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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. Hendershott, Terrence & Livdan, Dmitry & Schürhoff, Norman, 2015. "Are institutions informed about news?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 249-287.
  2. Chouliaras, Andreas, 2015. "The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns," MPRA Paper 65585, University Library of Munich, Germany.
  3. Margaret Forster & Tim Loughran & Bill McDonald, 2009. "Commonality in Codes of Ethics," Journal of Business Ethics, Springer, vol. 90(2), pages 129-139, November.
  4. Stephen Hansen & Michael McMahon, 2015. "Shocking Language: Understanding the macroeconomic effects of central bank communication," Discussion Papers 1537, Centre for Macroeconomics (CFM).
  5. 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.
  6. Dreger, Christian & Fidrmuc, Jarko & Kholodilin, Konstantin & Ulbricht, Dirk, 2015. "The Ruble between the hammer and the anvil: Oil prices and economic sanctions," BOFIT Discussion Papers 25/2015, Bank of Finland, Institute for Economies in Transition.
  7. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
  8. Manela, Asaf, 2014. "The value of diffusing information," Journal of Financial Economics, Elsevier, vol. 111(1), pages 181-199.
  9. David E. Allen & Michael McAleer & Abhay K. Singh, 2016. "An Entropy Based Analysis of the Relationship between the DOW JONES Index and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 16-026/III, Tinbergen Institute.
  10. Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," Papers 1507.06477, arXiv.org.
  11. Andreas Storkenmaier & Martin Wagener & Christof Weinhardt, 2012. "Public information in fragmented markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 179-215, June.
  12. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
  13. Matthew Gentzkow & Jesse M. Shapiro & Matt Taddy, 2016. "Measuring Polarization in High-Dimensional Data: Method and Application to Congressional Speech," NBER Working Papers 22423, National Bureau of Economic Research, Inc.
  14. Irresberger, Felix & Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Explaining bank stock performance with crisis sentiment," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 311-329.
  15. Junni L. Zhang & Wolfgang K. Härdle & Cathy Y. Chen & Elisabeth Bommes, 2015. "Distillation of News Flow into Analysis of Stock Reactions," SFB 649 Discussion Papers SFB649DP2015-005, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  16. Albert S. Kyle & Anna Obizhaeva & Nitish Ranjan Sinha & Tugkan Tuzun, 2017. "News Articles and Equity Trading," Working Papers w0233, Center for Economic and Financial Research (CEFIR).
  17. Afik, Zvika & Lahav, Yaron, 2015. "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 73-80.
  18. 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.
  19. Hubert, Paul & Labondance, Fabien, 2017. "Central bank sentiment and policy expectations," Bank of England working papers 648, Bank of England.
  20. Guldiken, Orhun & Tupper, Christina & Nair, Anil & Yu, Huizhi, 2017. "The impact of media coverage on IPO stock performance," Journal of Business Research, Elsevier, vol. 72(C), pages 24-32.
  21. Kenneth Froot & Namho Kang & Gideon Ozik & Ronnie Sadka, 2016. "What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?," NBER Working Papers 22366, National Bureau of Economic Research, Inc.
  22. Gerard Hoberg & Gordon Phillips, 2016. "Text-Based Network Industries and Endogenous Product Differentiation," Journal of Political Economy, University of Chicago Press, vol. 124(5), pages 1423-1465.
  23. Kaustia, Markku & Rantapuska, Elias, 2016. "Does mood affect trading behavior?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 1-26.
  24. Ana Brochado, 2016. "Retail Investor Sentiment: Can We Google It?," EcoMod2016 9341, EcoMod.
  25. Gerard Hoberg & Gordon M. Phillips, 2010. "Text-Based Network Industries and Endogenous Product Differentiation," NBER Working Papers 15991, National Bureau of Economic Research, Inc.
  26. 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.
  27. Piñeiro-Chousa, Juan Ramón & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María, 2016. "Examining the influence of stock market variables on microblogging sentiment," Journal of Business Research, Elsevier, vol. 69(6), pages 2087-2092.
  28. Francesco Corea & Enrico Maria Cervellati, 2015. "The Power of Micro-Blogging: How to Use Twitter for Predicting the Stock Market," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 3(4), pages 1-7.
  29. 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.
  30. David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Machine News and Volatility: The Dow Jones Industrial Average and the TRNA Sentiment Series," Tinbergen Institute Discussion Papers 14-014/III, Tinbergen Institute.
  31. Dang, Tung Lam & Moshirian, Fariborz & Zhang, Bohui, 2015. "Commonality in news around the world," Journal of Financial Economics, Elsevier, vol. 116(1), pages 82-110.
  32. Leif Anders Thorsrud, 2016. "Nowcasting using news topics. Big Data versus big bank," Working Paper 2016/20, Norges Bank.
  33. 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.
  34. 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.
  35. 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.
  36. Adam Nowak & Patrick Smith, 2015. "Textual Analysis in Real Estate," Working Papers 15-34, Department of Economics, West Virginia University.
  37. 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.
  38. Marcelo Bianconi & Xiaxin Hua & Chih Ming Tan, 2013. "Determinants of Systemic Risk and Information Dissemination," Working Paper Series 67_13, The Rimini Centre for Economic Analysis.
  39. Kosnik, Lea-Rachel, 2015. "What have economists been doing for the last 50 years? A text analysis of published academic research from 1960-2010," Economics Discussion Papers 2015-4, Kiel Institute for the World Economy (IfW).
  40. 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.
  41. David E. Allen & Michael McAleer & Abhay K. Singh, 2015. "Daily Market News Sentiment and Stock Prices," Documentos de Trabajo del ICAE 2015-11, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
  42. Carretta, Alessandro & Farina, Vincenzo & Fiordelisi, Franco & Schwizer, Paola & Stentella Lopes, Francesco Saverio, 2015. "Don’t Stand So Close to Me: The role of supervisory style in banking stability," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 180-188.
  43. Blau, Benjamin M. & DeLisle, Jared R. & Price, S. McKay, 2015. "Do sophisticated investors interpret earnings conference call tone differently than investors at large? Evidence from short sales," Journal of Corporate Finance, Elsevier, vol. 31(C), pages 203-219.
  44. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis," CESifo Working Paper Series 4912, CESifo Group Munich.
  45. 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.
  46. Feng, Xunan & Johansson, Anders C., 2016. "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series 2016-39, Stockholm China Economic Research Institute, Stockholm School of Economics.
  47. Korkeamäki, Timo & Rainio, Elina & Takalo, Tuomas, 2010. "Law and stock markets : evidence from an emerging market," Research Discussion Papers 1/2010, Bank of Finland.
  48. Masaki Mori, 2015. "Information Diffusion in the U.S. Real Estate Investment Trust Market," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 190-214, August.
  49. Smales, Lee A., 2015. "Asymmetric volatility response to news sentiment in gold futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 161-172.
  50. 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.
  51. Francis, Bill & Hasan, Iftekhar & Sun, Xian & Waisman, Maya, 2014. "Can firms learn by observing? Evidence from cross-border M&As," Research Discussion Papers 17/2014, Bank of Finland.
  52. Renneboog, L.D.R. & Spaenjers, C., 2009. "Buying Beauty : On Prices and Returns in the Art Market," Discussion Paper 2009-15, Tilburg University, Center for Economic Research.
  53. Griffin, Paul A. & Jaffe, Amy Myers & Lont, David H. & Dominguez-Faus, Rosa, 2015. "Science and the stock market: Investors' recognition of unburnable carbon," Energy Economics, Elsevier, vol. 52(PA), pages 1-12.
  54. Tsai, Feng-Tse & Lu, Hsin-Min & Hung, Mao-Wei, 2016. "The impact of news articles and corporate disclosure on credit risk valuation," Journal of Banking & Finance, Elsevier, vol. 68(C), pages 100-116.
  55. Huina Mao & Scott Counts & Johan Bollen, 2011. "Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data," Papers 1112.1051, arXiv.org.
  56. 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.
  57. Kim, Soo-Hyun & Kang, Hyoung-Goo, 2015. "Tactical Asset Allocation Using Investors' Sentiment," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 56(2), pages 177-195, December.
  58. Kholodilin, Konstantin A. & Thomas, Tobias & Ulbricht, Dirk, 2014. "Do media data help to predict German industrial production?," DICE Discussion Papers 149, Düsseldorf Institute for Competition Economics (DICE), University of Düsseldorf.
  59. 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.
  60. George Comer & Javier Rodriguez, 2016. "An empirical analysis of the Wall Street Journal’s SmartMoney fund screen," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 40(2), pages 380-401, April.
  61. 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.
  62. 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.
  63. Manela, Asaf & Moreira, Alan, 2017. "News implied volatility and disaster concerns," Journal of Financial Economics, Elsevier, vol. 123(1), pages 137-162.
  64. Byström, Hans, 2014. "Language, News and Volatility," Working Papers 2014:41, Lund University, Department of Economics.
  65. Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2015. "The "tone effect" of news on investor beliefs: An experimental approach," CFS Working Paper Series 522, Center for Financial Studies (CFS).
  66. Th\'arsis Tuani Pinto Souza & Olga Kolchyna & Philip C. Treleaven & Tomaso Aste, 2015. "Twitter Sentiment Analysis Applied to Finance: A Case Study in the Retail Industry," Papers 1507.00784, arXiv.org, revised Jul 2015.
  67. 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.
  68. Fiordelisi, Franco & Ricci, Ornella, 2014. "Corporate culture and CEO turnover," Journal of Corporate Finance, Elsevier, vol. 28(C), pages 66-82.
  69. García, Diego & Norli, Øyvind, 2012. "Geographic dispersion and stock returns," Journal of Financial Economics, Elsevier, vol. 106(3), pages 547-565.
  70. Pongsak Luangaram & Warapong Wongwachara, 2017. "More Than Words: A Textual Analysis of Monetary Policy Communication," PIER Discussion Papers 54, Puey Ungphakorn Institute for Economic Research, revised Feb 2017.
  71. Talpsepp, Tõnn & Rieger, Marc Oliver, 2010. "Explaining asymmetric volatility around the world," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 938-956, December.
  72. 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.
  73. 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.
  74. Bijl, Laurens & Kringhaug, Glenn & Molnár, Peter & Sandvik, Eirik, 2016. "Google searches and stock returns," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 150-156.
  75. 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.
  76. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015. "Macro News and Commodity Returns," Discussion Papers of DIW Berlin 1508, DIW Berlin, German Institute for Economic Research.
  77. Smales, Lee A., 2016. "News sentiment and bank credit risk," Journal of Empirical Finance, Elsevier, vol. 38(PA), pages 37-61.
  78. 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.
  79. 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, Department of Economics and Business Economics, Aarhus University.
  80. Hoseini, Mohammad, 2015. "Essays in development economics and public finance," Other publications TiSEM 08188236-523c-47d2-b51f-a, Tilburg University, School of Economics and Management.
  81. Cohen, Lauren & Diether, Karl & Malloy, Christopher, 2013. "Legislating stock prices," Journal of Financial Economics, Elsevier, vol. 110(3), pages 574-595.
  82. 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.
  83. King, Timothy & Srivastav, Abhishek & Williams, Jonathan, 2016. "What's in an education? Implications of CEO education for bank performance," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 287-308.
  84. Dreger, Christian & Kholodilin, Konstantin A. & Ulbricht, Dirk & Fidrmuc, Jarko, 2016. "Between the hammer and the anvil: The impact of economic sanctions and oil prices on Russia’s ruble," Journal of Comparative Economics, Elsevier, vol. 44(2), pages 295-308.
  85. Adri\'an Carro & Ra\'ul Toral & Maxi San Miguel, 2015. "Markets, herding and response to external information," Papers 1506.03708, arXiv.org, revised Jun 2015.
  86. Yan, Shan, 2015. "Managerial attitudes and takeover outcomes: Evidence from corporate filings," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 35(C), pages 30-44.
  87. 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.
  88. Keim, Donald B & Massa, Massimo & von Beschwitz, Bastian, 2015. "First to “Read” the News: News Analytics and Institutional Trading," CEPR Discussion Papers 10534, C.E.P.R. Discussion Papers.
  89. De Paola, Maria & Scoppa, Vincenzo, 2014. "Media exposure and individual choices: Evidence from lottery players," Economic Modelling, Elsevier, vol. 38(C), pages 385-391.
  90. Kroujiline, Dimitri & Gusev, Maxim & Ushanov, Dmitry & Sharov, Sergey V. & Govorkov, Boris, 2015. "Forecasting stock market returns over multiple time horizons," MPRA Paper 66175, University Library of Munich, Germany.
  91. Vegard H. Larsen & Leif Anders Thorsrud, 2015. "The Value of News," Working Papers No 6/2015, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  92. 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.
  93. Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2014. "Facebook's daily sentiment and international stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 730-743.
  94. Kearney, Colm, 2012. "Emerging markets research: Trends, issues and future directions," Emerging Markets Review, Elsevier, vol. 13(2), pages 159-183.
  95. 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.
  96. Allen Bellas & Lea Kosnik, 2016. "Which Leading Journal Leads? Idea Diffusion in Economics Research Journals," Working Papers 1013, University of Missouri-St. Louis, Department of Economics.
  97. Yuan, Yu, 2015. "Market-wide attention, trading, and stock returns," Journal of Financial Economics, Elsevier, vol. 116(3), pages 548-564.
  98. Fratzscher, Marcel, 2009. "How successful is the G7 in managing exchange rates?," Journal of International Economics, Elsevier, vol. 79(1), pages 78-88, September.
  99. Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," CARF F-Series CARF-F-366, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  100. Theußl, Stefan & Feinerer, Ingo & Hornik, Kurt, 2012. "A tm Plug-In for Distributed Text Mining in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i05).
  101. Krüger, Philipp, 2015. "Corporate goodness and shareholder wealth," Journal of Financial Economics, Elsevier, vol. 115(2), pages 304-329.
  102. 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.
  103. Ahmed, Yousry & Elshandidy, Tamer, 2016. "The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings," International Review of Financial Analysis, Elsevier, vol. 46(C), pages 176-190.
  104. Alasdair Brown & Dooruj Rambaccussing & J. James Reade & Giambattista Rossi, 2016. "Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair," Dundee Discussion Papers in Economics 293, Economic Studies, University of Dundee.
  105. Camelia M. Kuhnen & Alexandra Niessen, 2012. "Public Opinion and Executive Compensation," Management Science, INFORMS, vol. 58(7), pages 1249-1272, July.
  106. Gompers, Paul A. & Mukharlyamov, Vladimir & Xuan, Yuhai, 2016. "The cost of friendship," Journal of Financial Economics, Elsevier, vol. 119(3), pages 626-644.
  107. 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.
  108. Wisniewski, Tomasz Piotr & Lambe, Brendan, 2013. "The role of media in the credit crunch: The case of the banking sector," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 163-175.
  109. Semen Son-Turan, 2016. "The Impact of Investor Sentiment on the "Leverage Effect"," International Econometric Review (IER), Econometric Research Association, vol. 8(1), pages 4-18, April.
  110. Ming Jia & Li Tong & P. V. Viswanath & Zhe Zhang, 2016. "Word Power: The Impact of Negative Media Coverage on Disciplining Corporate Pollution," Journal of Business Ethics, Springer, vol. 138(3), pages 437-458, October.
  111. Peter, Eckley, 2015. "Measuring economic uncertainty using news-media textual data," MPRA Paper 64874, University Library of Munich, Germany, revised 01 May 2015.
  112. Ajina, Aymen & Laouiti, Mhamed & Msolli, Badreddine, 2016. "Guiding through the Fog: Does annual report readability reveal earnings management?," Research in International Business and Finance, Elsevier, vol. 38(C), pages 509-516.
  113. Peress, Joël, 2013. "The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes," CEPR Discussion Papers 9653, C.E.P.R. Discussion Papers.
  114. Aramonte, Sirio, 2015. "Innovation, investor sentiment, and firm-level experimentation," Finance and Economics Discussion Series 2015-67, Board of Governors of the Federal Reserve System (U.S.).
  115. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 201-209.
  116. Braggion, Fabio & Giannetti, Mariassunta, 2013. "Public Debate and Stock Prices: Evidence from the Voting Premium," CEPR Discussion Papers 9619, C.E.P.R. Discussion Papers.
  117. Yu-Chen WEI & Yang-Cheng LU & I-Chi LIN, 2015. "The Impact Of Financial News And Press Freedom On Abnormal Returns Around Earnings Announcement Periods In The Shanghai, Shenzhen And Taiwan Stock Markets," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 39-59, September.
  118. Kräussl, Roman & Mirgorodskaya, Elizaveta, 2014. "News media sentiment and investor behavior," CFS Working Paper Series 492, Center for Financial Studies (CFS).
  119. Stentella Lopes, F.S., 2015. "Bank performance and corporate culture," Other publications TiSEM d1dd88b2-5eb0-4aa7-be18-9, Tilburg University, School of Economics and Management.
  120. Lea Kosnik, 2015. "In Tandem or Out of Sync? Academic Economics Research and Public Policy Measures," Working Papers 1006, University of Missouri-St. Louis, Department of Economics.
  121. Lea Kosnik, 2016. "JEL Codes: What Do They Mean and Are They Used Consistently?," Working Papers 1011, University of Missouri-St. Louis, Department of Economics.
  122. Harrison Hong & Inessa Liskovich, 2015. "Crime, Punishment and the Halo Effect of Corporate Social Responsibility," NBER Working Papers 21215, National Bureau of Economic Research, Inc.
  123. 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.
  124. Jedrzej Bialkowski & Laura T. Starks, 2016. "SRI Funds: Investor Demand, Exogenous Shocks and ESG Profiles," Working Papers in Economics 16/11, University of Canterbury, Department of Economics and Finance.
  125. 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.
  126. Ming Jia & Zhe Zhang, 2014. "How Does the Stock Market Value Corporate Social Performance? When Behavioral Theories Interact with Stakeholder Theory," Journal of Business Ethics, Springer, vol. 125(3), pages 433-465, December.
  127. Suddaby, Roy & Saxton, Gregory D. & Gunz, Sally, 2015. "Twittering change: The institutional work of domain change in accounting expertise," Accounting, Organizations and Society, Elsevier, vol. 45(C), pages 52-68.
  128. Leif Anders Thorsrud, 2016. "Words are the new numbers: A newsy coincident index of business cycles," Working Papers 0044, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
  129. repec:dau:papers:123456789/9553 is not listed on IDEAS
  130. 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.
  131. Sun, Licheng & Najand, Mohammad & Shen, Jiancheng, 2016. "Stock return predictability and investor sentiment: A high-frequency perspective," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 147-164.
  132. 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.
  133. 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.
  134. Thoenes, Stefan & Gores, Timo, 2012. "Attention, Media and Fuel Efficiency," EWI Working Papers 2012-11, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
  135. Emilios C. Galariotis & Styliani-Iris Krokida & Spyros I. Spyrou, 2016. "Herd behavior and equity market liquidity: Evidence from major markets," Post-Print hal-01418021, HAL.
  136. Gordon L Clark, 2012. "Pensions or property?," Environment and Planning A, Pion Ltd, London, vol. 44(5), pages 1185-1199, May.
  137. 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.
  138. Li Guo & Yubo Tao, 2017. "Media Network and Return Predictability," Papers 1703.02715, arXiv.org.
  139. Liang, Woan-lih, 2016. "Sensitivity to investor sentiment and stock performance of open market share repurchases," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 75-94.
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  193. 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, revised Apr 2015.
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  195. Jaroslav Bukovina, 2015. "Sentiment of a society and large-cap stock liquidity," MENDELU Working Papers in Business and Economics 2015-56, Mendel University in Brno, Faculty of Business and Economics.
  196. Hu, May & Chao, Chi-Chur & Lim, Jin Hao, 2016. "Another explanation of the mutual fund fee puzzle," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 134-152.
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  201. Hamza Bennani, 2016. "Media Coverage and ECB Policy-Making: Evidence from a New Index," EconomiX Working Papers 2016-38, University of Paris West - Nanterre la Défense, EconomiX.
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  206. Jing Wu & Yongheng Deng, 2015. "Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches," The Journal of Real Estate Finance and Economics, Springer, vol. 50(3), pages 289-306, April.
  207. Byun, Suk-Joon & Kim, Da-Hea, 2016. "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, vol. 122(1), pages 155-174.
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  226. 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.
  227. Takayuki Mizuno & Takaaki Ohnishi & Tsutomu Watanabe, 2015. "Novel and topical business news and their impact on stock market activities," UTokyo Price Project Working Paper Series 055, University of Tokyo, Graduate School of Economics.
  228. Enikolopov, Ruben & Petrova, Maria & Sonin, Konstantin, 2012. "Do Political Blogs Matter? Corruption in State-Controlled Companies, Blog Postings, and DDoS Attacks," CEPR Discussion Papers 9169, C.E.P.R. Discussion Papers.
  229. Lutz, Chandler, 2015. "The impact of conventional and unconventional monetary policy on investor sentiment," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 89-105.
  230. Jiwei Wang & Kangtao Ye, 2015. "Media Coverage and Firm Valuation: Evidence from China," Journal of Business Ethics, Springer, vol. 127(3), pages 501-511, March.
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  233. 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.
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  236. Smales, Lee A., 2014. "News sentiment in the gold futures market," Journal of Banking & Finance, Elsevier, vol. 49(C), pages 275-286.
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  239. Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
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  245. Chevapatrakul, Thanaset & Tee, Kai-Hong, 2014. "The effects of news events on market contagion: Evidence from the 2007–2009 financial crisis," Research in International Business and Finance, Elsevier, vol. 32(C), pages 83-105.
  246. Johannes Steinbrecher, 2016. "Corporate Governance und Unternehmenserfolg - Eine empirische Analyse des Zusammenhangs zwischen den Führungs-, Kontroll- und Anreizstrukturen und der Geschäftsentwicklung deutscher Banken," ifo Beiträge zur Wirtschaftsforschung, Ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 64, March.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.