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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. Yang-Cheng Lu & Yu-Chen Wei, 2013. "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 44-58, October.
  2. Gabriele Ranco & Ilaria Bordino & Giacomo Bormetti & Guido Caldarelli & Fabrizio Lillo & Michele Treccani, 2014. "Coupling news sentiment with web browsing data predicts intra-day stock prices," Papers 1412.3948, arXiv.org, revised Dec 2014.
  3. Campbell, Gareth & Turner, John D. & Walker, Clive B., 2012. "The role of the media in a bubble," Explorations in Economic History, Elsevier, vol. 49(4), pages 461-481.
  4. 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.
  5. Carvalho, Carlos & Klagge, Nicholas & Moench, Emanuel, 2011. "The persistent effects of a false news shock," Journal of Empirical Finance, Elsevier, vol. 18(4), pages 597-615, September.
  6. Christopher Avery & Judith A. Chevalier & Richard J. Zeckhauser, 2011. "The "CAPS" Prediction System and Stock Market Returns," NBER Working Papers 17298, National Bureau of Economic Research, Inc.
  7. Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014. "News media sentiment and investor behavior," CFS Working Paper Series 492, Center for Financial Studies (CFS).
  8. 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.
  9. 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.
  10. 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).
  11. Lea Kosnik, 2014. "In Tandem or Out of Sync? Academic Economics Research and Public Policy Measures," Working Papers 1006, University of Missouri-St. Louis, Department of Economics.
  12. 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.
  13. 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.
  14. Marco Gambaro and Riccardo Puglisi, 2010. "What Do Ads Buy? Daily Coverage of Listed Companies on the Italian Press," RSCAS Working Papers 2010/26, European University Institute.
  15. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
  16. 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.
  17. 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.
  18. David Iselin & Boriss Siliverstovs, 2013. "Mit Zeitungen Konjunkturprognosen erstellen: Eine Vergleichsstudie für die Schweiz und Deutschland," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 7(3), pages 104-117, September.
  19. 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.
  20. Boulland, Romain & Degeorge, François & Ginglinger, Edith, 2012. "Targeted Communication and Investor Attention," Economics Papers from University Paris Dauphine 123456789/9553, Paris Dauphine University.
  21. De Paola, Maria & Scoppa, Vincenzo, 2014. "Media exposure and individual choices: Evidence from lottery players," Economic Modelling, Elsevier, vol. 38(C), pages 385-391.
  22. Lauren Cohen & Karl B. Diether & Christopher Malloy, 2012. "Legislating Stock Prices," NBER Working Papers 18291, National Bureau of Economic Research, Inc.
  23. Carlin, Bruce I., 2009. "Strategic price complexity in retail financial markets," Journal of Financial Economics, Elsevier, vol. 91(3), pages 278-287, March.
  24. Hanley, Kathleen Weiss & Hoberg, Gerard, 2012. "Litigation risk, strategic disclosure and the underpricing of initial public offerings," Journal of Financial Economics, Elsevier, vol. 103(2), pages 235-254.
  25. Malcolm Baker & Jeffrey Wurgler & Yu Yuan, 2009. "Global, local, and contagious investor sentiment," Globalization and Monetary Policy Institute Working Paper 37, Federal Reserve Bank of Dallas.
  26. 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.
  27. Milo Bianchi & Philippe Jehiel, 2010. "Bubbles and Crashes with Partially Sophisticated Investors," Levine's Working Paper Archive 122247000000002180, David K. Levine.
  28. Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013. "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 81-92.
  29. García, Diego & Norli, Øyvind, 2012. "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, vol. 106(3), pages 547-565.
  30. 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.
  31. Elizabeth Demers & Clara Vega, 2009. "Soft Information in Earnings Announcements: News or Noise?," 2009 Meeting Papers 80, Society for Economic Dynamics.
  32. 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.
  33. Meluzin, Tomas & Zinecker, Marek & Lapinska, Justyna, 2014. "Determinants of Initial Public Offerings: The Case of Poland || Factores determinantes de una opción pública de venta (OPV): el caso de Polonia," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, vol. 18(1), pages 5-17, December.
  34. Korkeamäki, Timo & Rainio, Elina & Takalo, Tuomas, 2010. "Law and stock markets: evidence from an emerging market," Research Discussion Papers 1/2010, Bank of Finland.
  35. 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, vol. 25(C), pages 202-215.
  36. Carlin, Bruce Ian & Chowdhry, Bhagwan & Garmaise, Mark J., 2012. "Investment in organization capital," Journal of Financial Intermediation, Elsevier, vol. 21(2), pages 268-286.
  37. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Discussion Papers Series, Department of Economics, Tufts University 0776, Department of Economics, Tufts University.
  38. 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, vol. 24(C), pages 1-21.
  39. Engelberg, Joseph E. & Reed, Adam V. & Ringgenberg, Matthew C., 2012. "How are shorts informed?," Journal of Financial Economics, Elsevier, vol. 105(2), pages 260-278.
  40. Gerben Bakker, 2014. "How they made news pay: news traders’ quest for crisis-resistant business models," Economic History Working Papers 59304, London School of Economics and Political Science, Department of Economic History.
  41. 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.
  42. 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.
  43. 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 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.
  44. 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".
  45. 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.
  46. 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.
  47. 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.
  48. 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 CARF-F-299, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  49. Talpsepp, Tõnn & Rieger, Marc Oliver, 2010. "Explaining asymmetric volatility around the world," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 938-956, December.
  50. Loughran, Tim & McDonald, Bill, 2013. "IPO first-day returns, offer price revisions, volatility, and form S-1 language," Journal of Financial Economics, Elsevier, vol. 109(2), pages 307-326.
  51. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series," Documentos de Trabajo del ICAE 2014-02, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  52. Thoenes, Stefan & Gores, Timo, 2012. "Attention, Media and Fuel Efficiency," EWI Working Papers 2012-11, Energiewirtschaftliches Institut an der Universitaet zu Koeln.
  53. Elizabeth Demers & Clara Vega, 2008. "Soft information in earnings announcements: news or noise?," International Finance Discussion Papers 951, Board of Governors of the Federal Reserve System (U.S.).
  54. 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.
  55. 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.
  56. 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.
  57. 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.
  58. 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.
  59. Kosnik, Lea-Rachel, 2014. "Determinants of contract completeness: An environmental regulatory application," International Review of Law and Economics, Elsevier, vol. 37(C), pages 198-208.
  60. 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, vol. 23(1), pages 28-39, January.
  61. Gordon L Clark, 2012. "Pensions or property?," Environment and Planning A, Pion Ltd, London, vol. 44(5), pages 1185-1199, May.
  62. 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.
  63. 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.
  64. Huina Mao & Scott Counts & Johan Bollen, 2011. "Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data," Papers 1112.1051, arXiv.org.
  65. 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.
  66. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
  67. Jegadeesh, Narasimhan & Wu, Di, 2013. "Word power: A new approach for content analysis," Journal of Financial Economics, Elsevier, vol. 110(3), pages 712-729.
  68. 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.
  69. 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.
  70. Fratzscher, Marcel, 2008. "How successful is the G7 in managing exchange rates?," Working Paper Series 0952, European Central Bank.
  71. Fiordelisi, Franco & Ricci, Ornella, 2014. "Corporate culture and CEO turnover," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 66-82.
  72. Mthuli Ncube & Daniel Zerfu Gurara & Dawit B. Tessema, 2014. "Working Paper 205 - Volatility and Co-movement in Commodity Prices- New Evidence," Working Paper Series 2135, African Development Bank.
  73. Nicholas Mangee, 2014. "Stock Prices, the Business Cycle and Contingent Change: Evidence from Bloomberg News Market Wraps," Economics Bulletin, AccessEcon, vol. 34(4), pages 2165-2178.
  74. 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.
  75. 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.
  76. 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.
  77. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, vol. 111(1), pages 181-199.
  78. 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.
  79. 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.
  80. Hsu, Audrey Wen-hsin & Wang, Tawei, 2013. "Does the market value corporate response to climate change?," Omega, Elsevier, vol. 41(2), pages 195-206.
  81. Gerben Bakker, 2014. "Soft power: the media industries in Britain since 1870," Economic History Working Papers 56333, London School of Economics and Political Science, Department of Economic History.
  82. 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.
  83. Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013. "Legislating stock prices," Journal of Financial Economics, Elsevier, vol. 110(3), pages 574-595.
  84. 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.
  85. Margaret Forster & Tim Loughran & Bill McDonald, 2009. "Commonality in Codes of Ethics," Journal of Business Ethics, Springer, vol. 90(2), pages 129-139, November.
  86. 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.
  87. Camelia M. Kuhnen & Alexandra Niessen, 2012. "Public Opinion and Executive Compensation," Management Science, INFORMS, vol. 58(7), pages 1249-1272, July.
  88. 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, vol. 56, pages 621-634, November.
  89. 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.
  90. Gerard Hoberg & Gordon M. Phillips, 2010. "Text-Based Network Industries and Endogenous Product Differentiation," NBER Working Papers 15991, National Bureau of Economic Research, Inc.
  91. John Beshears & James J. Choi & David Laibson & Brigitte C. Madrian, 2014. "Does Front-Loading Taxation Increase Savings? Evidence from Roth 401(k) Introductions," NBER Working Papers 20738, National Bureau of Economic Research, Inc.
  92. 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, vol. 24(C), pages 22-38.
  93. 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.
  94. 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.
  95. Lea Kosnik, 2014. "What Have Economists Been Doing for the Last 50 Years? A Text Analysis of Published Academic Research from 1960-2010," Working Papers 1004, University of Missouri-St. Louis, Department of Economics.
  96. Garcia-Fuentes, Pablo & Ferreira, Gustavo & Harrison, R. Wes & Kinsey, Jean D. & Degeneffe, Dennis, 2014. "Consumer Confidence in the Food System, Media Coverage and Stock Prices for the Food Industry," Journal of Food Distribution Research, Food Distribution Research Society, vol. 45(2), July.
  97. 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).
  98. Byström, Hans, 2014. "Language, News and Volatility," Working Papers 2014:41, Lund University, Department of Economics.
  99. 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.
  100. 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, vol. 18(2), pages 321-340, March.
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