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The impact of internet stock message boards on cross-sectional returns of small-capitalization stocks

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Cited by:

  1. Shaen Corbet & Yang (Greg) Hou & Yang Hu & Les Oxley, 2022. "We Reddit in a Forum: The Influence of Message Boards on Firm Stability," Review of Corporate Finance, now publishers, vol. 2(1), pages 151-190, March.
  2. Huang, Tao & Zhang, Xueyong, 2022. "Industry-level media tone and the cross-section of stock returns," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 59-77.
  3. Prajwal Eachempati & Praveen Ranjan Srivastava, 2021. "Accounting for unadjusted news sentiment for asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(3), pages 383-422, May.
  4. Wu, Chunying & Xiong, Xiong & Gao, Ya & Zhang, Jin, 2022. "Does social media distort price discovery? Evidence from rumor clarifications," Research in International Business and Finance, Elsevier, vol. 62(C).
  5. Bartram, Söhnke & Branke, Jürgen & Motahari, Mehrshad, 2020. "Artificial Intelligence in Asset Management," CEPR Discussion Papers 14525, C.E.P.R. Discussion Papers.
  6. 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.
  7. Li, Xiao, 2020. "When financial literacy meets textual analysis: A conceptual review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
  8. 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).
  9. Yongqiang Meng & Dehua Shen & Xiong Xiong & Jørgen Vitting Andersen, 2020. "A Socio-Finance Model: The Case of Bitcoin," Post-Print halshs-03048777, HAL.
  10. Chang, Yen-Cheng & Shao, Ran & Wang, Na, 2022. "Can stock message board sentiment predict future returns? Local versus nonlocal posts," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
  11. Wang, Gaoshan & Yu, Guangjin & Shen, Xiaohong, 2021. "The effect of online environmental news on green industry stocks: The mediating role of investor sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
  12. 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.
  13. Li, Xiao & Shen, Dehua & Zhang, Wei, 2018. "Do Chinese internet stock message boards convey firm-specific information?," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 1-14.
  14. 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.
  15. 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.
  16. Meng, Xiangtong & Zhang, Wei & Li, Youwei & Cao, Xing & Feng, Xu, 2020. "Social media effect, investor recognition and the cross-section of stock returns," International Review of Financial Analysis, Elsevier, vol. 67(C).
  17. Alperovych, Yan & Cumming, Douglas & Czellar, Veronika & Groh, Alexander, 2021. "M&A rumors about unlisted firms," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1324-1339.
  18. Xiao Wu, Dong & Yao, Xiao & Luan Guo, Jian, 2021. "Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms," Economic Modelling, Elsevier, vol. 94(C), pages 513-525.
  19. Chen, Zhongdong & Schmidt, Adam & Wang, Jin’ai, 2021. "Retail investor risk-seeking, attention, and the January effect," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  20. Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
  21. Maxime L. D. Nicolas & Adrien Desroziers & Fabio Caccioli & Tomaso Aste, 2023. "ESG Reputation Risk Matters: An Event Study Based on Social Media Data," Papers 2307.11571, arXiv.org.
  22. Minjian Ye & Guangzhong Li, 2017. "Internet big data and capital markets: a literature review," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 3(1), pages 1-18, December.
  23. Fang, Hao & Chung, Chien-Ping & Lu, Yang-Cheng & Lee, Yen-Hsien & Wang, Wen-Hao, 2021. "The impacts of investors' sentiments on stock returns using fintech approaches," International Review of Financial Analysis, Elsevier, vol. 77(C).
  24. 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.
  25. Geng, Yuedan & Ye, Qiang & Jin, Yu & Shi, Wen, 2022. "Crowd wisdom and internet searches: What happens when investors search for stocks?," International Review of Financial Analysis, Elsevier, vol. 82(C).
  26. 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).
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