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Media Content and Stock Returns: The Predictive Power of Press

Citations

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Cited by:

  1. Bastian von Beschwitz & Donald B Keim & Massimo Massa, 2020. "First to “Read” the News: News Analytics and Algorithmic Trading," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(1), pages 122-178.
  2. Li, Yuanpeng & Shi, Haina & Zhou, Yi, 2021. "The influence of the media on government decisions: Evidence from IPOs in China," Journal of Corporate Finance, Elsevier, vol. 70(C).
  3. repec:ers:journl:v:xxiv:y:2021:i:4b:p:56-65 is not listed on IDEAS
  4. Matteo Accornero & Mirko Moscatelli, 2018. "Listening to the buzz: social media sentiment and retail depositors' trust," Temi di discussione (Economic working papers) 1165, Bank of Italy, Economic Research and International Relations Area.
  5. Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2020. "All that glitters is not gold: CEOs' celebrity beyond media content," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 25(3), pages 444-460, July.
  6. Pereira, Camila C. & Bastos, Saulo B. & Cajueiro, Daniel O., 2025. "The words that lead to uncertainty: A measure based on word embeddings," Economic Systems, Elsevier, vol. 49(3).
  7. Maciej Wujec, 2021. "Analysis of the Financial Information Contained in the Texts of Current Reports: A Deep Learning Approach," JRFM, MDPI, vol. 14(12), pages 1-17, December.
  8. Wenbo Ma & Xinjie Wang & Yuan Wang & Ge Wu, 2021. "Measuring misleading information in IPO prospectuses," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 819-843, October.
  9. Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
  10. Kevin Riehl & A. Sai Kiran & Narendra Miryala, 2025. "Capturing GreenTech-related Commercial Activities of Listed Companies," Global Business Review, International Management Institute, vol. 26(6), pages 1600-1621, December.
  11. repec:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8 is not listed on IDEAS
  12. Donald B. Keim & Massimo Massa & Bastian von Beschwitz, 2018. "First to \"Read\" the News: New Analytics and Algorithmic Trading," International Finance Discussion Papers 1233, Board of Governors of the Federal Reserve System (U.S.).
  13. Naumer, Hans-Jörg, 2023. "TV media sentiment, mutual fund flows and portfolio choice: They do not put their money where their sentiment is," Research in International Business and Finance, Elsevier, vol. 66(C).
  14. 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.
  15. Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021. "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, vol. 0(4 - Part ), pages 56-65.
  16. Paul Hubert & Fabien Labondance, 2019. "Central bank tone and the dispersion of views within monetary policy committees," Sciences Po Economics Publications (main) hal-03403256, HAL.
  17. Dutta, Shantanu & Fuksa, Michel & Macaulay, Ken, 2019. "Determinants of MD&A sentiment in Canada," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 130-148.
  18. Diego Pitta Jesus & Elvira Helena Oliveira Medeiros & Lucas Lúcio Godeiro & Andressa Lemes Proque, 2025. "Forecasting Brazilian Stock Market Using Sentiment Indices from Textual Data, Chat-GPT-Based and Technical Indicators," Computational Economics, Springer;Society for Computational Economics, vol. 66(5), pages 3735-3780, November.
  19. Liying Ye & Jaeyoung Cho & Yiyang Bian, 2026. "Decoding signals: the impact of digital media exposure on K-pop firm performance," Electronic Commerce Research, Springer, vol. 26(2), pages 2241-2273, April.
  20. Hanna, Alan J. & Turner, John D. & Walker, Clive B., 2017. "News media and investor sentiment over the long run," QUCEH Working Paper Series 2017-06, Queen's University Belfast, Queen's University Centre for Economic History.
  21. Giannini, Robert & Irvine, Paul & Shu, Tao, 2019. "The convergence and divergence of investors' opinions around earnings news: Evidence from a social network," Journal of Financial Markets, Elsevier, vol. 42(C), pages 94-120.
  22. Plößl, Franziska & Just, Tobias, . "Was wissen wir über Assetklassen? Zwischen den Zeilen: Textanalyse als Instrument der Konjunkturanalyse," Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 29, August.
  23. repec:spo:wpmain:info:hdl:2441/3mgbd73vkp9f9oje7utooe7vpg is not listed on IDEAS
  24. Fernandez-Perez, Adrian & Fuertes, Ana-Maria & Miffre, Joëlle & Zhao, Nan, 2025. "Newswire tone-overlay commodity portfolios," Journal of Banking & Finance, Elsevier, vol. 178(C).
  25. Peter‐Jan Engelen & Liesbeth Enneking & Annika van Baar & Judith van Erp, 2025. "Are Firms Penalized for Their Involvement in Human Rights Violations?," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 32(6), pages 8353-8368, November.
  26. Guomei Tang & Xueyong Zhang, 2021. "Media attention to locations and the cross‐section of stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(S1), pages 2301-2336, April.
  27. Basak, Gopal K. & Das, Pranab Kumar & Marjit, Sugata & Mukherjee, Debashis & Yang, Lei, 2023. "The British Stock Market, currencies, brexit, and media sentiments: A big data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  28. Gopal K. Basak & Pranab Kumar Das & Sugata Marjit & Debashis Mukherjee & Lei Yang, 2019. "British Stock Market, BREXIT and Media Sentiments - A Big Data Analysis," CESifo Working Paper Series 7760, CESifo.
  29. Liu, Sha & Han, Jingguang, 2020. "Media tone and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 70(C).
  30. 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).
  31. Mosi Rosenboim & Yossi Saadon & Ben Z. Schreiber, 2018. "“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices," Bank of Israel Working Papers 2018.10, Bank of Israel.
  32. Mark Johnman & Bruce James Vanstone & Adrian Gepp, 2018. "Predicting FTSE 100 returns and volatility using sentiment analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 253-274, November.
  33. Paula T. Wang & Musa Malik & René Weber, 2025. "Highlighting the Role of Morality in News Framing and Its Short-Term Effects on Stock Market Fluctuations," IJFS, MDPI, vol. 13(2), pages 1-19, June.
  34. Panayiotis Theodossiou, 2015. "Skewed Generalized Error Distribution of Financial Assets and Option Pricing," Multinational Finance Journal, Multinational Finance Journal, vol. 19(4), pages 223-266, December.
  35. John D Turner & Qing Ye & Clive B Walker, 2018. "Media Coverage and Stock Returns on the London Stock Exchange, 1825–70," Review of Finance, European Finance Association, vol. 22(4), pages 1605-1629.
  36. Yekini, Liafisu Sina & Wisniewski, Tomasz Piotr & Millo, Yuval, 2016. "Market reaction to the positiveness of annual report narratives," The British Accounting Review, Elsevier, vol. 48(4), pages 415-430.
  37. 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.
  38. Xu, Yingying & Lien, Donald, 2022. "Which affects stock performances more, words or deeds of the key person?," International Review of Financial Analysis, Elsevier, vol. 84(C).
  39. Park, Dojoon & Kang, Yong Joo & Eom, Young Ho, 2024. "Asset pricing tests for pandemic risk," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1314-1334.
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