter F. Pope & Ananthalakshmi Ranganathan, 2021. "Navigating the factor zoo around the world: an institutional investor perspective," Journal of Business Economics, Springer, vol. 91(5), pages 655-703, July.
- Vasile MAZILESCU & Adrian MICU, 2019. "Technologies that through Synergic Development can support the Intelligent Automation of Business Processes," Economics and Applied Informatics, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, issue 2, pages 91-100.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Hamza Bennani, 2016. "Media Coverage and ECB Policy-Making: Evidence from a New Index," EconomiX Working Papers 2016-38, University of Paris Nanterre, EconomiX.
- Dutta, Shantanu & Fuksa, Michel & Macaulay, Ken, 2019. "Determinants of MD&A sentiment in Canada," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 130-148.
- Mustafa Caglayan & Mustafa Caglayan & Bing Xu, 2016.
"Sentiment Volatility and Bank Lending Behavior,"
EcoMod2016
9206, EcoMod.
- Caglayan, Mustafa & Xu, Bing, 2016. "Sentiment volatility and bank lending behavior," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 107-120.
- Ángel Iván Moreno Bernal & Carlos González Pedraz, 2020. "Sentiment analysis of the Spanish Financial Stability Report," Working Papers 2011, Banco de España.
- Luminita Enache & Hila Fogel‐Yaari & Heather Li, 2022. "Signalling long‐term focus through textual emphasis on innovation: are firms putting their money where their mouth is?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(3), pages 3791-3836, September.
- Rong Liu & Jujun Huang & Zhongju Zhang, 2023. "Tracking disclosure change trajectories for financial fraud detection," Production and Operations Management, Production and Operations Management Society, vol. 32(2), pages 584-602, February.
- Hajek, Petr & Hikkerova, Lubica & Sahut, Jean-Michel, 2023. "How well do investor sentiment and ensemble learning predict Bitcoin prices?," Research in International Business and Finance, Elsevier, vol. 64(C).
- Weiguo Zhang & Xue Gong & Chao Wang & Xin Ye, 2021. "Predicting stock market volatility based on textual sentiment: A nonlinear analysis," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1479-1500, December.
- David E. Allen & Michael McAleer, 2019.
"Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany,"
Sustainability, MDPI, vol. 11(19), pages 1-19, September.
- David E. Allen & Michael McAleer, 2019. "Fake news and propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany," Documentos de Trabajo del ICAE 2019-16, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Allen, D.E. & McAleer, M.J., 2019. "Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany," Econometric Institute Research Papers EI2019-17, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Filip, Angela Maria & Pochea, Maria Miruna, 2023. "Intentional and spurious herding behavior: A sentiment driven analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 38(C).
- Beckert, Jens & Arndt, H. Lukas R., 2024. "The Greek tragedy: Narratives and imagined futures in the Greek sovereign debt crisis," MPIfG Discussion Paper 24/4, Max Planck Institute for the Study of Societies.
- Kumar, Rahul & Deb, Soumya Guha & Mukherjee, Shubhadeep, 2020. "Do words reveal the latent truth? Identifying communication patterns of corporate losers," Journal of Behavioral and Experimental Finance, Elsevier, vol. 26(C).
- Carlini, Federico & Cucinelli, Doriana & Previtali, Daniele & Soana, Maria Gaia, 2020. "Don't talk too bad! stock market reactions to bank corporate governance news," Journal of Banking & Finance, Elsevier, vol. 121(C).
- Michael Lachanski & Steven Pav, 2017. "Shy of the Character Limit: "Twitter Mood Predicts the Stock Market" Revisited," Econ Journal Watch, Econ Journal Watch, vol. 14(3), pages 302–345-3, September.
- Cervantes, Paula & Díaz, Antonio & Esparcia, Carlos & Huélamo, Diego, 2022. "The impact of COVID-19 induced panic on stock market returns: A two-year experience," Economic Analysis and Policy, Elsevier, vol. 76(C), pages 1075-1097.
- Hou, Xiaohui & Zhao, Jingwen, 2024. "Impact of regulating political connections on employee welfare attitude: Evidence from China," Journal of Asian Economics, Elsevier, vol. 93(C).
- Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
- Daniele Ballinari & Simon Behrendt, 2021. "How to gauge investor behavior? A comparison of online investor sentiment measures," Digital Finance, Springer, vol. 3(2), pages 169-204, June.
- Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2024.
"Machine learning in bank merger prediction: A text-based approach,"
European Journal of Operational Research, Elsevier, vol. 312(2), pages 783-797.
- Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021. "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper 108272, University Library of Munich, Germany.
- Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
- Renato Camodeca & Alex Almici & Umberto Sagliaschi, 2018. "Sustainability Disclosure in Integrated Reporting: Does It Matter to Investors? A Cheap Talk Approach," Sustainability, MDPI, vol. 10(12), pages 1-34, November.
- Ruman, Asif M., 2023. "A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 87(C).
- Apostolos G. Katsafados & Dimitris Anastasiou, 2024.
"Short-term prediction of bank deposit flows: do textual features matter?,"
Annals of Operations Research, Springer, vol. 338(2), pages 947-972, July.
- Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
- Yu, Zhen & Liu, Wei & Yang, Fuyu, 2023. "A central bankers’ sentiment index of global financial cycle," Finance Research Letters, Elsevier, vol. 57(C).
- Smales, L.A., 2021. "Geopolitical risk and volatility spillovers in oil and stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 358-366.
- Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
- Senave, Elseline & Jans, Mieke J. & Srivastava, Rajendra P., 2023. "The application of text mining in accounting," International Journal of Accounting Information Systems, Elsevier, vol. 50(C).
- Tim Loughran & Bill Mcdonald, 2016. "Textual Analysis in Accounting and Finance: A Survey," Journal of Accounting Research, Wiley Blackwell, vol. 54(4), pages 1187-1230, September.
- Schnaubelt, Matthias & Seifert, Oleg, 2020. "Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?," FAU Discussion Papers in Economics 04/2020, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
- Duygu Ider & Stefan Lessmann, 2022. "Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision," Papers 2204.05781, arXiv.org, revised Mar 2023.
- Bask, Mikael & Forsberg, Lars & Östling, Andreas, 2024. "Media sentiment and stock returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 94(C), pages 303-311.
- Ioanna Kountouri & Eleftherios Manousakis & Andrianos E. Tsekrekos, 2019. "Latent semantic analysis of corporate social responsibility reports (with an application to Hellenic firms)," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 16(1), pages 1-19, March.
- Enrico Forti & Serena Morricone & Federico Munari, 2021. "Litigation risks and firms innovation dynamics after the IPO," Economia e Politica Industriale: Journal of Industrial and Business Economics, Springer;Associazione Amici di Economia e Politica Industriale, vol. 48(2), pages 291-313, June.
- Matteo Accornero & Mirko Moscatelli, 2018. "Listening to the buzz: social media sentiment and retail depositors' trust," Temi di discussione (Economic working papers) 1165, Bank of Italy, Economic Research and International Relations Area.
- Christina Bannier & Thomas Pauls & Andreas Walter, 2019. "Content analysis of business communication: introducing a German dictionary," Journal of Business Economics, Springer, vol. 89(1), pages 79-123, February.
- Czaja, Daniel & Röder, Florian, 2020. "Self-attribution bias and overconfidence among nonprofessional traders," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 186-198.
- Ankur Sinha & Satishwar Kedas & Rishu Kumar & Pekka Malo, 2022. "SEntFiN 1.0: Entity‐aware sentiment analysis for financial news," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 73(9), pages 1314-1335, September.
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- Patrik Vanek, 2022. "Aspects of Measuring Firm-Level Multinationality," MENDELU Working Papers in Business and Economics 2022-83, Mendel University in Brno, Faculty of Business and Economics.
- Jenny Berrill & Shengkai Sun, 2018. "An Investigation into the Benefits of Investing in Chinese Multinational Companies," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2), pages 186-209, August.
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"Volume and skewness in international equity markets,"
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See citations under working paper version above.
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See citations under working paper version above.
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"Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?,"
International Review of Financial Analysis, Elsevier, vol. 17(5), pages 870-885, December.
Cited by:
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"Risk transmitters and receivers in global currency markets,"
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International Review of Economics & Finance, Elsevier, vol. 16(2), pages 255-271.
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- Dirk Engelmann & Jan Hanousek & Evzen Kocenda, 2004.
"Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks (Currencies, Competition, and Clans),"
Macroeconomics
0406003, University Library of Munich, Germany.
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- Mehmet BÖLÜKBAŞ & Mehmet Hanefi TOPAL & Hakan HOTUNLUOĞLU, 2018. "Testing Twin Deficits Hypothesis for Eu-27 and Turkey : A Panel Granger Causality Approach under Cross-sectional Dependence," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 101-119, December.
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- Artatrana Ratha, 2010. "Twin Deficits or Distant Cousins? Evidence from India," Working Papers 2010-5 Classification- F , Saint Cloud State University, Department of Economics.
- Eduardo Garzón Espinosa & Bibiana Medialdea García & Esteban Cruz Hidalgo, 2021. "Fiscal Policy Approaches: An Inquiring Look From The Modern Monetary Theory," Journal of Economic Issues, Taylor & Francis Journals, vol. 55(4), pages 999-1022, October.
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- Aleksander Aristovnik, 2005. "Twin Deficits Hypothesis And Horioka-Feldstein Puzzle In Transition Economies," International Finance 0510020, University Library of Munich, Germany.
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- Mehdi Siamak MONADJEMI & John LODEWIJKS, 2014. "Post Inflation Targeting Monetary Policy: A Study of Britain, Japan and the United States," Expert Journal of Economics, Sprint Investify, vol. 2(1), pages 21-29.
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- Sander, Harald & Kleimeier, Stefanie, 2003.
"Contagion and causality: an empirical investigation of four Asian crisis episodes,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
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- George Kouretas & Leonidas Zarangas, "undated".
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Working Papers
9902, University of Crete, Department of Economics.
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"Does technology cause business cycles in the USA? A Schumpeter-inspired approach,"
LSE Research Online Documents on Economics
80760, London School of Economics and Political Science, LSE Library.
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"Population size and the size of government,"
EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 61, pages 1-1.
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- Dirceu Pereira, 2018. "Financial Contagion in the BRICS Stock Markets: An empirical analysis of the Lehman Brothers Collapse and European Sovereign Debt Crisis," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 2(1), pages 1-44.
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- Jeung-Lak Lee & Carolyn Clark & Sung Ahn, 1998. "Long- and short-run Fisher effects: new tests and new results," Applied Economics, Taylor & Francis Journals, vol. 30(1), pages 113-124.
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- Kleimeier, Stefanie & Sander, Harald, 2022. "Twenty years with the Euro: Eurozone banking market integration revisited," Economic Modelling, Elsevier, vol. 114(C).
- Fourçans André & Warin Thierry & Evans John T. & Hens Luc & Saenen Bert & Abid Fathi & Mikhail Azmi D. & Salehizadeh Mehdi, 2000. "Global Economy Quarterly, Issue 3," Global Economy Journal, De Gruyter, vol. 1(3), pages 109-109, December.
- Sander, Harald & Kleimeier, Stefanie, 2003.
"Contagion and causality: an empirical investigation of four Asian crisis episodes,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(2), pages 171-186, April.
- Kearney, Colm & MacDonald, Ronald, 1986.
"Intervention and sterilisation under floating exchange rates: The UK 1973-1983,"
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Cited by:
- Suardi, Sandy & Chang, Yuanchen, 2012. "Are changes in foreign exchange reserves a good proxy for official intervention?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 678-695.
- Lasha Kavtaradze & Manouchehr Mokhtari, 2018. "Factor Models And Time†Varying Parameter Framework For Forecasting Exchange Rates And Inflation: A Survey," Journal of Economic Surveys, Wiley Blackwell, vol. 32(2), pages 302-334, April.
- Uz Akdogan, Idil, 2020.
"Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals,"
International Economics, Elsevier, vol. 161(C), pages 41-55.
- Idil Uz Akdogan, 2020. "Understanding the dynamics of foreign reserve management: The central bank intervention policy and the exchange rate fundamentals," International Economics, CEPII research center, issue 161, pages 41-55.
- Hüfner, Felix P., 2000. "The British foreign exchange reserves puzzle," ZEW Discussion Papers 00-55, ZEW - Leibniz Centre for European Economic Research.
- Rizvi, S.K.A. & Naqvi, Bushra & Mirza, Nawazish & Bordes, Christian, 2017. "Fear of floating in Asia and the credibility of true floaters?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 149-160.
- Cavusoglu Nevin, 2011. "Exchange Rates and the Effectiveness of Actual and Oral Official Interventions: A Survey on Findings, Issues and Policy Implications," Global Economy Journal, De Gruyter, vol. 10(4), pages 1-42, January.
- Kiss M., Norbert, 2005. "A jegybanki devizapiaci intervenció hatékonysága. Nemzetközi tapasztalatok és elméleti megfontolások [Effectiveness of central-bank intervention on foreign-exchange markets. International experienc," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 846-872.
- Adebiyi, Michael Adebayo, 2007. "An Evaluation of Foreign Exchange Intervention and Monetary Aggregates in Nigeria (1986- 2003)," MPRA Paper 3817, University Library of Munich, Germany.
- Ewe Ghee Lim & Soo Khoon Goh, 2016. "Is Malaysia exempted from the impossible trinity? An empirical analysis for an emerging market," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 9(2), pages 131-147, July.
- Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia.
Chapters
- Colm Kearney & Cal Muckley, 2005.
"The Role of the Japanese Yen in Asian Exchange Rate Determination,"
Contemporary Studies in Economic and Financial Analysis, in: Asia Pacific Financial Markets in Comparative Perspective: Issues and Implications for the 21st Century, pages 29-51,
Emerald Group Publishing Limited.
Cited by:
- Kearney, Colm & Muckley, Cal, 2008. "Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 870-885, December.
- Dirk Engelmann & Jan Hanousek & Evzen Kocenda, 2004.
"Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks (Currencies, Competition, and Clans),"
Macroeconomics
0406003, University Library of Munich, Germany.
- Dirk Engelmann & Jan Hanousek & Ev??en Kocenda, 2004. "Instability in Exchange Rates of the World Leading Currencies: Implications of a Spatial Competition Model among Central Banks," William Davidson Institute Working Papers Series 2004-686, William Davidson Institute at the University of Michigan.
- Kocenda, Evzen & Hanousek, Jan & Engelmann, Dirk, 2008. "Currencies, competition, and clans," Journal of Policy Modeling, Elsevier, vol. 30(6), pages 1115-1132.
- Azad, A.S.M. Sohel, 2009. "Random walk and efficiency tests in the Asia-Pacific foreign exchange markets: Evidence from the post-Asian currency crisis data," Research in International Business and Finance, Elsevier, vol. 23(3), pages 322-338, September.
Books
- Callan, Tim & Duffy, David & Durkan, Joe & Lane, Philip & McCarthy, Tom & Nestor, Richard & Nolan, Brian & Walsh, John R., 1999.
"Budget Perspectives: Proceedings Of A Conference Held On 27th September 1999,"
Research Series,
Economic and Social Research Institute (ESRI), number BMI149 edited by Kearney, Colm.
Cited by:
- Renee Philip & John Janssen, 2002. "Indicators of Fiscal Impulse for New Zealand," Treasury Working Paper Series 02/30, New Zealand Treasury.