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Tweets and Trades: the Information Content of Stock Microblogs
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Cited by:
- 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.
- Peter Gabrovšek & Darko Aleksovski & Igor Mozetič & Miha Grčar, 2017. "Twitter sentiment around the Earnings Announcement events," PLOS ONE, Public Library of Science, vol. 12(2), pages 1-21, February.
- Yılmaz, Emrah Sıtkı & Ozpolat, Aslı & Destek, Mehmet Akif, 2022. "Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency," MPRA Paper 114155, University Library of Munich, Germany.
- Francisco Guijarro & Ismael Moya-Clemente & Jawad Saleemi, 2019. "Liquidity Risk and Investors’ Mood: Linking the Financial Market Liquidity to Sentiment Analysis through Twitter in the S&P500 Index," Sustainability, MDPI, vol. 11(24), pages 1-13, December.
- Loutfi, Ahmad Amine, 2024. "Renewable energy stock prices forecast using environmental television newscasts investors’ sentiment," Renewable Energy, Elsevier, vol. 230(C).
- Jing Zhou & Silin Ye & Wei Lan & Yunwen Jiang, 2021. "The effect of social media on corporate violations: Evidence from Weibo posts in China," International Review of Finance, International Review of Finance Ltd., vol. 21(3), pages 966-988, September.
- repec:dpr:wpaper:1156 is not listed on IDEAS
- Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016.
"Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair,"
Dundee Discussion Papers in Economics
293, Economic Studies, University of Dundee.
- Alasdair Brown & Dooruj Rambaccussing & James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Economics Discussion Papers em-dp2016-01, Department of Economics, University of Reading.
- Fernandez, Raul & Palma Guizar, Brenda & Rho, Caterina, 2021.
"A sentiment-based risk indicator for the Mexican financial sector,"
Latin American Journal of Central Banking (previously Monetaria), Elsevier, vol. 2(3).
- Rho Caterina & Fernández Raúl & Palma Brenda, 2021. "A Sentiment-based Risk Indicator for the Mexican Financial Sector," Working Papers 2021-04, Banco de México.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2023.
"Social media and price discovery: The case of cross‐listed firms,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 151-167, February.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2020. "Social media and price discovery: the case of cross-listed firms," Discussion Papers 20-05, Department of Economics, University of Birmingham.
- Tumasjan, Andranik & Braun, Reiner & Stolz, Barbara, 2021. "Twitter sentiment as a weak signal in venture capital financing," Journal of Business Venturing, Elsevier, vol. 36(2).
- Zhang, Yongjie & An, Yahui & Feng, Xu & Jin, Xi, 2017. "Celebrities and ordinaries in social networks: Who knows more information?," Finance Research Letters, Elsevier, vol. 20(C), pages 153-161.
- Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
- Fan, Rui & Talavera, Oleksandr & Tran, Vu, 2023.
"Information flows and the law of one price,"
International Review of Financial Analysis, Elsevier, vol. 85(C).
- Rui Fan & Oleksandr Talavera & Vu Tran, 2022. "Information flows and the law of one price," Discussion Papers 22-05, Department of Economics, University of Birmingham.
- Yasir Shahab & Yasir Riaz & Collins G. Ntim & Zhiwei Ye & Qingjing Zhang & Ran Feng, 2021. "Online feedback and crowdfunding finance in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4634-4652, July.
- Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024.
"Agreeing to disagree: Informativeness of sentiments in internet message boards,"
Pacific-Basin Finance Journal, Elsevier, vol. 87(C).
- Ton, Thai & Leung, Henry & Gao, Yang & Schiereck, Dirk, 2024. "Agreeing to Disagree: Informativeness of Sentiments in Internet Message Boards," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 150251, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Fabiana Fragnito, 2023. "Copytrading, a New Phenomenon: Comparative Economic and Legal Overview," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 4, pages 431-445.
- Chen, C. Y-H. & Härdle, W. K. & Klochkov, Y., 2019. "Influencers and Communities in Social Networks," Cambridge Working Papers in Economics 1998, Faculty of Economics, University of Cambridge.
- Domingo, Ribeiro-Soriano & Piñeiro-Chousa, Juan & Ángeles López-Cabarcos, M., 2020. "What factors drive returns on initial coin offerings?," Technological Forecasting and Social Change, Elsevier, vol. 153(C).
- Chong Guan & Wenting Liu & Jack Yu-Chao Cheng, 2022. "Using Social Media to Predict the Stock Market Crash and Rebound amid the Pandemic: The Digital ‘Haves’ and ‘Have-mores’," Annals of Data Science, Springer, vol. 9(1), pages 5-31, February.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2020.
"Social media bots and stock markets,"
European Financial Management, European Financial Management Association, vol. 26(3), pages 753-777, June.
- Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.
- Kim, Jikyung (Jeanne) & Dong, Hang & Choi, Jeonghye & Chang, Sue Ryung, 2022. "Sentiment change and negative herding: Evidence from microblogging and news," Journal of Business Research, Elsevier, vol. 142(C), pages 364-376.
- David Rakowski & Sara E. Shirley & Jeffrey R. Stark, 2021. "Twitter activity, investor attention, and the diffusion of information," Financial Management, Financial Management Association International, vol. 50(1), pages 3-46, March.
- Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2019. "SONIC: SOcial Network with Influencers and Communities," IRTG 1792 Discussion Papers 2019-025, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- M. Ángeles López-Cabarcos & Ada M. Pérez-Pico & M. Luisa López-Pérez, 2019. "Does Social Network Sentiment Influence S&P 500 Environmental & Socially Responsible Index?," Sustainability, MDPI, vol. 11(2), pages 1-10, January.
- Bouteska, Ahmed & Mefteh-Wali, Salma & Dang, Trung, 2022. "Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic," Technological Forecasting and Social Change, Elsevier, vol. 184(C).
- Te Bao & Brice Corgnet & Nobuyuki Hanaki & Katsuhiko Okada & Yohanes E. Riyanto & Jiahua Zhu, 2022. "Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students," ISER Discussion Paper 1156r, Institute of Social and Economic Research, Osaka University, revised Sep 2024.
- Al-Nasseri, Alya & Menla Ali, Faek & Tucker, Allan, 2021. "Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors," International Review of Financial Analysis, Elsevier, vol. 78(C).
- Yongqiang Meng & Dehua Shen & Xiong Xiong & Jørgen Vitting Andersen, 2020.
"A Socio-Finance Model: The Case of Bitcoin,"
Post-Print
halshs-03048777, HAL.
- Yongqiang Meng & Dehua Shen & Xiong Xiong & Jorgen Vitting Andersen, 2020. "A Socio-Finance Model: The Case of Bitcoin," Documents de travail du Centre d'Economie de la Sorbonne 20031, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Yongqiang Meng & Dehua Shen & Xiong Xiong & Jørgen Vitting Andersen, 2020. "A Socio-Finance Model: The Case of Bitcoin," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-03048777, HAL.
- Arcuri, Maria Cristina & Gandolfi, Gino & Russo, Ivan, 2023. "Does fake news impact stock returns? Evidence from US and EU stock markets," Journal of Economics and Business, Elsevier, vol. 125.
- Caporale, Guglielmo Maria & Menla Ali, Faek & Spagnolo, Fabio & Spagnolo, Nicola, 2022.
"Cross-border portfolio flows and news media coverage,"
Journal of International Money and Finance, Elsevier, vol. 126(C).
- Guglielmo Maria Caporale & Faek Menla Ali & Fabio Spagnolo & Nicola Spagnolo, 2020. "Cross-Border Portfolio Flows and News Media Coverage," CESifo Working Paper Series 8112, CESifo.
- Kingstone Nyakurukwa & Yudhvir Seetharam, 2025. "Investor sentiment networks: mapping connectedness in DJIA stocks," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-19, December.
- Christopher M Wray & Steven R Bishop, 2016. "A Financial Market Model Incorporating Herd Behaviour," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-28, March.
- 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.
- He, Xue-Zhong & Treich, Nicolas, 2017. "Prediction market prices under risk aversion and heterogeneous beliefs," Journal of Mathematical Economics, Elsevier, vol. 70(C), pages 105-114.
- Francisco Guijarro & Ismael Moya-Clemente & Jawad Saleemi, 2021. "Market Liquidity and Its Dimensions: Linking the Liquidity Dimensions to Sentiment Analysis through Microblogging Data," JRFM, MDPI, vol. 14(9), pages 1-12, August.
- repec:hum:wpaper:sfb649dp2015-005 is not listed on IDEAS
- Pyun, Chaehyun, 2024. "Synchronous social media and the stock market," Journal of Financial Markets, Elsevier, vol. 70(C).
- He, Xue-Zhong & Li, Kai & Santi, Caterina & Shi, Lei, 2022. "Social interaction, volatility clustering, and momentum," Journal of Economic Behavior & Organization, Elsevier, vol. 203(C), pages 125-149.
- Ali Tafti & Ryan Zotti & Wolfgang Jank, 2016. "Real-Time Diffusion of Information on Twitter and the Financial Markets," PLOS ONE, Public Library of Science, vol. 11(8), pages 1-16, August.
- Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020.
"Stock returns and investor sentiment: textual analysis and social media,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 458-485, July.
- Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019. "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers 19-03, Department of Economics, West Virginia University.
- M. Elshendy & A. Fronzetti Colladon & E. Battistoni & P. A. Gloor, 2021. "Using four different online media sources to forecast the crude oil price," Papers 2105.09154, arXiv.org.
- Blitz, David & Huisman, Rob & Swinkels, Laurens & van Vliet, Pim, 2020. "Media attention and the volatility effect," Finance Research Letters, Elsevier, vol. 36(C).
- Ellie Birbeck & Dave Cliff, 2018. "Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals," Papers 1811.02886, arXiv.org.
- Kraaijeveld, Olivier & De Smedt, Johannes, 2020. "The predictive power of public Twitter sentiment for forecasting cryptocurrency prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
- Gabriele Ranco & Darko Aleksovski & Guido Caldarelli & Miha Grčar & Igor Mozetič, 2015. "The Effects of Twitter Sentiment on Stock Price Returns," PLOS ONE, Public Library of Science, vol. 10(9), pages 1-21, September.
- Mohammad Alomari & Abdel Razzaq Al rababa’a & Ghaith El-Nader & Ahmad Alkhataybeh, 2021. "Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 959-1007, October.
- Tiantian Meng & Dan Lu & Danni Yu & M. H. Yahya & Mohd Ashhari Zariyawati, 2024. "Is executive compensation aligned with the company’s ESG objectives? Evidence from Chinese listed companies based on the PSM-DID approach," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-15, December.
- Behrendt, Simon & Schmidt, Alexander, 2018. "The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 355-367.
- Lixing Mei & Yulei Rao & Mei Wang & Jianxin Wang, 2019. "Do investors post messages differently from mobile devices? The correlation between mobile Internet messages posting and stock returns," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 66(4), pages 423-452, December.
- Raúl Gómez‐Martínez & Carmen Orden‐Cruz & Juan Gabriel Martínez‐Navalón, 2022. "Wikipedia pageviews as investors’ attention indicator for Nasdaq," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 29(1), pages 41-49, January.
- Chen, Cathy Yi-Hsuan & Després, Roméo & Guo, Li & Renault, Thomas, 2019. "What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble," IRTG 1792 Discussion Papers 2019-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
- Ning Wang & Shanhui Ke & Yibo Chen & Tao Yan & Andrew Lim, 2019. "Textual Sentiment of Chinese Microblog Toward the Stock Market," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 18(02), pages 649-671, March.
- Smita Roy Trivedi, 2024. "Into the Unknown: Uncertainty, Foreboding and Financial Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(1), pages 1-23, March.
- Andranik Tumasjan, 2024. "The many faces of social media in business and economics research: Taking stock of the literature and looking into the future," Journal of Economic Surveys, Wiley Blackwell, vol. 38(2), pages 389-426, April.
- Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
- Lars Steinert & Christian Herff, 2018. "Predicting altcoin returns using social media," PLOS ONE, Public Library of Science, vol. 13(12), pages 1-12, December.
- Marten Risius & Christoph F. Breidbach & Mathieu Chanson & Ruben Krannichfeldt & Felix Wortmann, 2023. "On the performance of blockchain-based token offerings," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-19, December.
- Nicolas, Maxime L.D., 2022. "Estimating a model of herding behavior on social networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Agarwal, Shweta & Kumar, Shailendra & Goel, Utkarsh, 2019. "Stock market response to information diffusion through internet sources: A literature review," International Journal of Information Management, Elsevier, vol. 45(C), pages 118-131.
- Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022. "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Ramirez, Philip & Reade, J. James & Singleton, Carl, 2023.
"Betting on a buzz: Mispricing and inefficiency in online sportsbooks,"
International Journal of Forecasting, Elsevier, vol. 39(3), pages 1413-1423.
- Philip Ramirez & J. James Reade & Carl Singleton, 2021. "Betting on a buzz, mispricing and inefficiency in online sportsbooks," Economics Discussion Papers em-dp2021-10, Department of Economics, University of Reading, revised 27 Jul 2022.
- Junni L. Zhang & Wolfgang Karl Hardle & Cathy Y. Chen & Elisabeth Bommes, 2020. "Distillation of News Flow into Analysis of Stock Reactions," Papers 2009.10392, arXiv.org.
- Leif W. Lundmark & Chong Oh & J. Cameron Verhaal, 0. "A little Birdie told me: Social media, organizational legitimacy, and underpricing in initial public offerings," Information Systems Frontiers, Springer, vol. 0, pages 1-16.
- Chong, Terence Tai Leung & Wu, Zhang & Liu, Yuchen, 2019. "Market Reaction to iPhone Rumors," MPRA Paper 92014, University Library of Munich, Germany.
- Piñeiro-Chousa, Juan Ramón & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María, 2016. "Examining the influence of stock market variables on microblogging sentiment," Journal of Business Research, Elsevier, vol. 69(6), pages 2087-2092.
- Ziyuan Ma & Conor Ryan & Jim Buckley & Muslim Chochlov, 2024. "Do Weibo platform experts perform better at predicting stock market?," Papers 2403.00772, arXiv.org.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2019. "Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions," Papers 1909.03792, arXiv.org, revised Sep 2019.
- Sakthivel SANTHOSHKUMAR & Murugesan SELVAM, 2024. "Twitter sentiments and stock indices returns with reference to nifty energy indices of India," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(1(638), S), pages 125-136, Spring.
- Donghua Zhou & Yujie Zhao & Philip T Lin & Bin Li & Adrian (Waikong) Cheung, 2019. "Can microblogging information disclosure reduce stock price synchronicity? Evidence from China," Australian Journal of Management, Australian School of Business, vol. 44(2), pages 282-305, May.
- Ana Fern'andez Vilas & Rebeca P. D'iaz Redondo & Keeley Crockett & Majdi Owda & Lewis Evans, 2023. "Twitter Permeability to financial events: an experiment towards a model for sensing irregularities," Papers 2312.11530, arXiv.org.
- Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Yingying Xu & Zhixin Liu & Jichang Zhao & Chiwei Su, 2017. "Weibo sentiments and stock return: A time-frequency view," PLOS ONE, Public Library of Science, vol. 12(7), pages 1-21, July.
- Szymon Lis, 2024. "Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence," Papers 2411.13180, arXiv.org.
- Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2019.
"Could crowdsourced financial analysis replace the equity research by investment banks?,"
Finance Research Letters, Elsevier, vol. 29(C), pages 280-284.
- Kommel, Karl Arnold & Sillasoo, Martin & Lublóy, Ágnes, 2018. "Could crowdsourced financial analysis replace the equity research by investment banks?," Corvinus Economics Working Papers (CEWP) 2018/03, Corvinus University of Budapest.
- Shwartz-Asher, Daphna & Chun, Soon & Adam, Nabil R. & Snider, Keren LG., 2020. "Knowledge sharing behaviors in social media," Technology in Society, Elsevier, vol. 63(C).
- Neifar, Malika & Hdider, Anis, 2024. "Role of Crude Oil, Natural Gas and Wheat Prices and the Impact of the Russian-Ukrainian War on the Investor Social Network Sentiment; Evidence from the US Stock Market," MPRA Paper 120920, University Library of Munich, Germany.
- Lei, Lijun (Gillian) & Li, Yutao & Luo, Yan, 2019. "Production and dissemination of corporate information in social media: A review," Journal of Accounting Literature, Elsevier, vol. 42(C), pages 29-43.
- Arezoo Hatefi Ghahfarrokhi & Mehrnoush Shamsfard, 2020. "Tehran stock exchange prediction using sentiment analysis of online textual opinions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 27(1), pages 22-37, January.
- Nabanita Das & Bikash Sadhukhan & Rajdeep Ghosh & Satyajit Chakrabarti, 2024. "Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3407-3446, December.
- Chen, Yuan & Han, Dongmei & Zhou, Xiaofeng, 2023. "Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts' follow-up behavior," International Review of Financial Analysis, Elsevier, vol. 88(C).
- Zhang, Jiahang & Zhang, Chi, 2022. "Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter," Research in International Business and Finance, Elsevier, vol. 61(C).
- Na, Haejung & Kim, Soonho, 2021. "Predicting stock prices based on informed traders’ activities using deep neural networks," Economics Letters, Elsevier, vol. 204(C).
- Chatterjee, Ujjal & French, Joseph J., 2022. "A note on tweeting and equity markets before and during the Covid-19 pandemic," Finance Research Letters, Elsevier, vol. 46(PA).
- Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022. "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Al-Nasseri, Alya & Menla Ali, Faek, 2018. "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, vol. 86(C), pages 166-178.
- Saurabh, Samant & Dey, Kushankur, 2020. "Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom," Journal of Behavioral and Experimental Finance, Elsevier, vol. 26(C).
- Miwa, Kotaro, 2023. "Divergent opinions on social media," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 182-196.
- Eierle, Brigitte & Klamer, Sebastian & Muck, Matthias, 2022. "Does it really pay off for investors to consider information from social media?," International Review of Financial Analysis, Elsevier, vol. 81(C).
- Ben Chamberlain & Zhangxin (Frank) Liu & Lee A. Smales, 2023. "Short interest and the stock market relation with news sentiment from traditional and social media sources," Australian Economic Papers, Wiley Blackwell, vol. 62(2), pages 321-334, June.
- Berkin, Anil & Aerts, Walter & Van Caneghem, Tom, 2023. "Feasibility analysis of machine learning for performance-related attributional statements," International Journal of Accounting Information Systems, Elsevier, vol. 48(C).
- Yang, Ni & Fernandez-Perez, Adrian & Indriawan, Ivan, 2024. "Spillover between investor sentiment and volatility: The role of social media," International Review of Financial Analysis, Elsevier, vol. 96(PA).
- Chen, Rongda & Wang, Shengnan & Jin, Chenglu & Yu, Jingjing & Zhang, Xinyu & Zhang, Shuonan, 2023. "Comovements between multidimensional investor sentiment and returns on internet financial products," International Review of Financial Analysis, Elsevier, vol. 85(C).
- Nishimura, Yusaku & Sun, Bianxia, 2021. "President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Goutte, Maud-Rose, 2022. "Do actions speak louder than words? Evidence from microblogs," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
- Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2020. "All that glitters is not gold: CEOs' celebrity beyond media content," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 444-460, July.
- Zhang, Junni L. & Härdle, Wolfgang Karl & Chen, Cathy Y. & Bommes, Elisabeth, 2015. "Distillation of news flow into analysis of stock reactions," SFB 649 Discussion Papers 2015-005, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
- Gürkan BOZMA & Sinan KUL, 2020. "Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock pri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
- Xiong Xiong & Chunchun Luo & Ye Zhang & Shen Lin, 2019. "Do stock bulletin board systems (BBS) contain useful information? A viewpoint of interaction between BBS quality and predicting ability," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(5), pages 1385-1411, March.
- Hoang, Daniel & Wiegratz, Kevin, 2022. "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics 158, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
- Anubhav Sarkar & Swagata Chakraborty & Sohom Ghosh & Sudip Kumar Naskar, 2022. "Evaluating Impact of Social Media Posts by Executives on Stock Prices," Papers 2211.01287, arXiv.org, revised Dec 2022.
- 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.
- Leif W. Lundmark & Chong Oh & J. Cameron Verhaal, 2017. "A little Birdie told me: Social media, organizational legitimacy, and underpricing in initial public offerings," Information Systems Frontiers, Springer, vol. 19(6), pages 1407-1422, December.
- 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).
- Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair," Working Papers 2016-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
- Jawad Saleemi, 2023. "Microblogging Perceptive and Pricing Liquidity: Exploring Asymmetric Information as a Risk Determinant of Liquidity in the Pandemic Environments," Economic Analysis Letters, Anser Press, vol. 2(1), pages 1-9, March.
- Benjamin Clapham & Michael Siering & Peter Gomber, 2021. "Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets," Information Systems Frontiers, Springer, vol. 23(2), pages 477-494, April.
- Fathin Faizah Said & Raja Solan Somasuntharam & Mohd Ridzwan Yaakub & Tamat Sarmidi, 2023. "Impact of Google searches and social media on digital assets’ volatility," Palgrave Communications, Palgrave Macmillan, vol. 10(1), pages 1-17, December.
- Riccardo Reith & Maximilian Fischer & Bettina Lis, 2020. "Explaining the intention to use social trading platforms: an empirical investigation," Journal of Business Economics, Springer, vol. 90(3), pages 427-460, April.
- Danni Yu & Tiantian Meng & Minyu Zheng & Rongyi Ma, 2024. "ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-13, December.
- Hee Soo Lee, 2020. "Exploring the Initial Impact of COVID-19 Sentiment on US Stock Market Using Big Data," Sustainability, MDPI, vol. 12(16), pages 1-19, August.
- Huang, Xuan & An, Haizhong & Fang, Wei & Gao, Xiangyun & Wang, Lijun & Sun, Xiaoqi, 2016. "Impact assessment of international anti-dumping events on synchronization and comovement of the Chinese photovoltaic stocks," Renewable and Sustainable Energy Reviews, Elsevier, vol. 59(C), pages 459-469.
- Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020. "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, vol. 72(C).
- Ana Fern'andez Vilas & Rebeca D'iaz Redondo & Ant'on Lorenzo Garc'ia, 2023. "The irruption of cryptocurrencies into Twitter cashtags: a classifying solution," Papers 2312.11531, arXiv.org.
- Piñeiro-Chousa, Juan & López-Cabarcos, M.Ángeles & Ribeiro-Soriano, Domingo, 2020. "Does investor attention influence water companies’ stock returns?," Technological Forecasting and Social Change, Elsevier, vol. 158(C).
- Bowden, James & Gemayel, Roland, 2022. "Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
- Qing Liu & Hosung Son, 2024. "Methods for aggregating investor sentiment from social media," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-22, December.