4.5 Article

More than just noise? Examining the information content of stock microblogs on financial markets

Related references

Note: Only part of the references are listed.
Article Business, Finance

Financialization: Towards a new research agenda

Thomas Lagoarde-Segot

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS (2017)

Article Business, Finance

Market-wide attention, trading, and stock returns

Yu Yuan

JOURNAL OF FINANCIAL ECONOMICS (2015)

Article Business, Finance

Tweets and Trades: the Information Content of Stock Microblogs

Timm O. Sprenger et al.

EUROPEAN FINANCIAL MANAGEMENT (2014)

Article Business, Finance

Wisdom of Crowds: The Value of Stock Opinions Transmitted Through Social Media

Hailiang Chen et al.

REVIEW OF FINANCIAL STUDIES (2014)

Article Computer Science, Artificial Intelligence

The impact of social and conventional media on firm equity value: A sentiment analysis approach

Yang Yu et al.

DECISION SUPPORT SYSTEMS (2013)

Article Computer Science, Information Systems

IMPACT OF WIKIPEDIA ON MARKET INFORMATION ENVIRONMENT: EVIDENCE ON MANAGEMENT DISCLOSURE AND INVESTOR REACTION

Sean Xin Xu et al.

MIS QUARTERLY (2013)

Article Information Science & Library Science

Social Media and Firm Equity Value

Xueming Luo et al.

INFORMATION SYSTEMS RESEARCH (2013)

Article Business

Does Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance

Seshadri Tirunillai et al.

MARKETING SCIENCE (2012)

Article Computer Science, Interdisciplinary Applications

Twitter mood predicts the stock market

Johan Bollen et al.

JOURNAL OF COMPUTATIONAL SCIENCE (2011)

Article Business, Finance

All the News That's Fit to Reprint: Do Investors React to Stale Information?

Paul C. Tetlock

REVIEW OF FINANCIAL STUDIES (2011)

Article Economics

Experts online: An analysis of trading activity in a public Internet chat room

Bruce Mizrach et al.

JOURNAL OF ECONOMIC BEHAVIOR & ORGANIZATION (2009)

Article Business, Finance

More than words: Quantifying language to measure firms' fundamentals

Paul C. Tetlock et al.

JOURNAL OF FINANCE (2008)

Article Management

Yahoo! for Amazon: Sentiment extraction from small talk on the web

Sanjiv R. Das et al.

MANAGEMENT SCIENCE (2007)

Article Economics

Investor sentiment in the stock market

Malcolm Baker et al.

JOURNAL OF ECONOMIC PERSPECTIVES (2007)

Article Business, Finance

The price impact and survival of irrational traders

L Kogan et al.

JOURNAL OF FINANCE (2006)

Article Business, Finance

Is all that talk just noise? The information content of Internet stock message boards

W Antweiler et al.

JOURNAL OF FINANCE (2004)

Review Business, Finance

Limited attention, information disclosure, and financial reporting

D Hirshleifer et al.

JOURNAL OF ACCOUNTING & ECONOMICS (2003)

Article Business, Finance

Stock price reaction to news and no-news: drift and reversal after headlines

WS Chan

JOURNAL OF FINANCIAL ECONOMICS (2003)

Article Economics

From efficient markets theory to behavioral finance

RJ Shiller

JOURNAL OF ECONOMIC PERSPECTIVES (2003)

Article Economics

The efficient market hypothesis and its critics

BG Malkiel

JOURNAL OF ECONOMIC PERSPECTIVES (2003)

Article Business, Finance

Price discovery and common factor models

RT Baillie et al.

JOURNAL OF FINANCIAL MARKETS (2002)

Article Business, Finance

Some desiderata for the measurement of price discovery across markets

BN Lehmann

JOURNAL OF FINANCIAL MARKETS (2002)