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2. Firm-specific new media sentiment and price synchronicity. (2024). Shen, Dehua ; Zhang, Zuochao.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000357.

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3. Bitcoin market reactions to large price swings of international stock markets. (2024). Shen, Dehua ; Zhang, Wei ; Jia, Boxiang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:90:y:2024:i:c:p:72-88.

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4. Are markets in happier countries less affected by tragic events? Evidence from market reaction to the Israel–Hamas conflict. (2024). Pandey, Dharen ; Kumari, Vineeta ; Goodell, John W ; Palma, Alessia.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012655.

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5. Twitter‘s happiness sentiment index impacts on financial markets: an integrated overview of empirical findings. (2023). Kyriazis, Ikolaos A.
   In: Bulletin of Applied Economics.
   RePEc:rmk:rmkbae:v:10:y:2023:i:2:p:47-66.

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6. When Elon Musk Changes his Tone, Does Bitcoin Adjust Its Tune?. (2023). Duc, Toan Luu.
   In: Computational Economics.
   RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-021-10230-6.

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7. Does happy Twitter forecast gold price?. (2023). Swamy, Vighneswara ; Aravalath, Lagesh ; Lagesh, M A.
   In: Resources Policy.
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8. Improving box office projections through sentiment analysis: Insights from regularization-based forecast combinations. (2023). Qiu, Yue ; Zheng, Yuchen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:125:y:2023:i:c:s026499932300161x.

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9. Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency. (2022). Destek, Mehmet ; Yilmaz, Emrah Sitki ; Ozpolat, Asli.
   In: MPRA Paper.
   RePEc:pra:mprapa:114155.

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10. Extreme sentiment and herding: Evidence from the cryptocurrency market. (2022). Shen, Dehua ; Zhang, Wei ; Jia, Boxiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001568.

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11. Twitter-Based uncertainty and cryptocurrency returns. (2022). Zaremba, Adam ; Lau, Chi Keung ; Demir, Ender ; Aharon, David Y ; Marco, Chi Keung.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001677.

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12. The relationship between global stock and precious metals under Covid-19 and happiness perspectives. (2022). Quc, Nguyn Khc ; Vn, LE.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722000836.

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13. Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Yousaf, Imran ; Youssef, Manel ; Goodell, John W.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745.

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14. Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations. (2022). Chen, Wen-Yi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001243.

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15. Financial stress and economic growth: The moderating role of trust. (2022). Pasiouras, Fotios ; Makrychoriti, Panagiota ; Tasiou, Menelaos.
    In: Kyklos.
    RePEc:bla:kyklos:v:75:y:2022:i:1:p:48-74.

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16. Central banks money market operations and daily stock returns. (2021). Sasidharan, Subash ; CHUNDAKKADAN, RADEEF.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:136-152.

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17. Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Shen, Dehua ; Zhang, Wei ; Yan, Kai.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y.

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18. Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Mbarki, Imen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:496-514.

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19. Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:113-122.

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20. Stock market reactions to social media: Evidence from WeChat recommendations. (2021). Zhang, Yuzhao ; Liu, Haifei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:562:y:2021:i:c:s0378437120307147.

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21. A note on investor happiness and the predictability of realized volatility of gold. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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22. Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test. (2021). Li, Xiao.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319312978.

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23. Predicting stock prices based on informed traders’ activities using deep neural networks. (2021). Kim, Soonho ; Na, Haejung.
    In: Economics Letters.
    RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001944.

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24. Market Participation Willingness and Investor’s Herding Behavior: Evidence from an Emerging Market. (2020). Shen, Dehua ; Xiong, Xiong ; Wang, Chen.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09302-8.

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25. Can happiness predict future volatility in stock markets?. (2020). Shahzad, Syed Jawad Hussain ; Balli, Faruk ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Faruk, Balli.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919312292.

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26. Everybody likes shopping, including the US capital market. (2020). Qadan, Mahmoud ; Cohen, Gil ; Aharon, David Y.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:551:y:2020:i:c:s0378437120300224.

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27. Quantifying the cross sectional relation of daily happiness sentiment and stock return: Evidence from US. (2020). Zhao, Ruwei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:538:y:2020:i:c:s0378437119315031.

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28. Quantifying the correlation of media coverage and stock price crash risk: A panel study from China. (2020). Zhao, Ruwei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:537:y:2020:i:c:s0378437119313688.

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29. Is microblogging data reflected in stock market volatility? Evidence from Sina Weibo. (2020). Yuan, Ying ; Wu, XI ; Zhang, Tonghui.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318307803.

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30. Happiness sentiments and the prediction of cross-border country exchange-traded fund returns. (2020). Lee, Chien-Chiang ; Chen, Mei-Ping.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301510.

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31. When financial literacy meets textual analysis: A conceptual review. (2020). Li, Xiao.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:28:y:2020:i:c:s2214635020303294.

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32. Quantifying the cross sectional relation of daily happiness sentiment and return skewness: Evidence from US industries. (2020). Zhao, Ruwei.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:27:y:2020:i:c:s2214635020300873.

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33. Sentiment contagion analysis of interacting investors: Evidence from China’s stock forum. (2019). Shi, Yong ; Tang, Ye-Ran ; Long, Wen.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:523:y:2019:i:c:p:246-259.

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34. Stock market response to information diffusion through internet sources: A literature review. (2019). Goel, Utkarsh ; Agarwal, Shweta ; Kumar, Shailendra.
    In: International Journal of Information Management.
    RePEc:eee:ininma:v:45:y:2019:i:c:p:118-131.

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35. Does OPEC news sentiment influence stock returns of energy firms in the United States?. (2019). Banerjee, Rajabrata ; Gupta, Kartick.
    In: Energy Economics.
    RePEc:eee:eneeco:v:77:y:2019:i:c:p:34-45.

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36. Forecasting stock returns: Do less powerful predictors help?. (2019). Zhang, Yaojie ; Zeng, Qing ; Ma, Feng ; Shi, Benshan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:78:y:2019:i:c:p:32-39.

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37. The Dynamic Cross-Correlations between Mass Media News, New Media News, and Stock Returns. (2018). Shen, Dehua ; Zhang, Zuochao.
    In: Complexity.
    RePEc:hin:complx:7619494.

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38. The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter. (2018). Shen, Dehua ; Zhang, Zuochao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:67-75.

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39. Investor attention and performance of IPO firms: Evidence from online searches. (2018). Shen, Dehua ; Xiong, Xiong ; Zhao, Ruwei.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:342-348.

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40. Does solar activity affect human happiness?. (2018). Krištoufek, Ladislav.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:493:y:2018:i:c:p:47-53.

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41. Quantifying the cross-sectional relationship between online sentiment and the skewness of stock returns. (2018). Shen, Dehua ; Zhang, Yongjie ; Liu, Lanbiao.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:928-934.

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42. Is stock return predictability time-varying?. (2018). Sharma, Susan ; Narayan, Paresh Kumar ; Devpura, Neluka.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:52:y:2018:i:c:p:152-172.

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43. Baidu news information flow and return volatility: Evidence for the Sequential Information Arrival Hypothesis. (2018). Shen, Dehua ; Li, Xiao ; Zhang, Wei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:69:y:2018:i:c:p:127-133.

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44. Twitter’s daily happiness sentiment and international stock returns: Evidence from linear and nonlinear causality tests. (2018). Shen, Dehua ; Li, Xiao ; Zhang, Wei ; Wang, Pengfei.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:18:y:2018:i:c:p:50-53.

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21. Recent trends in trading activity and market quality. (2011). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
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22. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
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23. Do fund managers herd to counter investor sentiment?. (2011). Liao, Tsai-Ling ; Huang, Chih-Jen ; Wu, Chieh-Yuan.
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24. The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations. (2010). Lee, Hsiu-Chuan ; Chuang, Wen-I, .
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25. Does the weather affect stock market volatility?. (2010). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
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26. The Price Impact of Institutional Herding. (2010). Prat, Andrea ; Verardo, Michela ; Dasgupta, Amil.
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27. Does the weather affect stock market volatility?. (2009). Symeonidis, Lazaros ; Markellos, Raphael ; Daskalakis, George.
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28. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
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29. Bubbles or convenience yields? A theoretical explanation with evidence from technology company equity carve-outs. (2009). Bogan, Vicki .
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30. Can margin traders predict future stock returns in Japan?. (2009). Hirose, Takehide ; Bremer, Marc ; Kato, Hideaki Kiyoshi.
    In: Pacific-Basin Finance Journal.
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31. Stock market liquidity and firm value. (2009). Noe, Thomas ; FANG, VIVIAN W. ; Tice, Sheri.
    In: Journal of Financial Economics.
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32. Gone fishin: Seasonality in trading activity and asset prices. (2009). Hong, Harrison ; Yu, Jialin.
    In: Journal of Financial Markets.
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33. The diminishing liquidity premium. (2008). Kadan, Ohad ; Ben-Rephael, Azi ; Wohl, Avi.
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34. Seasonality in the cross-section of stock returns. (2008). Heston, Steven L. ; Sadka, Ronnie.
    In: Journal of Financial Economics.
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35. Stochastic dominance and behavior towards risk: The market for Internet stocks. (2008). Wong, Wing-Keung ; Lean, Hooi Hooi ; Fong, Wai Mun.
    In: Journal of Economic Behavior & Organization.
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36. Weather and intraday patterns in stock returns and trading activity. (2008). Lin, Yueh-Hsiang ; Chen, Sheng-Syan ; Chang, Shao-Chi ; Chou, Robin K..
    In: Journal of Banking & Finance.
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37. Chinese institutional investors sentiment. (2008). Kling, Gerhard ; Gao, Lei.
    In: Journal of International Financial Markets, Institutions and Money.
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38. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
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39. The Earnings Announcement Premium and Trading Volume. (2007). Lamont, Owen ; Frazzini, Andrea.
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40. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Economic Perspectives.
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41. Disagreement and the Stock Market. (2007). Stein, Jeremy ; Hong, Harrison.
    In: Journal of Economic Perspectives.
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42. Cross-sectional Variation in Stock Returns: Liquidity and Idiosyncratic Risk. (2006). Wang, Xiaotong ; Spiegel, Matthew.
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43. Why Do Firms Become Widely Held? An Analysis of the ynamics of Corporate Ownership. (2005). Stulz, René ; Helwege, Jean ; Pirinsky, Christo.
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44. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
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45. Endogenous liquidity in emerging markets. (2005). Redding, Lee.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:15:y:2005:i:2:p:159-171.

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46. Why Do Firms Become Widely Held? An Analysis of the Dynamics of Corporate Ownership. (2005). Stulz, René ; Helwege, Jean ; Pirinsky, Christo.
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47. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
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48. Behavioral Corporate Finance: A Survey. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Ruback, Richard S..
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49. Pseudo Market Timing and Predictive Regressions. (2004). Wurgler, Jeffrey ; Baker, Malcolm ; Taliaferro, Ryan.
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50. A Model of Stochastic Liquidity. (2003). Watanabe, Masahiro.
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