Walking Down Wall Street With A Tablet: A Survey Of Stock Market Predictions Using The Web
Citations
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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.
- 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).
- Marian Pompiliu Cristescu & Raluca Andreea Nerisanu & Dumitru Alexandru Mara & Simona-Vasilica Oprea, 2022. "Using Market News Sentiment Analysis for Stock Market Prediction," Mathematics, MDPI, vol. 10(22), pages 1-12, November.
- 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.
- Gambarelli, Luca & Muzzioli, Silvia, 2025. "News sentiment indicators and the cross-section of stock returns in the European stock market," International Review of Economics & Finance, Elsevier, vol. 101(C).
- Ganggang Guo & Yulei Rao & Feida Zhu & Fang Xu, 2020. "Innovative deep matching algorithm for stock portfolio selection using deep stock profiles," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-31, November.
- 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.
- Geetu Aggarwal & Navdeep Aggarwal, 2021. "Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 79-99, March.
- 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.
- Shafeeq Ur Rahaman, 2026. "Dynamic Neuroplastic Networks for Financial Decision Making: A Self-Adaptive Approach for Mitigating Catastrophic Forgetting in Continual Learning," Computational Economics, Springer;Society for Computational Economics, vol. 68(1), pages 457-474, July.
- Bahloul, Walid & Dammak, Wael, 2025. "Online investor sentiment in the financial futures markets," Research in International Business and Finance, Elsevier, vol. 75(C).
- Andrew Todd & James Bowden & Yashar Moshfeghi, 2024. "Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(1), March.
- Luca Barbaglia & Sergio Consoli & Sebastiano Manzan & Luca Tiozzo Pezzoli & Elisa Tosetti, 2025. "Sentiment analysis of economic text: A lexicon‐based approach," Economic Inquiry, Western Economic Association International, vol. 63(1), pages 125-143, January.
- 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.
- Wang, Chao & Zhang, Yue & Zhang, Weiguo & Gong, Xue, 2021. "Textual sentiment of comments and collapse of P2P platforms: Evidence from China's P2P market," Research in International Business and Finance, Elsevier, vol. 58(C).
- 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.
- Katsafados, Apostolos G. & Androutsopoulos, Ion & Chalkidis, Ilias & Fergadiotis, Manos & Leledakis, George N. & Pyrgiotakis, Emmanouil G., 2020. "Textual Information and IPO Underpricing: A Machine Learning Approach," MPRA Paper 103813, University Library of Munich, Germany.
- Leighton Vaughan Williams & J. James Reade, 2016. "Prediction Markets, Social Media and Information Efficiency," Kyklos, Wiley Blackwell, vol. 69(3), pages 518-556, August.
- 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.
- Mariano González-Sánchez & M. Encina Morales de Vega, 2021. "Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector," Mathematics, MDPI, vol. 9(4), pages 1-21, February.
- Takayuki Morimoto & Yoshinori Kawasaki, 2017. "Forecasting Financial Market Volatility Using a Dynamic Topic Model," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 24(3), pages 149-167, September.
- 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.
- Aggarwal, Divya & Chandrasekaran, Shabana & Annamalai, Balamurugan, 2020. "A complete empirical ensemble mode decomposition and support vector machine-based approach to predict Bitcoin prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
- Alomari, Mohammad & Al Rababa’a, Abdel Razzaq & El-Nader, Ghaith & Alkhataybeh, Ahmad & Ur Rehman, Mobeen, 2021. "Examining the effects of news and media sentiments on volatility and correlation: Evidence from the UK," The Quarterly Review of Economics and Finance, Elsevier, vol. 82(C), pages 280-297.
- Ballinari, Daniele & Behrendt, Simon, 2020. "Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter," Finance Research Letters, Elsevier, vol. 35(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).
- Zhou, Zhongbao & Gao, Meng & Xiao, Helu & Wang, Rui & Liu, Wenbin, 2021. "Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources," Omega, Elsevier, vol. 104(C).
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