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Tweets and Trades: the Information Content of Stock Microblogs. (2014). Sprenger, Timm O ; Sandner, Philipp G ; Welpe, Isabell M ; Tumasjan, Andranik.
In: European Financial Management.
RePEc:bla:eufman:v:20:y:2014:i:5:p:926-957.

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  2. Investor sentiment networks: mapping connectedness in DJIA stocks. (2025). Nyakurukwa, Kingstone ; Seetharam, Yudhvir.
    In: Financial Innovation.
    RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00675-7.

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  3. Financial forecasting in the lab and the field : Qualified professionals vs. smart students. (2025). Riyanto, Yohanes ; Bao, Te ; Corgnet, Brice ; Hanaki, Nobuyuki ; Okada, Katsuhiko ; Zhu, Jiahua.
    In: Post-Print.
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  4. Investor sentiment and market returns: A multi-horizon analysis. (2025). Ngo, Vu Minh ; Nguyen, Huan Huu ; van Nguyen, Phuc ; Pham, Luan Minh.
    In: Research in International Business and Finance.
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  5. Trading on government contracts: The investment potential of public procurement awards. (2025). Pyun, Chaehyun.
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  6. Financial forecasting in the lab and the field: Qualified professionals vs. smart students. (2025). Riyanto, Yohanes ; Hanaki, Nobuyuki ; Bao, Te ; Okada, Katsuhiko ; Corgnet, Brice ; Zhu, Jiahua.
    In: Journal of Behavioral and Experimental Finance.
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  7. The game of lies by stock investors in social media: a study based on city lockdowns in China. (2024). Lee, Woon-Seek ; Liu, Qing ; Son, Hosung.
    In: Financial Innovation.
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  8. StockTwits classified sentiment and stock returns. (2024). Divernois, Marc-Aurle ; Filipovi, Damir.
    In: Digital Finance.
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  11. ESG uncertainty, investor attention and stock price crash risk in China: evidence from PVAR model analysis. (2024). Meng, Tiantian ; Ma, Rongyi ; Zheng, Minyu ; Yu, Danni.
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  12. Methods for aggregating investor sentiment from social media. (2024). Liu, Qing ; Son, Hosung.
    In: Palgrave Communications.
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  13. Developing Hybrid Deep Learning Models for Stock Price Prediction Using Enhanced Twitter Sentiment Score and Technical Indicators. (2024). Chakrabarti, Satyajit ; Ghosh, Rajdeep ; Sadhukhan, Bikash ; Das, Nabanita.
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    In: Pacific-Basin Finance Journal.
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    In: Journal of Financial Markets.
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  19. Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI.
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  20. Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. (2024). Riyanto, Yohanes ; Bao, Te ; Hanaki, Nobuyuki ; Okada, Katsuhiko ; Zhu, Jiahua ; Corgnet, Brice.
    In: ISER Discussion Paper.
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  21. The many faces of social media in business and economics research: Taking stock of the literature and looking into the future. (2024). Tumasjan, Andranik.
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  22. Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel.
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  23. Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon.
    In: Papers.
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  24. Do Weibo platform experts perform better at predicting stock market?. (2024). Ma, Ziyuan ; Chochlov, Muslim ; Buckley, Jim ; Ryan, Conor.
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  25. Twitter sentiments and stock indices returns with reference to nifty energy indices of India. (2024). Santhoshkumar, Sakthivel ; Selvam, Murugesan.
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  26. On the performance of blockchain-based token offerings. (2023). Krannichfeldt, Ruben ; Chanson, Mathieu ; Risius, Marten ; Wortmann, Felix ; Breidbach, Christoph F.
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  27. Impact of Google searches and social media on digital assets’ volatility. (2023). Sarmidi, Tamat ; Somasuntharam, Raja Solan ; Yaakub, Mohd Ridzwan ; Said, Fathin Faizah.
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  28. Divergent opinions on social media. (2023). Miwa, Kotaro.
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  29. Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Arcuri, Maria Cristina ; Russo, Ivan ; Gandolfi, Gino.
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  30. Betting on a buzz: Mispricing and inefficiency in online sportsbooks. (2023). Singleton, Carl ; Reade, J ; Ramirez, Philip.
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  32. Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts follow-up behavior. (2023). Chen, Yuan ; Zhou, Xiaofeng ; Han, Dongmei.
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  33. Information flows and the law of one price. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
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  34. Comovements between multidimensional investor sentiment and returns on internet financial products. (2023). Zhang, Xinyu ; Wang, Shengnan ; Chen, Rongda ; Yu, Jingjing ; Jin, Chenglu.
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  35. Social media and price discovery: The case of cross‐listed firms. (2023). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
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  36. Short interest and the stock market relation with news sentiment from traditional and social media sources. (2023). Smales, Lee ; Liu, Zhangxin ; Chamberlain, Ben.
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  37. Microblogging Perceptive and Pricing Liquidity: Exploring Asymmetric Information as a Risk Determinant of Liquidity in the Pandemic Environments. (2023). Saleemi, Jawad.
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  38. Copytrading, a New Phenomenon: Comparative Economic and Legal Overview. (2023). Fragnito, Fabiana.
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  39. The irruption of cryptocurrencies into Twitter cashtags: a classifying solution. (2023). D'Iaz, Rebeca ; Garc, Ant'On Lorenzo ; Vilas, Ana Fern'Andez.
    In: Papers.
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  40. Twitter Permeability to financial events: an experiment towards a model for sensing irregularities. (2023). D'Iaz, Rebeca P ; Owda, Majdi ; Evans, Lewis ; Crockett, Keeley ; Vilas, Ana Fern'Andez.
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  41. Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel.
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  42. Wikipedia pageviews as investors’ attention indicator for Nasdaq. (2022). Gomezmartinez, Raul ; Martineznavalon, Juan Gabriel ; Ordencruz, Carmen.
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  43. Investor Sentiment in Asset Pricing Models: A Review. (2022). Lis, Szymon.
    In: Working Papers.
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  44. Using Social Media to Predict the Stock Market Crash and Rebound amid the Pandemic: The Digital ‘Haves’ and ‘Have-mores’. (2022). Liu, Wenting ; Cheng, Jack Yu-Chao ; Guan, Chong.
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  45. Betting on a buzz, mispricing and inefficiency in online sportsbooks. (2022). Singleton, Carl ; Reade, J ; Ramirez, Philip.
    In: Economics Discussion Papers.
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  46. Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency. (2022). Destek, Mehmet ; Yilmaz, Emrah Sitki ; Ozpolat, Asli.
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  47. Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic. (2022). Dang, Trung ; Mefteh-Wali, Salma ; Bouteska, Ahmed.
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  48. Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter. (2022). Zhang, Jiahang.
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  49. Estimating a model of herding behavior on social networks. (2022). , Maxime.
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  50. The influence of mobile trading on return dispersion and herding behavior. (2022). Li, Zhuolei ; Diao, Xundi ; Wu, Chongfeng.
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  51. Cross-border portfolio flows and news media coverage. (2022). Spagnolo, Fabio ; Caporale, Guglielmo Maria ; Ali, Faek Menla.
    In: Journal of International Money and Finance.
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  52. Social interaction, volatility clustering, and momentum. (2022). Li, Kai ; He, Xuezhong (Tony) ; Shi, Lei ; Santi, Caterina.
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  53. Sentiment change and negative herding: Evidence from microblogging and news. (2022). Chang, Sue Ryung ; Kim, Jikyung ; Choi, Jeonghye ; Dong, Hang.
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  54. Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Gemayel, Roland ; Bowden, James.
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  55. A note on tweeting and equity markets before and during the Covid-19 pandemic. (2022). French, Joseph ; Chatterjee, Ujjal.
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  56. Does it really pay off for investors to consider information from social media?. (2022). Klamer, Sebastian ; Muck, Matthias ; Eierle, Brigitte.
    In: International Review of Financial Analysis.
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  57. Do actions speak louder than words? Evidence from microblogs. (2022). Goutte, Stéphane.
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    In: Journal of Behavioral and Experimental Finance.
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  59. Financial Forecasting in the Lab and the Field: Qualified Professionals vs. Smart Students. (2022). Riyanto, Yohanes ; Hanaki, Nobuyuki ; Corgnet, Brice ; Bao, Te ; Okada, Katsuhiko ; Zhu, Jiahua.
    In: ISER Discussion Paper.
    RePEc:dpr:wpaper:1156.

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  60. Evaluating Impact of Social Media Posts by Executives on Stock Prices. (2022). Chakraborty, Swagata ; Naskar, Sudip Kumar ; Ghosh, Sohom ; Sarkar, Anubhav.
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  61. Online feedback and crowdfunding finance in China. (2021). Ntim, Collins ; Riaz, Yasir ; Feng, Ran ; Zhang, Qingjing ; Ye, Zhiwei ; Shahab, Yasir.
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  62. Popular News Are Relevant News! How Investor Attention Affects Algorithmic Decision-Making and Decision Support in Financial Markets. (2021). Gomber, Peter ; Siering, Michael ; Clapham, Benjamin.
    In: Information Systems Frontiers.
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  63. How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Ballinari, Daniele ; Behrendt, Simon.
    In: Digital Finance.
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  64. Who’s behind the wheel? The role of social and media news in driving the stock–bond correlation. (2021). Alomari, Mohammad ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; al Rababaa, Abdel Razzaq.
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  65. The Irrational Market: Considering the effect of the online community Wall Street Bets on Financial Market Variables. (2021). Tortosa-Ausina, Emili ; Arribas, Iván ; Witts, David William.
    In: Working Papers.
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  66. Market Liquidity and Its Dimensions: Linking the Liquidity Dimensions to Sentiment Analysis through Microblogging Data. (2021). Saleemi, Jawad ; Moya-Clemente, Ismael ; Guijarro, Francisco.
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  67. Twitter sentiment as a weak signal in venture capital financing. (2021). Braun, Reiner ; Stolz, Barbara ; Tumasjan, Andranik.
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  68. Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors. (2021). Ali, Faek Menla ; Al-Nasseri, Alya ; Tucker, Allan.
    In: International Review of Financial Analysis.
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  69. Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung.
    In: Economics Letters.
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  70. President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries. (2021). Nishimura, Yusaku ; Sun, Bianxia.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100125x.

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  71. The effect of social media on corporate violations: Evidence from Weibo posts in China. (2021). Jiang, Yunwen ; Lan, Wei ; Ye, Silin ; Zhou, Jing.
    In: International Review of Finance.
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  72. Twitter activity, investor attention, and the diffusion of information. (2021). Rakowski, David ; Shirley, Sara E ; Stark, Jeffrey R.
    In: Financial Management.
    RePEc:bla:finmgt:v:50:y:2021:i:1:p:3-46.

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  73. A Sentiment-based Risk Indicator for the Mexican Financial Sector. (2021). Rho, Caterina ; Fernandez, Raul ; Palma, Brenda.
    In: Working Papers.
    RePEc:bdm:wpaper:2021-04.

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  74. Using four different online media sources to forecast the crude oil price. (2021). Gloor, P A ; Elshendy, M ; Colladon, Fronzetti A ; Battistoni, E.
    In: Papers.
    RePEc:arx:papers:2105.09154.

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  75. Tehran stock exchange prediction using sentiment analysis of online textual opinions. (2020). Shamsfard, Mehrnoush ; Ghahfarrokhi, Arezoo Hatefi.
    In: Intelligent Systems in Accounting, Finance and Management.
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  76. All that glitters is not gold: CEOs celebrity beyond media content. (2020). Farina, Vincenzo ; Caiffa, Marco ; Fattobene, Lucrezia.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:25:y:2020:i:3:p:444-460.

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  77. Explaining the intention to use social trading platforms: an empirical investigation. (2020). Reith, Riccardo ; Fischer, Maximilian ; Lis, Bettina.
    In: Journal of Business Economics.
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  78. Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock prices can be estimated using this relationship. In this study, in which the effect of tweets on the volatility of the stock is estimated, the volatility scores and the emotion scores between the stocks were also revealed. In the scope of the study, sentiment analysis with Naive Bayes was performed on Turkish tweets shared by three phone companies (Alcatel, Turkcell and Vestel) which are in Borsa Istanbul and whose products are sold in Turkey. According to the results of the analysis, it was found that sentiment scores obtained for Turkcell and Vestel significantly increased Alcatels conditional variance statistically.. (2020). Bozma, Gurkan ; Kul, Sinan.
    In: Sosyoekonomi Journal.
    RePEc:sos:sosjrn:200318.

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  17. Flight to liquidity due to heterogeneity in investment horizon. (2012). Wang, Xuewu ; Lei, Qin.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:316-350.

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  18. Does attention affect individual investors investment return?. (2012). Xu, Zhi ; Chen, Zhengrong ; Shi, Rongsheng ; Huang, Jing.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:2:y:2012:i:2:p:143-162.

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  19. Primary market characteristics and secondary market frictions of stocks. (2012). Boehme, Rodney ; Çolak, Gönül, .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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  20. What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?. (2012). Wright, Jonathan.
    In: Economic Journal.
    RePEc:ecj:econjl:v:122:y:2012:i:564:p:f447-f466.

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  21. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
    In: International Business Review.
    RePEc:eee:iburev:v:19:y:2010:i:5:p:489-501.

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  22. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200852.

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  23. MARKET RISK DYNAMICS AND COMPETITIVENESS AFTER THE EURO: Evidence from EMU Members. (2008). Pieirochousa, Juan ; Melikyan, Davit N. ; Tamazian, Artur.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2008-916.

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  24. Hedge Fund Contagion and Liquidity. (2008). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14068.

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  25. Market Liquidity, Asset Prices and Welfare. (2008). Huang, Jennifer ; Wang, Jiang.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14058.

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  26. Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert.
    In: Monash Econometrics and Business Statistics Working Papers.
    RePEc:msh:ebswps:2008-3.

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  27. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:4445.

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  28. Portfolio choice and the effects of liquidity. (2007). Rubio, Gonzalo ; Gonzalez, Ana.
    In: Economics Working Papers.
    RePEc:upf:upfgen:1035.

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  29. Why Do Private Acquirers Pay So Little Compared to Public Acquirers?. (2007). Stulz, René ; Schlingemann, Frederik ; Bargeron, Leonce ; Zutter, Chad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13061.

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  30. Pricing Implications of Shared Variance in Liquidity Measures. (2007). Skjeltorp, Johannes ; Næs, Randi ; Nas, Randi ; Chollete, Loran.
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2006_009.

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  31. Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks. (2007). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-11.

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  32. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6390.

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  33. Asset Prices and asset Correlations in Illiquid Markets. (2006). Brunetti, Celso.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:331.

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  34. Visible and hidden risk factors for banks. (2006). Stiroh, Kevin ; Schuermann, Til.
    In: Staff Reports.
    RePEc:fip:fednsr:252.

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  35. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

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  36. Liquidity and Expected Returns: Lessons from Emerging Markets. (2006). Lundblad, Christian ; Harvey, Campbell ; Bekaert, Geert.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5946.

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  37. Cross-Border Trading as a Mechanism for Implicit Capital Flight: ADRs and the Argentine Crisis. (2005). Tesar, Linda ; Dominguez, Kathryn ; Auguste, Sebastian ; Kathryn M. E. Dominguez, ; Kamil, Herman.
    In: Working Papers.
    RePEc:mie:wpaper:533.

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  38. Paying for Market Quality. (2005). Weaver, Daniel G. ; Tanggaard, Carsten ; Anand, Amber.
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

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  39. The joint dynamics of liquidity, returns, and volatility across small and large firms. (2005). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
    In: Staff Reports.
    RePEc:fip:fednsr:207.

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  40. Liquidity, default, taxes and yields on municipal bonds. (2005). Wang, Junbo ; Zhang, Frank ; Wu, Chunchi.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2005-35.

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  41. The World Price of Liquidity Risk. (2005). Lee, Kuan-Hui.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-10.

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  42. Disclosure and liquidity. (2005). Espinosa, Monica ; Tapia, Mikel ; Trombetta, Marco.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:wb050202.

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  43. Hypothesis Testing in Predictive Regressions. (2004). Hurvich, Clifford ; Amihud, Yakov ; Wang, YI.
    In: Finance.
    RePEc:wpa:wuwpfi:0412022.

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  44. Predictive Regressions: A Reduced-Bias Estimation Method. (2004). Hurvich, Clifford ; Amihud, Yakov.
    In: Econometrics.
    RePEc:wpa:wuwpem:0412008.

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  45. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10994.

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  46. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10327.

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  47. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

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  48. From Pink Slips to Pink Sheets: Liquidity and Shareholder Wealth Consequences of Nasdaq Delistings. (2004). Harris, Jeffrey ; Panchapagesan, Venkatesh ; Angel, James J. ; Werner, Ingrid.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-22.

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  49. Asset Pricing with Liquidity Risk. (2003). Pedersen, Lasse ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3749.

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  50. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2003s-27.

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