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Twitter financial community sentiment and its predictive relationship to stock market movement

Citations

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Cited by:

  1. Polyzos, Efstathios & Wang, Fang, 2022. "Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction," Energy Economics, Elsevier, vol. 114(C).
  2. Gianna Figà-Talamanca & Marco Patacca, 2024. "An explorative analysis of sentiment impact on S&P 500 components returns, volatility and downside risk," Annals of Operations Research, Springer, vol. 342(3), pages 2095-2117, November.
  3. Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022. "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  4. Saurabh, Samant & Dey, Kushankur, 2020. "Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom," Journal of Behavioral and Experimental Finance, Elsevier, vol. 26(C).
  5. Wang, Xinjie & Xiang, Zhiqiang & Xu, Weike & Yuan, Peixuan, 2022. "The causal relationship between social media sentiment and stock return: Experimental evidence from an online message forum," Economics Letters, Elsevier, vol. 216(C).
  6. Baoqing Gan, 2020. "Does Social Media Sentiment Trump News?," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 5-2020, January-A.
  7. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  8. Uddin, Ajim & Yu, Dantong, 2020. "Latent factor model for asset pricing," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
  9. 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.
  10. Wentao Xu & Weiqing Liu & Lewen Wang & Yingce Xia & Jiang Bian & Jian Yin & Tie-Yan Liu, 2021. "HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information," Papers 2110.13716, arXiv.org, revised Jan 2022.
  11. Jinshui Huang & Jun Wang & Xiaoman Jin, 2024. "Direct interaction in digital interactive media and stock performance: Evidence from Panorama," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-29, May.
  12. Umar, Zaghum & Jareño, Francisco & González, María de la O, 2021. "The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies," Technological Forecasting and Social Change, Elsevier, vol. 172(C).
  13. Behrendt, Simon & Schmidt, Alexander, 2018. "The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 355-367.
  14. Zongwu Cai & Pixiong Chen, 2024. "Online Investor Sentiment via Machine Learning," Mathematics, MDPI, vol. 12(20), pages 1-14, October.
  15. Hadi NekoeiQachkanloo & Benyamin Ghojogh & Ali Saheb Pasand & Mark Crowley, 2019. "Artificial Counselor System for Stock Investment," Papers 1903.00955, arXiv.org.
  16. 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.
  17. Jia‐Yen Huang & Jin‐Hao Liu, 2020. "Using social media mining technology to improve stock price forecast accuracy," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(1), pages 104-116, January.
  18. Rick Steinert & Saskia Altmann, 2023. "Linking microblogging sentiments to stock price movement: An application of GPT-4," Papers 2308.16771, arXiv.org.
  19. Kazım Berk Küçüklerli & Veysel Ulusoy, 2024. "Sentiment-Driven Exchange Rate Forecasting: Integrating Twitter Analysis with Economic Indicators," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 14(3), pages 1-4.
  20. Afanasyev, Dmitriy O. & Fedorova, Elena & Ledyaeva, Svetlana, 2021. "Strength of words: Donald Trump's tweets, sanctions and Russia's ruble," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 253-277.
  21. Wentao Xu & Weiqing Liu & Chang Xu & Jiang Bian & Jian Yin & Tie-Yan Liu, 2021. "REST: Relational Event-driven Stock Trend Forecasting," Papers 2102.07372, arXiv.org, revised Feb 2021.
  22. Yahyaei, Hamid & Singh, Abhay & Smith, Tom, 2025. "How does the smart money feel? Hedge fund sentiment, returns, and the business cycle," Journal of Behavioral and Experimental Finance, Elsevier, vol. 47(C).
  23. 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.
  24. Below, Scott & Harris, Oneil & Linton, Charmaine & Ngo, Thanh, 2025. "Negative peer disclosures, crash risk, and strategic change," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  25. Dumrongwong, Konpanas & Papangkorn, Suwongrat, 2025. "Happiness and IPO performance," Journal of Behavioral and Experimental Finance, Elsevier, vol. 46(C).
  26. Alzahrani, Ahmed Ibrahim & Sarsam, Samer Muthana & Al-Samarraie, Hosam & Alblehai, Fahad, 2023. "Exploring the sentimental features of rumor messages and investors' intentions to invest," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 433-444.
  27. 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.
  28. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021. "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
  29. Machus, Tobias & Mestel, Roland & Theissen, Erik, 2022. "Heroes, just for one day: The impact of Donald Trump’s tweets on stock prices," Journal of Behavioral and Experimental Finance, Elsevier, vol. 33(C).
  30. Muhammad Ateeq ur REHMAN & Masood AHMAD & Furman ALI & Habib AHMAD, 2024. "Expose the Hidden : Investor Sentiment and Anomaly Strategies in Emerging Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 63-81, December.
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