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Citations for "Giving Content to Investor Sentiment: The Role of Media in the Stock Market"

by Paul C. Tetlock

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  1. Baolei Qi & Rong Yang & Gaoliang Tian, 2014. "Can media deter management from manipulating earnings? Evidence from China," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 571-597, April.
  2. J. Daniel Aromí, 2013. "Pre-play Research in a Model of Bank Runs," Económica, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata, vol. 59, pages 57-86, January-D.
  3. Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel, 2011. "The persistent effects of a false news shock," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 597-615, September.
  4. Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo CARF-F-299, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  5. Price, S. McKay & Doran, James S. & Peterson, David R. & Bliss, Barbara A., 2012. "Earnings conference calls and stock returns: The incremental informativeness of textual tone," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 992-1011.
  6. Avery, Christopher & Chevalier, Judith & Zeckhauser, Richard J., 2011. "The "CAPS" Prediction System and Stock Market Returns," Working Paper Series rwp11-028, Harvard University, John F. Kennedy School of Government.
  7. Jegadeesh, Narasimhan & Wu, Di, 2013. "Word power: A new approach for content analysis," Journal of Financial Economics, Elsevier, Elsevier, vol. 110(3), pages 712-729.
  8. Tushar Rao & Saket Srivastava, 2012. "Modeling Movements in Oil, Gold, Forex and Market Indices using Search Volume Index and Twitter Sentiments," Papers 1212.1037, arXiv.org.
  9. Campbell, Gareth & Turner, John D. & Walker, Clive B., 2012. "The role of the media in a bubble," Explorations in Economic History, Elsevier, Elsevier, vol. 49(4), pages 461-481.
  10. David Iselin & Boriss Siliverstovs, 2013. "Using Newspapers for Tracking the Business Cycle: A comparative study for Germany and Switzerland," KOF Working papers 13-337, KOF Swiss Economic Institute, ETH Zurich.
  11. García, Diego & Norli, Øyvind, 2012. "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 106(3), pages 547-565.
  12. Fratzscher, Marcel, 2008. "How successful is the G7 in managing exchange rates?," Working Paper Series 0952, European Central Bank.
  13. Wisniewski, Tomasz Piotr & Yekini, Liafisu Sina, 2014. "Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly," MPRA Paper 58107, University Library of Munich, Germany.
  14. Margaret Forster & Tim Loughran & Bill McDonald, 2009. "Commonality in Codes of Ethics," Journal of Business Ethics, Springer, vol. 90(2), pages 129-139, November.
  15. Gerben Bakker, 2014. "Soft power: the media industries in Britain since 1870," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History 56333, London School of Economics and Political Science, Department of Economic History.
  16. Peter Koudijs, 2013. "The boats that did not sail: Asset Price Volatility and Market Efficiency in a Natural Experiment," NBER Working Papers 18831, National Bureau of Economic Research, Inc.
  17. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
  18. Bozanic, Zahn & Dirsmith, Mark W. & Huddart, Steven, 2012. "The social constitution of regulation: The endogenization of insider trading laws," Accounting, Organizations and Society, Elsevier, vol. 37(7), pages 461-481.
  19. Thanaset Chevapatrakul & Kai-Hong Tee, 2014. "The Effects of News Events on Market Contagion: Evidence from the 2007-2009 Financial Crisis," Discussion Papers 2014/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  20. Tirunillai, S. & Tellis, G.J., 2011. "Does Online Chatter Really Matter? Dynamics of User-Generated Content and Stock Performance," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasm 25817, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  21. Kim, Y. Han (Andy), 2013. "Self attribution bias of the CEO: Evidence from CEO interviews on CNBC," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2472-2489.
  22. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 272-287.
  23. Milo Bianchi & Philippe Jehiel, 2010. "Bubbles and Crashes with Partially Sophisticated Investors," Levine's Working Paper Archive 122247000000002180, David K. Levine.
  24. Wu, YiLin, 2010. "What's in a name? What leads a firm to change its name and what the new name foreshadows," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1344-1359, June.
  25. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 951, Board of Governors of the Federal Reserve System (U.S.).
  26. James Doran & David Peterson & S. Price, 2012. "Earnings Conference Call Content and Stock Price: The Case of REITs," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 402-434, August.
  27. Aman, Hiroyuki, 2013. "An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 24(C), pages 22-38.
  28. Loughran, Tim & McDonald, Bill, 2013. "IPO first-day returns, offer price revisions, volatility, and form S-1 language," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(2), pages 307-326.
  29. Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012. "Legislating Stock Prices," NBER Working Papers 18291, National Bureau of Economic Research, Inc.
  30. De Paola, Maria & Scoppa, Vincenzo, 2014. "Media exposure and individual choices: Evidence from lottery players," Economic Modelling, Elsevier, vol. 38(C), pages 385-391.
  31. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University, Department of Economics, Tufts University 0776, Department of Economics, Tufts University.
  32. David Iselin & Boriss Siliverstovs, 2013. "Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 104-117, September.
  33. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, Elsevier, vol. 13(2), pages 159-183.
  34. Leif Brandes & Katja Rost, . "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU).
  35. Yang-Cheng Lu & Yu-Chen Wei, 2013. "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 44-58, October.
  36. Riordan, Ryan & Storkenmaier, Andreas & Wagener, Martin & Sarah Zhang, S., 2013. "Public information arrival: Price discovery and liquidity in electronic limit order markets," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1148-1159.
  37. Elizabeth Demers & Clara Vega, 2009. "Soft Information in Earnings Announcements: News or Noise?," 2009 Meeting Papers, Society for Economic Dynamics 80, Society for Economic Dynamics.
  38. Francisca Beer & Fabrice Hervé & Mohamed Zouaoui, 2013. "Is Big Brother Watching Us? Google, Investor Sentiment and the Stock Market," Economics Bulletin, AccessEcon, vol. 33(1), pages 454-466.
  39. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Working Papers in Economics 14/04, University of Canterbury, Department of Economics and Finance.
  40. Wu-Jen Chuang & Liang-Yuh Ou-Yang & Wen-Chen Lo, 2009. "Nonlinear Market Dynamics Between Stock Returns And Trading Volume: Empirical Evidences From Asian Stock Markets," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 56, pages 621-634, November.
  41. Thoenes, Stefan & Gores, Timo, 2012. "Attention, Media and Fuel Efficiency," EWI Working Papers, Energiewirtschaftliches Institut an der Universitaet zu Koeln 2012-11, Energiewirtschaftliches Institut an der Universitaet zu Koeln.
  42. Mthuli Ncube & Daniel Zerfu Gurara & Dawit B. Tessema, 2014. "Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence," Working Paper Series, African Development Bank 2135, African Development Bank.
  43. Jacob Boudoukh & Ronen Feldman & Shimon Kogan & Matthew Richardson, 2013. "Which News Moves Stock Prices? A Textual Analysis," NBER Working Papers 18725, National Bureau of Economic Research, Inc.
  44. Nico Singer & Saskia Laser & Frank Dreher, 2013. "Published stock recommendations as investor sentiment in the near-term stock market," Empirical Economics, Springer, vol. 45(3), pages 1233-1249, December.
  45. Carlin, Bruce I., 2009. "Strategic price complexity in retail financial markets," Journal of Financial Economics, Elsevier, Elsevier, vol. 91(3), pages 278-287, March.
  46. Ryohei Hisano & Didier Sornette & Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2012. "High quality topic extraction from business news explains abnormal financial market volatility," UTokyo Price Project Working Paper Series 002, University of Tokyo, Graduate School of Economics.
  47. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, Elsevier, vol. 111(1), pages 181-199.
  48. Gerard Hoberg & Gordon M. Phillips, 2010. "Text-Based Network Industries and Endogenous Product Di fferentiation," NBER Working Papers 15991, National Bureau of Economic Research, Inc.
  49. Konstantin A. Kholodilin & Tobias Thomas & Dirk Ulbricht, 2014. "Do Media Data Help to Predict German Industrial Production?," Discussion Papers of DIW Berlin 1393, DIW Berlin, German Institute for Economic Research.
  50. Felix Ming Fai Wong & Zhenming Liu & Mung Chiang, 2014. "Stock Market Prediction from WSJ: Text Mining via Sparse Matrix Factorization," Papers 1406.7330, arXiv.org.
  51. Hanley, Kathleen Weiss & Hoberg, Gerard, 2012. "Litigation risk, strategic disclosure and the underpricing of initial public offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 103(2), pages 235-254.
  52. Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C., 2012. "How are shorts informed?," Journal of Financial Economics, Elsevier, Elsevier, vol. 105(2), pages 260-278.
  53. Fabrizio Lillo & Salvatore Miccich\`e & Michele Tumminello & Jyrki Piilo & Rosario Nunzio Mantegna, 2012. "How news affect the trading behavior of different categories of investors in a financial market," Papers 1207.3300, arXiv.org.
  54. Talpsepp, Tõnn & Rieger, Marc Oliver, 2010. "Explaining asymmetric volatility around the world," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(5), pages 938-956, December.
  55. Singer, Nico & Dreher, Frank & Laser, Saskia, 2012. "Published stock recommendations as institutional investor sentiment in the near-term stock market," Thuenen-Series of Applied Economic Theory 121, University of Rostock, Institute of Economics.
  56. Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013. "Legislating stock prices," Journal of Financial Economics, Elsevier, Elsevier, vol. 110(3), pages 574-595.
  57. Ming-Chi Chen & Chi-Lu Peng & So-De Shyu & Jhih-Hong Zeng, 2012. "Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance," The Journal of Real Estate Finance and Economics, Springer, vol. 45(2), pages 364-382, August.
  58. Goedde-Menke, Michael & Langer, Thomas & Pfingsten, Andreas, 2014. "Impact of the financial crisis on bank run risk – Danger of the days after," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 522-533.
  59. Marco GAMBARO & Riccardo PUGLISI, 2009. "What do ads buy? Daily coverage of listed companies on the Italian press," Departmental Working Papers 2009-36, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
  60. Tim Loughran & Bill McDonald, 2014. "Regulation and financial disclosure: The impact of plain English," Journal of Regulatory Economics, Springer, vol. 45(1), pages 94-113, February.
  61. Francis, Bill B. & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Journal of Corporate Finance, Elsevier, Elsevier, vol. 25(C), pages 202-215.
  62. Sazedj, Sharmin & Tavares, José, 2011. "Hope, Change, and Financial Markets: Can Obama's Words Drive the Market?," CEPR Discussion Papers 8713, C.E.P.R. Discussion Papers.
  63. Ammann, Manuel & Frey, Roman & Verhofen, Michael, 2012. "Do Newspaper Articles Predict Aggregate Stock Returns?," Working Papers on Finance 1204, University of St. Gallen, School of Finance.
  64. Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013. "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, Elsevier, vol. 37(C), pages 81-92.
  65. Michael Fung, 2013. "A trade-off between non-fundamental risk and incentives," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 29-51, July.
  66. Korkeamäki, Timo & Rainio, Elina & Takalo, Tuomas, 2010. "Law and stock markets: evidence from an emerging market," Research Discussion Papers 1/2010, Bank of Finland.
  67. Robert F. Engle & Martin Klint Hansen & Asger Lunde, 2012. "And Now, The Rest of the News: Volatility and Firm Specific News Arrival," CREATES Research Papers 2012-56, School of Economics and Management, University of Aarhus.
  68. Roberto Casarin & Flaminio Squazzoni, 2012. "Financial press and stock markets in times of crisis," Working Papers 2012_04, Department of Economics, University of Venice "Ca' Foscari".
  69. Kosnik, Lea-Rachel, 2014. "Determinants of contract completeness: An environmental regulatory application," International Review of Law and Economics, Elsevier, Elsevier, vol. 37(C), pages 198-208.
  70. Huina Mao & Scott Counts & Johan Bollen, 2011. "Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data," Papers 1112.1051, arXiv.org.
  71. Berger, Dave & Turtle, H.J., 2012. "Cross-sectional performance and investor sentiment in a multiple risk factor model," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1107-1121.
  72. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
  73. Groß-Klußmann, Axel & Hautsch, Nikolaus, 2011. "When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(2), pages 321-340, March.
  74. David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
  75. Lu, Yang-Cheng & Shen, Chung-Hua & Wei, Yu-Chen, 2013. "Revisiting early warning signals of corporate credit default using linguistic analysis," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 24(C), pages 1-21.
  76. Ho, Kin-Yip & Shi, Yanlin & Zhang, Zhaoyong, 2013. "How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approaches," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 436-456.
  77. Aman, Hiroyuki, 2011. "Firm-specific volatility of stock returns, the credibility of management forecasts, and media coverage: Evidence from Japanese firms," Japan and the World Economy, Elsevier, Elsevier, vol. 23(1), pages 28-39, January.
  78. William Goetzmann & S. Ravid & Ronald Sverdlove, 2013. "The pricing of soft and hard information: economic lessons from screenplay sales," Journal of Cultural Economics, Springer, vol. 37(2), pages 271-307, May.
  79. Farag, Hisham, 2013. "Price limit bands, asymmetric volatility and stock market anomalies: Evidence from emerging markets," Global Finance Journal, Elsevier, vol. 24(1), pages 85-97.
  80. Kuhnen, Camelia M. & Niessen, Alexandra, 2010. "Public opinion and executive compensation," CFR Working Papers 08-09 [rev.], University of Cologne, Centre for Financial Research (CFR).
  81. Hsu, Audrey Wen-hsin & Wang, Tawei, 2013. "Does the market value corporate response to climate change?," Omega, Elsevier, vol. 41(2), pages 195-206.
  82. Gerben Bakker, 2014. "How they made news pay: news traders’ quest for crisis-resistant business models," Economic History Working Papers, London School of Economics and Political Science, Department of Economic History 59304, London School of Economics and Political Science, Department of Economic History.
  83. Michael J. Seiler & David M. Harrison, 2011. "Perceived Versus Actual Susceptibility to Normative Influence in the Presence of Defaulting Landlords," Review of Behavioral Finance, Emerald Group Publishing, vol. 3(2), pages 55-77, November.
  84. Carlin, Bruce Ian & Chowdhry, Bhagwan & Garmaise, Mark J., 2012. "Investment in organization capital," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 21(2), pages 268-286.
  85. Gordon L Clark, 2012. "Pensions or property?," Environment and Planning A, Pion Ltd, London, vol. 44(5), pages 1185-1199, May.
  86. Chouliaras, Andreas & Grammatikos, Theoharry, 2013. "News Flow, Web Attention and Extreme Returns in the European Financial Crisis," MPRA Paper 51335, University Library of Munich, Germany.
  87. Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012. "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer, vol. 26(2), pages 179-215, June.
  88. Brounen, Dirk & Kok, Nils, 2011. "On the economics of energy labels in the housing market," Journal of Environmental Economics and Management, Elsevier, vol. 62(2), pages 166-179, September.