1. Inconsistency across short-term and long-term oriented signals: Effect on investor reactions. (2025). Sun, Maogang ; Li, Zhengyu ; Yang, LU.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:189:y:2025:i:c:s0148296324006799.

   Full description at Econpapers || Download paper

2. Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi.
   In: Energy Economics.
   RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002336.

   Full description at Econpapers || Download paper

3. Predicting Market Reactions to News: An LLM-Based Approach Using Spanish Business Articles. (2025). Villota, Jess.
   In: Working Papers.
   RePEc:cmf:wpaper:wp2025_2501.

   Full description at Econpapers || Download paper

4. Large language models in finance : what is financial sentiment?. (2025). Germano, Guido ; Kirtac, Kemal.
   In: Papers.
   RePEc:arx:papers:2503.03612.

   Full description at Econpapers || Download paper

5. Sentiment-semantic word vectors: A new method to estimate management sentiment. (2024). Phan, Tri Minh.
   In: Swiss Journal of Economics and Statistics.
   RePEc:spr:sjecst:v:160:y:2024:i:1:d:10.1186_s41937-024-00126-1.

   Full description at Econpapers || Download paper

6. The power of news data in forecasting tail risk: evidence from China. (2024). Ma, Yong ; Yan, LU ; Pan, Dongtao.
   In: Empirical Economics.
   RePEc:spr:empeco:v:67:y:2024:i:6:d:10.1007_s00181-024-02620-0.

   Full description at Econpapers || Download paper

7. The impact of social media on venture capital financing: evidence from Twitter interactions. (2024). Bayar, Onur ; Kesici, Emre.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01199-4.

   Full description at Econpapers || Download paper

8. Sentiment trading with large language models. (2024). Germano, Guido ; Kirtac, Kemal.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:122592.

   Full description at Econpapers || Download paper

9. The effect of international media news on the global stock market. (2024). Jin, Xuejun ; Yang, Xiaolan ; Chen, Cheng.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:50-69.

   Full description at Econpapers || Download paper

10. The effect of tone, signature, and visual elements in compliance management systems disclosures on financial analysts’ decisions. (2024). Sayar, Sanjar ; Quick, Reiner.
    In: Journal of International Accounting, Auditing and Taxation.
    RePEc:eee:jiaata:v:55:y:2024:i:c:s1061951824000259.

    Full description at Econpapers || Download paper

11. Unpacking the relation between media sentiment and house prices: A topic modeling approach. (2024). Sokolyk, Tatyana ; Biktimirov, Ernest N ; Ayanso, Anteneh.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:66:y:2024:i:c:s1051137724000445.

    Full description at Econpapers || Download paper

12. Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889.

    Full description at Econpapers || Download paper

13. Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

    Full description at Econpapers || Download paper

14. The effects of manager sentiment in financial disclosure: Perspectives of operational efficiency and market reaction. (2024). Du, Yuxuan ; Shi, Yan ; Xin, Jianxuan ; Sun, Fangfang ; Wang, Chunlan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004550.

    Full description at Econpapers || Download paper

15. Sentiment trading with large language models. (2024). Germano, Guido ; Kirtac, Kemal.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002575.

    Full description at Econpapers || Download paper

16. Does corporate culture shape “Tone at the Top”? Evidence from earnings calls. (2024). Le, Thuy Dung ; Puwanenthiren, Premkanth ; Bui, Nguyen ; Dang, Man ; Jones, Edward.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301070x.

    Full description at Econpapers || Download paper

17. Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

    Full description at Econpapers || Download paper

18. Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

    Full description at Econpapers || Download paper

19. Machine learning in bank merger prediction: A text-based approach. (2024). Leledakis, George ; Katsafados, Apostolos ; Fergadiotis, Manos ; Androutsopoulos, Ion ; Pyrgiotakis, Emmanouil G.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:312:y:2024:i:2:p:783-797.

    Full description at Econpapers || Download paper

20. Term structures and firm dynamics: A FAVAR approach. (2024). Zhu, Jingjing ; Su, LI.
    In: Economics Letters.
    RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004464.

    Full description at Econpapers || Download paper

21. Exchange rate expectations and exports: Firm‐level evidence from China. (2024). Wang, Xiaozhuo ; Qiu, Larry D ; Huang, Hailiang ; Bao, Xiaohua.
    In: Review of International Economics.
    RePEc:bla:reviec:v:32:y:2024:i:2:p:635-661.

    Full description at Econpapers || Download paper

22. Sentiment trading with large language models. (2024). Germano, Guido ; Kirtac, Kemal.
    In: Papers.
    RePEc:arx:papers:2412.19245.

    Full description at Econpapers || Download paper

23. Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2405.10449.

    Full description at Econpapers || Download paper

24. Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models. (2024). Lopez-Lira, Alejandro ; Tang, Yuehua.
    In: Papers.
    RePEc:arx:papers:2304.07619.

    Full description at Econpapers || Download paper

25. A topic modeling perspective on investor uncertainty. (2023). Schnaubelt, Matthias ; Ortiz, Daniel Perico ; Seifert, Oleg.
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:042023.

    Full description at Econpapers || Download paper

26. Sentimental Sustainability: Does What Companies Say Tell More Than What Companies Do?. (2023). Rudolf, Markus ; Ignatov, Konstantin.
    In: Financial Markets, Institutions & Instruments.
    RePEc:wly:finmar:v:32:y:2023:i:4:p:221-252.

    Full description at Econpapers || Download paper

27. Earnings management and CSR report tone: Evidence from China. (2023). Yan, Ziqiao ; Li, Yue.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:30:y:2023:i:4:p:1883-1902.

    Full description at Econpapers || Download paper

28. Shifts in ECB Communication: A Textual Analysis of the Press Conference. (2023). Lumsdaine, Robin L ; Klejdysz, Justyna.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2023:q:2:a:9.

    Full description at Econpapers || Download paper

29. Divergent opinions on social media. (2023). Miwa, Kotaro.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:182-196.

    Full description at Econpapers || Download paper

30. Uncertain tone, asset volatility and credit default swap spreads. (2023). Ramani, Srikanth ; Patel, Saurin ; Sooy, Matthew ; Doshi, Hitesh.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:19:y:2023:i:3:s1815566923000309.

    Full description at Econpapers || Download paper

31. The colour of finance words. (2023). Hu, Xiaowen ; Rohrer, Maximilian ; Garcia, Diego.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:147:y:2023:i:3:p:525-549.

    Full description at Econpapers || Download paper

32. A Comparative Textual Study of FOMC Transcripts Through Inflation Peaks. (2023). Ruman, Asif M.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:87:y:2023:i:c:s1042443123000902.

    Full description at Econpapers || Download paper

33. Stock market reaction to news: Do tense and horizon matter?. (2023). Pouget, Sebastien ; Laudy, Olav ; Briere, Marie ; Huynh, Karen.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010024.

    Full description at Econpapers || Download paper

34. Financial market sentiment and stock return during the COVID-19 pandemic. (2023). Duan, Yuejiao ; Fan, Xiaoyun ; Tang, Shuai ; Bai, Chenjiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323000831.

    Full description at Econpapers || Download paper

35. Does peer firms’ tone affect corporate investment? Evidence from China. (2023). Yuan, Yiyun ; Zhang, Xinyue ; Tan, NA ; Chang, Liang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923002570.

    Full description at Econpapers || Download paper

36. When ESG talks: ESG tone of 10-K reports and its significance to stock markets. (2023). Ignatov, Konstantin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002612.

    Full description at Econpapers || Download paper

37. The information value of M&A press releases. (2023). Leung, Henry ; Cao, Yang ; Kiesel, Florian.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:82:y:2023:i:c:s0929119923001141.

    Full description at Econpapers || Download paper

38. Bank deposits and textual sentiment: When an European Central Bank presidents speech is not just a speech. (2023). Katsafados, Apostolos ; Anastasiou, Dimitris.
    In: Manchester School.
    RePEc:bla:manchs:v:91:y:2023:i:1:p:55-87.

    Full description at Econpapers || Download paper

39. Making text count: Economic forecasting using newspaper text. (2022). Turrell, Arthur ; Kapetanios, George ; Kapadia, Sujit ; Kalamara, Eleni ; Redl, Chris.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:37:y:2022:i:5:p:896-919.

    Full description at Econpapers || Download paper

40. Analyst coverage and corporate social responsibility decoupling: Evidence from China. (2022). Zhang, YI.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:29:y:2022:i:3:p:620-634.

    Full description at Econpapers || Download paper

41. Predicting future financial performance of banks from management’s tone in the textual disclosures. (2022). Riaz, Khalid ; Iqbal, Javid.
    In: Quality & Quantity: International Journal of Methodology.
    RePEc:spr:qualqt:v:56:y:2022:i:4:d:10.1007_s11135-021-01216-5.

    Full description at Econpapers || Download paper

42. Tone of language, financial disclosure, and earnings management: a textual analysis of form 20-F. (2022). Luo, Yongli ; Li, Shuangyan ; Wang, Guangrui.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00346-5.

    Full description at Econpapers || Download paper

43. German forecasters’ narratives: How informative are German business cycle forecast reports?. (2022). Muller, Karsten.
    In: Empirical Economics.
    RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02100-9.

    Full description at Econpapers || Download paper

44. Automated text mining process for corporate risk analysis and management. (2022). Hsu, Ming-Fu ; Zeng, Jhihhong ; Chang, Chingho.
    In: Risk Management.
    RePEc:pal:risman:v:24:y:2022:i:4:d:10.1057_s41283-022-00099-6.

    Full description at Econpapers || Download paper

45. Exchange rate expectations and exports: Firm-level evidence from China. (2022). Qiu, Larry ; Wang, Xiaozhuo ; Bao, Xiaohua ; Huang, Hailiang.
    In: Discussion Papers.
    RePEc:not:notgep:2022-07.

    Full description at Econpapers || Download paper

46. The sentiment of private investors in explaining the differences in the trade characteristics of the Russian market stocks. (2022). Tomtosov, Aleksandr ; Teplova, T ; Sokolova, T ; Nikulin, D ; Buchko, D.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2022:i:53:p:53-84.

    Full description at Econpapers || Download paper

47. Tone at the Bottom: Measuring Corporate Misconduct Risk from the Text of Employee Reviews. (2022). Shang, Ruidi ; Campbell, Dennis W.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:9:p:7034-7053.

    Full description at Econpapers || Download paper

48. Analyzing Firm Reports for Volatility Prediction: A Knowledge-Driven Text-Embedding Approach. (2022). Yang, YI ; Fan, Yangyang ; Zhang, Kunpeng.
    In: INFORMS Journal on Computing.
    RePEc:inm:orijoc:v:34:y:2022:i:1:p:522-540.

    Full description at Econpapers || Download paper

49. Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003912.

    Full description at Econpapers || Download paper

50. The Spillover Effects of Peer Annual Report Tone for Firm Innovation Investment: Evidence from China. (2022). Ma, Yufei ; Shang, Duo ; Yuan, Dongliang ; Li, Dehui.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:177:y:2022:i:c:s0040162522000506.

    Full description at Econpapers || Download paper

51. Do financial performance indicators predict 10-K text sentiments? An application of artificial intelligence. (2022). GULL, Ammar ; Shahab, Yasir ; Mushtaq, Rizwan ; Derouiche, Imen.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000678.

    Full description at Econpapers || Download paper

52. The informational role of analysts’ textual statements. (2022). Miwa, Kotaro.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001835.

    Full description at Econpapers || Download paper

53. Does prospectus AE affect IPO underpricing? A content analysis of the Chinese stock market. (2022). Ge, Yuanjing ; Wang, Ying ; Guo, Haifeng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:1-12.

    Full description at Econpapers || Download paper

54. The financial market impact of ECB monetary policy press conferences — A text based approach. (2022). Parle, Conor.
    In: European Journal of Political Economy.
    RePEc:eee:poleco:v:74:y:2022:i:c:s0176268022000428.

    Full description at Econpapers || Download paper

55. Economic policy uncertainty and institutional investment returns: The case of New Zealand. (2022). Demirer, Riza ; Ali, Sara ; Hegde, Prasad ; Badshah, Ihsan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000920.

    Full description at Econpapers || Download paper

56. Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls. (2022). Noh, Joonki ; Zhou, Dexin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003095.

    Full description at Econpapers || Download paper

57. Media abnormal tone, earnings announcements, and the stock market. (2022). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418121000598.

    Full description at Econpapers || Download paper

58. Corporate misconduct, media coverage, and stock returns. (2022). Ahn, Tae-Wook ; Yi, Junesuh ; Jo, Hoje ; Kim, Hee-Eun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003313.

    Full description at Econpapers || Download paper

59. Geopolitical risk and dynamic connectedness between commodity markets. (2022). Gong, XU ; Xu, Jun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001979.

    Full description at Econpapers || Download paper

60. Textual fundamentals in earnings press releases. (2022). Li, Ken.
    In: Advances in accounting.
    RePEc:eee:advacc:v:57:y:2022:i:c:s0882611022000104.

    Full description at Econpapers || Download paper

61. Do changes in MD&A section tone predict investment behavior?. (2022). Flugum, Ryan ; Houston, Reza ; Bick, Patty ; Berns, John.
    In: The Financial Review.
    RePEc:bla:finrev:v:57:y:2022:i:1:p:129-153.

    Full description at Econpapers || Download paper

62. Joint News, Attention Spillover,and Market Returns. (2022). Tao, Yubo ; Guo, LI.
    In: Papers.
    RePEc:arx:papers:1703.02715.

    Full description at Econpapers || Download paper

63. Incentives for Corporate Environmental Information Disclosure in China: Public Media Pressure, Local Government Supervision and Interactive Effects. (2021). He, Youshi ; Tang, Yin ; Liu, Ming ; Xue, Jia.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:18:p:10016-:d:630602.

    Full description at Econpapers || Download paper

64. Accounting for unadjusted news sentiment for asset pricing. (2021). Srivastava, Praveen Ranjan ; Eachempati, Prajwal.
    In: Qualitative Research in Financial Markets.
    RePEc:eme:qrfmpp:qrfm-11-2019-0130.

    Full description at Econpapers || Download paper

65. Big data, news diversity and financial market crash. (2021). Boubaker, Sabri ; Liu, Zhenya ; Zhai, Ling.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:168:y:2021:i:c:s0040162521001876.

    Full description at Econpapers || Download paper

66. Language barriers in analyst reports. (2021). Miwa, Kotaro.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:223-236.

    Full description at Econpapers || Download paper

67. The impact of sentiment on emerging stock markets. (2021). Anand, Abhinav ; Basu, Sankarshan ; Pathak, Jalaj ; Thampy, Ashok.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:161-177.

    Full description at Econpapers || Download paper

68. Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China. (2021). Yan, Zhipeng ; Zheng, Yingfei ; Sun, Wujun ; Bian, Shibo ; Li, Ruihai ; Jia, Dekui.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000950.

    Full description at Econpapers || Download paper

69. Negative news and the stock market impact of tone in rating reports. (2021). Norden, Lars ; Loffler, Gunter ; Rieber, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002120.

    Full description at Econpapers || Download paper

70. Is Textual Tone Informative or Inflated for Firm’s Future Value? Evidence from Chinese Listed Firms. (2021). Yao, Xiao ; Guo, Jianluan ; Wu, Dongxiao.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:513-525.

    Full description at Econpapers || Download paper

71. Bragging rights: Does corporate boasting imply value creation?. (2021). Ferris, Stephen P ; Kothari, Pratik ; Chance, Don M.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:67:y:2021:i:c:s0929119920303072.

    Full description at Econpapers || Download paper

72. The effect of micro‐territorial networks on industrial small and medium enterprises innovation: A case study in the Spanish region of Cantabria. (2021). Matesanchezval, Mariluz ; Lopezfernandez, Jose Manuel ; Somohanorodriguez, Franciscomanuel.
    In: Papers in Regional Science.
    RePEc:bla:presci:v:100:y:2021:i:1:p:51-77.

    Full description at Econpapers || Download paper

73. Estimating the relation between digitalization and the market value of insurers. (2021). Fritzsch, Simon ; Scharner, Philipp ; Weiss, Gregor.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:88:y:2021:i:3:p:529-567.

    Full description at Econpapers || Download paper

74. Disclosure tone management and labor unions. (2021). Torsin, Wouter ; Arslanayaydin, Ozgur ; Thewissen, James.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:102-147.

    Full description at Econpapers || Download paper

75. Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2110.10800.

    Full description at Econpapers || Download paper

76. Emotions in the Stock Market. (2020). Najand, Mohammad ; Griffith, John ; Shen, Jiancheng.
    In: Journal of Behavioral Finance.
    RePEc:taf:hbhfxx:v:21:y:2020:i:1:p:42-56.

    Full description at Econpapers || Download paper

77. The network of firms implied by the news. (2020). Zheng, Hannan ; Schwenkler, Gustavo.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2020108.

    Full description at Econpapers || Download paper

78. Textual tone in corporate financial disclosures: a survey of the literature. (2020). Luo, Yan ; Zhou, Linying.
    In: International Journal of Disclosure and Governance.
    RePEc:pal:ijodag:v:17:y:2020:i:2:d:10.1057_s41310-020-00077-y.

    Full description at Econpapers || Download paper

79. First to “Read” the News: News Analytics and Algorithmic Trading. (2020). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
    In: The Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:10:y:2020:i:1:p:122-178..

    Full description at Econpapers || Download paper

80. Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure. (2020). Noh, Joonki ; Cookson, Anthony J ; Moon, Katie S.
    In: SocArXiv.
    RePEc:osf:socarx:akt2c_v1.

    Full description at Econpapers || Download paper

81. Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure. (2020). Moon, Katie S ; Noh, Joonki ; Cookson, Anthony J.
    In: SocArXiv.
    RePEc:osf:socarx:akt2c.

    Full description at Econpapers || Download paper

82. CEO characteristics and tone at the top inconsistency. (2020). Liu, PU ; Nguyen, Hazel T.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519301833.

    Full description at Econpapers || Download paper

83. Media tone and expected stock returns. (2020). Liu, Sha ; Han, Jingguang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301666.

    Full description at Econpapers || Download paper

84. An Empirical Analysis of Market Reactions to the First Solvency and Financial Condition Reports in the European Insurance Industry. (2020). Gatzert, Nadine ; Heidinger, Dinah.
    In: Journal of Risk & Insurance.
    RePEc:bla:jrinsu:v:87:y:2020:i:2:p:407-436.

    Full description at Econpapers || Download paper

85. ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Bluteau, Keven ; Ardia, David ; Algaba, Andres ; Borms, Samuel.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

    Full description at Econpapers || Download paper

86. Sentiment analysis of the Spanish Financial Stability Report. (2020). Pedraz, Carlos Gonzalez ; Moreno, Angel Ivan.
    In: Working Papers.
    RePEc:bde:wpaper:2011e.

    Full description at Econpapers || Download paper

87. Content analysis of business communication: introducing a German dictionary. (2019). Bannier, Christina ; Pauls, Thomas ; Walter, Andreas.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:89:y:2019:i:1:d:10.1007_s11573-018-0914-8.

    Full description at Econpapers || Download paper

88. Predicting Returns With Text Data. (2019). Xiu, Dacheng ; Ke, Zheng Tracy ; Kelly, Bryan T.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26186.

    Full description at Econpapers || Download paper

89. Deciphering Monetary Policy Board Minutes with Text Mining: The Case of South Korea. (2019). Lee, Young Joon ; Kim, Soohyon ; Park, Ki Young.
    In: Korean Economic Review.
    RePEc:kea:keappr:ker-20190701-35-2-08.

    Full description at Econpapers || Download paper

90. CEO power, board oversight, and earnings announcement tone. (2019). Luo, Yan ; Zhou, Linying ; Deboskey, D G.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:2:d:10.1007_s11156-018-0721-x.

    Full description at Econpapers || Download paper

91. Hear Me Write: Does CEO Narcissism Affect Disclosure?. (2019). Zhou, Linying ; Marquez-Illescas, Gilberto ; Zebedee, Allan A.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:159:y:2019:i:2:d:10.1007_s10551-018-3796-3.

    Full description at Econpapers || Download paper

92. Stock Price Reactions to Wire News from the European Central Bank: Evidence from Changes in the Sentiment Tone and International Market Indexes. (2019). Apergis, Nicholas ; Pragidis, Ioannis.
    In: International Advances in Economic Research.
    RePEc:kap:iaecre:v:25:y:2019:i:1:d:10.1007_s11294-019-09721-y.

    Full description at Econpapers || Download paper

93. Determinants of MD&A sentiment in Canada. (2019). Dutta, Shantanu ; Fuksa, Michel ; MacAulay, Ken.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:60:y:2019:i:c:p:130-148.

    Full description at Econpapers || Download paper

94. Uncertainty and IPO initial returns: Evidence from the Tone Analysis of China’s IPO Prospectuses. (2019). Yan, Yumeng ; Xiong, Xiong ; Meng, Ginger J ; Zou, Gaofeng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x18302397.

    Full description at Econpapers || Download paper

95. Does the large amount of information in corporate disclosures hinder or enhance price discovery in the capital market?. (2019). Novak, Jiri ; Suwanyangyuan, Nattavut ; Hrazdil, Karel ; Chung, Dennis Y.
    In: Journal of Contemporary Accounting and Economics.
    RePEc:eee:jocaae:v:15:y:2019:i:1:p:36-52.

    Full description at Econpapers || Download paper

96. The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Giannini, Robert ; Irvine, Paul.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:42:y:2019:i:c:p:94-120.

    Full description at Econpapers || Download paper

97. Corporate Culture and Merger Success. (2019). Fiordelisi, Franco ; Ricci, Ornella ; Stentella, Francesco Saverio.
    In: Working Papers.
    RePEc:bng:wpaper:19013.

    Full description at Econpapers || Download paper

98. Deciphering Monetary Policy Committee Minutes with Text Mining Approach: A Case of South Korea. (2018). Lee, Young Joon ; Kim, Soohyon ; Young, KI.
    In: Working papers.
    RePEc:yon:wpaper:2018rwp-132.

    Full description at Econpapers || Download paper

99. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors. (2018). Yin, Libo ; Liu, Yang ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261.

    Full description at Econpapers || Download paper

100. Annual report Graphicity and stock returns. (2018). Deng, Xiaohu ; Gao, Lei.
     In: Working Papers.
     RePEc:tas:wpaper:28891.

     Full description at Econpapers || Download paper

101. A world of difference? The impact of corporate venture capitalists’ investment motivation on startup valuation. (2018). Kuckertz, Andreas ; Rohm, Patrick ; Dehnen, Hermann S ; Kohn, Andreas.
     In: Journal of Business Economics.
     RePEc:spr:jbecon:v:88:y:2018:i:3:d:10.1007_s11573-017-0857-5.

     Full description at Econpapers || Download paper

102. Big Data & Macroeconomic Nowcasting: Methodological Review. (2018). Kapetanios, George ; Papailias, Fotis.
     In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers.
     RePEc:nsr:escoed:escoe-dp-2018-12.

     Full description at Econpapers || Download paper

103. Sustainability Disclosure in Integrated Reporting: Does It Matter to Investors? A Cheap Talk Approach. (2018). Sagliaschi, Umberto ; Camodeca, Renato ; Almici, Alex.
     In: Sustainability.
     RePEc:gam:jsusta:v:10:y:2018:i:12:p:4393-:d:185253.

     Full description at Econpapers || Download paper

104. First to \Read\ the News: New Analytics and Algorithmic Trading. (2018). Keim, Donald ; Massa, Massimo ; von Beschwitz, Bastian.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:1233.

     Full description at Econpapers || Download paper

105. Managers’ use of language in corrupt firms’ financial disclosures: Evidence from FCPA violators. (2018). Jaeschke, Reemda ; Lopatta, Kerstin ; Yi, Cheong.
     In: Scandinavian Journal of Management.
     RePEc:eee:scaman:v:34:y:2018:i:2:p:170-192.

     Full description at Econpapers || Download paper

106. Investor sentiment extracted from internet stock message boards and IPO puzzles. (2018). Tsukioka, Yasutomo ; Takada, Teruko ; Yanagi, Junya.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:56:y:2018:i:c:p:205-217.

     Full description at Econpapers || Download paper

107. Rumor rationales: The impact of message justification on article credibility. (2018). Walker, Thomas ; Betton, Sandra ; Davis, Frederick.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:58:y:2018:i:c:p:271-287.

     Full description at Econpapers || Download paper

108. Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Su, Zhi ; Lu, Man.
     In: Energy Economics.
     RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

     Full description at Econpapers || Download paper

109. Text as Data. (2017). Gentzkow, Matthew ; Taddy, Matt ; Kelly, Bryan T.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:23276.

     Full description at Econpapers || Download paper

110. Constructing a Dictionary for Financial Stability. (2017). Londono, Juan M. ; Correa, Ricardo ; Mislang, Nathan ; Garud, Keshav.
     In: IFDP Notes.
     RePEc:fip:fedgin:2017-06-28.

     Full description at Econpapers || Download paper

111. Sentiment in Central Banks Financial Stability Reports. (2017). Londono, Juan M. ; Correa, Ricardo ; Mislang, Nathan ; Garud, Keshav.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:1203.

     Full description at Econpapers || Download paper

112. Mapping the field: A bibliometric analysis of accountability literature in healthcare. (2017). Giancotti, Monica ; Mauro, Marianna ; Talarico, Giovanna.
     In: MECOSAN.
     RePEc:fan:mesame:v:html10.3280/mesa2017-101002.

     Full description at Econpapers || Download paper

113. The impact of media coverage on investor trading behavior and stock returns. (2017). Wu, Chen-Hui ; Lin, Chan-Jane.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:43:y:2017:i:c:p:151-172.

     Full description at Econpapers || Download paper

114. Intraday online investor sentiment and return patterns in the U.S. stock market. (2017). Renault, Thomas.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:84:y:2017:i:c:p:25-40.

     Full description at Econpapers || Download paper

115. Financial media, price discovery, and merger arbitrage. (2016). Zechner, Josef ; Buehlmaier, Matthias.
     In: CFS Working Paper Series.
     RePEc:zbw:cfswop:551.

     Full description at Econpapers || Download paper

116. Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research. (2016). Hughes, Mark E ; Garnsey, Margaret R ; Fisher, Ingrid E.
     In: Intelligent Systems in Accounting, Finance and Management.
     RePEc:wly:isacfm:v:23:y:2016:i:3:p:157-214.

     Full description at Econpapers || Download paper

117. The Effect of Infomation on Financial Markets: A Survey. (2016). Chouliaras, Andreas.
     In: MPRA Paper.
     RePEc:pra:mprapa:71396.

     Full description at Econpapers || Download paper

118. Does Unusual News Forecast Market Stress?. (2016). Glasserman, Paul ; Mamaysky, Harry.
     In: Working Papers.
     RePEc:ofr:wpaper:16-04.

     Full description at Econpapers || Download paper

119. Word Power: The Impact of Negative Media Coverage on Disciplining Corporate Pollution. (2016). Zhang, Zhe ; Viswanath, P V ; Jia, Ming ; Tong, LI.
     In: Journal of Business Ethics.
     RePEc:kap:jbuset:v:138:y:2016:i:3:d:10.1007_s10551-015-2596-2.

     Full description at Econpapers || Download paper

120. News versus Sentiment : Predicting Stock Returns from News Stories. (2016). Heston, Steven L ; Sinha, Nitish R.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2016-48.

     Full description at Econpapers || Download paper

121. The effect of bidder conservatism on M&A decisions: Text-based evidence from US 10-K filings. (2016). Ahmed, Yousry ; Elshandidy, Tamer.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:46:y:2016:i:c:p:176-190.

     Full description at Econpapers || Download paper

122. Media-expressed negative tone and firm-level stock returns. (2016). Hutson, Elaine ; Liu, Sha ; Ahmad, Khurshid ; Han, Jingguang ; Kearney, Colm.
     In: Journal of Corporate Finance.
     RePEc:eee:corfin:v:37:y:2016:i:c:p:152-172.

     Full description at Econpapers || Download paper

123. Textual Analysis in Accounting and Finance: A Survey. (2016). Loughran, Tim ; McDonald, Bill.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:54:y:2016:i:4:p:1187-1230.

     Full description at Econpapers || Download paper

124. Institutional Investors, Annual Reports, Textual Analysis and Stock Returns: Evidence from SEC EDGAR 10-K and 13-F Forms. (2015). Chouliaras, Andreas.
     In: MPRA Paper.
     RePEc:pra:mprapa:65875.

     Full description at Econpapers || Download paper

125. The Pessimism Factor: SEC EDGAR Form 10-K Textual Analysis and Stock Returns. (2015). Chouliaras, Andreas.
     In: MPRA Paper.
     RePEc:pra:mprapa:65585.

     Full description at Econpapers || Download paper

126. High Frequency Newswire Textual Sentiment: Evidence from international stock markets during the European Financial Crisis. (2015). Chouliaras, Andreas.
     In: MPRA Paper.
     RePEc:pra:mprapa:62524.

     Full description at Econpapers || Download paper

127. Media Content and Stock Returns: The Predictive Power of Press. (2015). Ferguson, Nicky J ; Guo, Jie Michael ; Philip, Dennis.
     In: Multinational Finance Journal.
     RePEc:mfj:journl:v:19:y:2015:i:1:p:1-31.

     Full description at Econpapers || Download paper

128. Determinants of systemic risk and information dissemination. (2015). Tan, Chih Ming ; Bianconi, Marcelo ; Hua, Xiaxin.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:38:y:2015:i:c:p:352-368.

     Full description at Econpapers || Download paper

129. First to “Read” the News: News Analytics and Institutional Trading. (2015). Massa, Massimo ; Keim, Donald B ; von Beschwitz, Bastian.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10534.

     Full description at Econpapers || Download paper

130. The Impact of Textual Sentiment on Sovereign Bond Yield Spreads: Evidence from the Eurozone Crisis. (2014). Liu, Sha.
     In: Multinational Finance Journal.
     RePEc:mfj:journl:v:18:y:2014:i:3-4:p:215-248.

     Full description at Econpapers || Download paper

131. Accounting narratives and the narrative turn in accounting research: Issues, theory, methodology, methods and a research framework. (2014). Beattie, Vivien.
     In: The British Accounting Review.
     RePEc:eee:bracre:v:46:y:2014:i:2:p:111-134.

     Full description at Econpapers || Download paper

1. Antweiler, W. ; Frank, M.Z. Is all that talk just noise? The information content of Internet stock message boards. 2004 Journal of Finance. 59 1259-1293

2. Bradley, M., Lang, P., 1999. Affective Norms for English Words (ANEW): Instruction Manual and Affective Ratings. Technical Report C-1, Center for Research in Psychophysiology, University of Florida, Gainesville, FL.
   Paper not yet in RePEc: Add citation now
   
3. Chen, S. ; Defond, M.L. ; Park, C.W. Voluntary disclosure of balance sheet information in quarterly earnings announcements. 2002 Journal of Accounting and Economics. 33 229-251
   Paper not yet in RePEc: Add citation now
   
4. Das, S. ; Chen, M. Yahoo! for Amazon. 2007 Management Science. 53 1375-1388
   Paper not yet in RePEc: Add citation now
   
5. Feldman, R. ; Govindaraj, S. ; Livnat, J. ; Segal, B. The incremental information content of tone change in management discussion and analysis. 2010 Review of Accounting Studies. 15 915-953
   Paper not yet in RePEc: Add citation now
   
6. Griffin, P. Investor response to form 10-K and form 10-Q EDGAR filings. 2003 Review of Accounting Studies. 8 433-460
   Paper not yet in RePEc: Add citation now
   

7. Hanley, K.W. ; Hoberg, G. The information content of IPO prospectuses. 2010 Review of Financial Studies. 23 2821-2864

8. Li, F. The information content of forward-looking statements in corporate filings—a naïve Bayesian machine learning approach. 2010 Journal of Accounting Research. 48 1049-1102

9. Li, F., 2006. Do stock market investors understand the risk sentiment of corporate annual reports? Unpublished working paper. University of Michigan, Ann Arbor, MI.
   Paper not yet in RePEc: Add citation now
   

10. Loughran, T. ; McDonald, B. When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks. 2011 Journal of Finance. 66 35-65

11. Manning, C.D. ; Schütze, H. Foundations of Statistical Natural Language Processing. 1999 MIT Press: Cambridge, MA
    Paper not yet in RePEc: Add citation now
    

12. Rock, K. Why new issues are underpriced. 1986 Journal of Financial Economics. 15 187-212

13. Sloan, R.G. Do stock prices fully reflect information in accruals and cash flows about future earnings?. 1996 Accounting Review. 71 289-315
    Paper not yet in RePEc: Add citation now
    

14. Tetlock, P.C. Giving content to investor sentiment. 2007 Journal of Finance. 62 1139-1168

15. Tetlock, P.C. ; Saar-Tsechansky, M. ; Macskassy, S. More than words. 2008 Journal of Finance. 63 1437-1467
    Paper not yet in RePEc: Add citation now
    

16. Tinic, S.M. Anatomy of initial public offerings of common stock. 1988 Journal of Finance. 43 789-822

1. Investor Emotions and Earnings Announcements. (2020). Vamossy, Domonkos F.
   In: Papers.
   RePEc:arx:papers:2006.13934.

   Full description at Econpapers || Download paper

2. Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations. (2020). Giani, Stefano ; Readshaw, Jonathan.
   In: Papers.
   RePEc:arx:papers:2006.12426.

   Full description at Econpapers || Download paper

3. Don’t Stand So Close to Me: The role of supervisory style in banking stability. (2015). Stentella Lopes, Francesco Saverio ; Fiordelisi, Franco ; Farina, Vincenzo ; Carretta, Alessandro ; Schwizer, Paola ; Stentella Lopes, Francesco Saverio, .
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:52:y:2015:i:c:p:180-188.

   Full description at Econpapers || Download paper

4. Predicting Stock Market Returns Based on the Content of Annual Report Narrative: A New Anomaly. (2014). Wisniewski, Tomasz Piotr ; Yekini, Liafisu Sina.
   In: MPRA Paper.
   RePEc:pra:mprapa:58107.

   Full description at Econpapers || Download paper

5. Advice in the Marketplace: A Laboratory Study. (2014). Price, Michael ; Alevy, Jonathan.
   In: Experimental Economics Center Working Paper Series.
   RePEc:exc:wpaper:2014-03.

   Full description at Econpapers || Download paper

6. Determinants of contract completeness: An environmental regulatory application. (2014). Kosnik, Lea-Rachel.
   In: International Review of Law and Economics.
   RePEc:eee:irlaec:v:37:y:2014:i:c:p:198-208.

   Full description at Econpapers || Download paper

7. Do Google Trend data contain more predictability than price returns?. (2014). Challet, Damien ; Bel Hadj Ayed, Ahmed ; Belhadjayed, Ahmed.
   In: Papers.
   RePEc:arx:papers:1403.1715.

   Full description at Econpapers || Download paper

8. Which News Moves Stock Prices? A Textual Analysis. (2013). Kogan, Shimon ; Feldman, Ronen ; Richardson, Matthew ; Boudoukh, Jacob.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:18725.

   Full description at Econpapers || Download paper

9. Word power: A new approach for content analysis. (2013). Jegadeesh, Narasimhan ; Wu, DI.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:110:y:2013:i:3:p:712-729.

   Full description at Econpapers || Download paper

10. Public information arrival: Price discovery and liquidity in electronic limit order markets. (2013). Zhang, S. Sarah ; Riordan, Ryan ; Wagener, Martin ; Storkenmaier, Andreas .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1148-1159.

    Full description at Econpapers || Download paper

11. Open source information, investor attention, and asset pricing. (2013). Shen, Dehua ; Zhang, Yongjie ; Xiong, Xiong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:33:y:2013:i:c:p:613-619.

    Full description at Econpapers || Download paper

12. How Newspaper-Article-Events, Other Stock Market Indices, and the Foreign Currency Rate Affect the Philippine Stock Market. (2013). Gabriel, Percival S..
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2013:p:423-444.

    Full description at Econpapers || Download paper

13. Financial press and stock markets in times of crisis. (2012). Casarin, Roberto ; Squazzoni, Flaminio.
    In: Working Papers.
    RePEc:ven:wpaper:2012_04.

    Full description at Econpapers || Download paper

14. Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael.
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2012:04.

    Full description at Econpapers || Download paper

15. The relationship between online chatter and firm value. (2012). Shively, Tom ; McAlister, Leigh ; Sonnier, Garrett .
    In: Marketing Letters.
    RePEc:kap:mktlet:v:23:y:2012:i:1:p:1-12.

    Full description at Econpapers || Download paper

16. Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287.

    Full description at Econpapers || Download paper

17. Litigation risk, strategic disclosure and the underpricing of initial public offerings. (2012). Hanley, Kathleen ; Hoberg, Gerard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:2:p:235-254.

    Full description at Econpapers || Download paper

18. Information demand and stock market volatility. (2012). Vlastakis, Nikolaos ; Markellos, Raphael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1808-1821.

    Full description at Econpapers || Download paper

19. Emerging markets research: Trends, issues and future directions. (2012). Kearney, Colm.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:13:y:2012:i:2:p:159-183.

    Full description at Econpapers || Download paper

20. Advice and Fictive Learning: The Pricing of Assets in the Laboratory. (2012). Price, Michael ; Alevy, Jonathan.
    In: Working Papers.
    RePEc:ala:wpaper:2012-07.

    Full description at Econpapers || Download paper

21. Does investor attention influence stock market activity? The case of spin-off deals. (2011). Farina, Vincenzo ; Carretta, Alessandro ; Reale, Marco ; Graziano, Elvira Anna.
    In: MPRA Paper.
    RePEc:pra:mprapa:33545.

    Full description at Econpapers || Download paper

22. The CAPS Prediction System and Stock Market Returns. (2011). Zeckhauser, Richard ; Chevalier, Judith ; Avery, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17298.

    Full description at Econpapers || Download paper

23. Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets. (2011). Graf, Ferdinand.
    In: Working Paper Series of the Department of Economics, University of Konstanz.
    RePEc:knz:dpteco:1118.

    Full description at Econpapers || Download paper

24. Litigation risk, strategic disclosure and the underpricing of initial public offerings. (2011). Hanley, Kathleen ; Hoberg, Gerard.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2011-12.

    Full description at Econpapers || Download paper

25. On the economics of energy labels in the housing market. (2011). Kok, Nils ; Brounen, Dirk.
    In: Journal of Environmental Economics and Management.
    RePEc:eee:jeeman:v:62:y:2011:i:2:p:166-179.

    Full description at Econpapers || Download paper

26. When machines read the news: Using automated text analytics to quantify high frequency news-implied market reactions. (2011). Hautsch, Nikolaus ; Gro-Klumann, Axel .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:321-340.

    Full description at Econpapers || Download paper

27. The CAPS Prediction System and Stock Market Returns. (2011). Zeckhauser, Richard ; Chevalier, Judith ; Avery, Christopher.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp11-028.

    Full description at Econpapers || Download paper

28. Predicting Financial Markets: Comparing Survey, News, Twitter and Search Engine Data. (2011). Counts, Scott ; Bollen, Johan ; Mao, Huina.
    In: Papers.
    RePEc:arx:papers:1112.1051.

    Full description at Econpapers || Download paper

29. Are day traders bias free?—evidence from internet stock message boards. (2010). Zhang, Ying ; Swanson, Peggy.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:1:p:96-112.

    Full description at Econpapers || Download paper

30. Text-Based Network Industries and Endogenous Product Differentiation. (2010). Phillips, Gordon ; Hoberg, Gerard.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15991.

    Full description at Econpapers || Download paper

31. Information technology and its impact on stock returns and trading volume. (2010). tavor, tchai ; Benzion, Uri ; Yagil, Joseph.
    In: International Journal of Finance & Economics.
    RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:247-262.

    Full description at Econpapers || Download paper

32. Adverse selection and reputation in a world of cheap talk. (2010). Depken, Craig ; Zhang, Ying.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:50:y:2010:i:4:p:548-558.

    Full description at Econpapers || Download paper

33. Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements. (2009). Trebbi, Francesco ; Lucca, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15367.

    Full description at Econpapers || Download paper

34. The CAPS Prediction System and Stock Market Returns. (2009). Zeckhauser, Richard ; Avery, Christopher N..
    In: Scholarly Articles.
    RePEc:hrv:hksfac:4415901.

    Full description at Econpapers || Download paper

35. Experts online: An analysis of trading activity in a public Internet chat room. (2009). Mizrach, Bruce ; Weerts, Susan .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:70:y:2009:i:1-2:p:266-281.

    Full description at Econpapers || Download paper

36. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31.

    Full description at Econpapers || Download paper

37. Regulatory disclosure via the internet: does it make financial markets more efficient?. (2008). Duque, João ; Pinto, Ines.
    In: Journal of Regulatory Economics.
    RePEc:kap:regeco:v:33:y:2008:i:1:p:5-19.

    Full description at Econpapers || Download paper

38. On the effects of stock spam e-mails. (2008). Hanke, Michael ; Hauser, Florian.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:1:p:57-83.

    Full description at Econpapers || Download paper

39. Is Talk Cheap Online: Strategic Interaction in A Stock Trading Chat Room. (2007). Mizrach, Bruce ; Lu, Jie.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200701.

    Full description at Econpapers || Download paper

40. Overconfidence and trading volume. (2007). Weber, Martin ; Glaser, Markus.
    In: The Geneva Papers on Risk and Insurance Theory.
    RePEc:kap:geneva:v:32:y:2007:i:1:p:1-36.

    Full description at Econpapers || Download paper

41. What Drives Media Slant? Evidence from U.S. Daily Newspapers. (2006). Shapiro, Jesse ; Gentzkow, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12707.

    Full description at Econpapers || Download paper

42. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-337.

    Full description at Econpapers || Download paper

43. Manipulating political stock markets: A field experiment and a century of observational data. (2006). Rhode, Paul ; Strumpf, Koleman.
    In: Natural Field Experiments.
    RePEc:feb:natura:00325.

    Full description at Econpapers || Download paper

44. The Impact of Oil and Natural Gas Facilities on Rural Residential Property. (2005). McMillan, Melville ; Chan, Wing ; Boxall, Peter.
    In: Working Papers.
    RePEc:wlu:wpaper:eg0039.

    Full description at Econpapers || Download paper

45. Multifrequency News and Stock Returns. (2005). Fisher, Adlai ; Calvet, Laurent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11441.

    Full description at Econpapers || Download paper

46. Overconfidence and Trading Volume. (2005). Weber, Martin ; Glaser, Markus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0040.

    Full description at Econpapers || Download paper

47. Which Past Returns Affect Trading Volume?. (2005). Weber, Martin ; Glaser, Markus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0035.

    Full description at Econpapers || Download paper

48. The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis. (2005). McMillan, Melville ; Chan, Wing ; Boxall, Peter.
    In: Resource and Energy Economics.
    RePEc:eee:resene:v:27:y:2005:i:3:p:248-269.

    Full description at Econpapers || Download paper

49. Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room. (2004). Mizrach, Bruce ; Weerts, Susan .
    In: Departmental Working Papers.
    RePEc:rut:rutres:200412.

    Full description at Econpapers || Download paper

50. Fifty-Fifty. Stock Recommendations and Stock Prices. Effects and Benefits of Investment Advice in the Business Media. (2003). Schuster, Thomas.
    In: Finance.
    RePEc:wpa:wuwpfi:0303002.

    Full description at Econpapers || Download paper

Report date: 2025-09-19 17:33:41 || Missing content? Let us know