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1. The Effects of Overnight Events on Daytime Return: A Market Microstructure Analysis of Market Quality. (2024). Pullaykkodi, Sreekha ; Acharya, Rajesh H.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09424-9.

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2. Identifying Information Types in the Estimation of Informed Trading: An Improved Algorithm. (2024). Ghachem, Montasser ; Ersan, Oguz.
   In: JRFM.
   RePEc:gam:jjrfmx:v:17:y:2024:i:9:p:409-:d:1476590.

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3. 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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4. Information shock, market reaction, and stock message board information diffusion. (2024). Meng, Yongqiang ; Huang, Xiuqi.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:95:y:2024:i:c:p:180-192.

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5. 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.

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6. Information shocks and short-term market overreaction: The role of investor attention. (2024). Meng, Yongqiang ; Xiong, Xiong ; Li, Xiao.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001510.

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7. Informed Trading Intensity. (2024). Muravyev, Dmitriy ; Fos, Vyacheslav ; Bogousslavsky, Vincent.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:79:y:2024:i:2:p:903-948.

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8. What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News. (2023). Pouget, Sebastien ; Laudy, Olav ; Briere, Marie ; Huynh, Karen.
   In: TSE Working Papers.
   RePEc:tse:wpaper:127755.

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9. The Value of Differing Points of View: Evidence from Financial Analysts’ Geographic Diversity. (2023). Gerken, William ; Painter, Marcus O ; Goldstein, Itay.
   In: The Review of Financial Studies.
   RePEc:oup:rfinst:v:36:y:2023:i:2:p:409-449..

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10. Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach. (2023). Shen, Dehua ; Zhu, Zhaobo ; Jin, YI ; Ding, Wenjie.
    In: Post-Print.
    RePEc:hal:journl:hal-04194180.

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11. Market Reaction to Corporate Releases and News Articles: Evidence from Thailand’s Stock Market. (2023). Supawat, Likittanawong ; Arnat, Leemakdej.
    In: IJFS.
    RePEc:gam:jijfss:v:11:y:2023:i:3:p:111-:d:1234454.

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12. Dissecting the idiosyncratic volatility puzzle: A fundamental analysis approach. (2023). Shen, Dehua ; Zhu, Zhaobo ; Jin, YI ; Ding, Wenjie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923002118.

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13. Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies. (2023). Lee, Kangsan ; Jeong, Daeyoung.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000244.

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14. Why does option-implied volatility forecast realized volatility? Evidence from news events. (2023). Chen, Sipeng ; Li, Gang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623002108.

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15. 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.

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16. Information shocks and investor underreaction: Evidence from the Bitcoin market. (2023). Shen, Dehua ; Meng, Yongqiang ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004816.

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17. From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading. (2023). Kallinterakis, Vasileios ; Karaa, Rabaa.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922003933.

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18. Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:158.

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19. Institutional Liquidity Demand and the Internalization of Retail Order Flow : The Tail Does Not Wag the Dog. (2022). Bernhardt, Dan ; Barardehi, Yashar H ; Warachka, Mitch Mitch.
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:1394.

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20. Information and the arrival rate of option trading volume. (2022). Verousis, Thanos ; Zhang, Mengyu ; Kalaitzoglou, Iordanis.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:4:p:605-644.

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21. Managerial ability and idiosyncratic volatility. (2022). Wang, Yudong ; Wu, XI ; Tong, Xinle.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2566-2581.

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22. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw_v1.

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23. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Ben-Rephael, Azi ; Cookson, Anthony J.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw.

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24. A Two-Dimensional Sentiment Analysis of Online Public Opinion and Future Financial Performance of Publicly Listed Companies. (2022). Huang, Yupei ; Chen, Yuehling ; Yen, Mengfeng ; Yu, Liangchih.
    In: Computational Economics.
    RePEc:kap:compec:v:59:y:2022:i:4:d:10.1007_s10614-021-10111-y.

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25. News as sources of jumps in stock returns: Evidence from 21 million news articles for 9000 companies. (2022). McCurdy, Thomas ; Jeon, Yoontae ; Zhao, Xiaofei.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:2:p:1-17.

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26. Price revelation from insider trading: Evidence from hacked earnings news. (2022). Gregoire, Vincent ; Akey, Pat ; Martineau, Charles.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:1162-1184.

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27. When does attention matter? The effect of investor attention on stock market volatility around news releases. (2022). Ballinari, Daniele ; Audrino, Francesco ; Sigrist, Fabio.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001466.

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28. Where and about what? Price relevant narratives depend on topic and media type. (2022). Liu, Sha ; Gaskell, Paul ; McGroarty, Frank.
    In: Economics Letters.
    RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000507.

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29. Media-expressed tone, option characteristics, and stock return predictability. (2022). Härdle, Wolfgang ; Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002256.

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30. Does It Matter Where You Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:53:y:2021:i:7:p:1757-1795.

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31. Intermediary capital risk and commodity futures volatility. (2021). Han, Liyan ; Yin, Libo ; Nie, Jing.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:5:p:577-640.

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32. Price Revelation from Insider Trading: Evidence from Hacked Earnings News. (2021). Martineau, Charles ; Akey, Pat.
    In: SocArXiv.
    RePEc:osf:socarx:qe6tu_v1.

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33. Does it Matter where you Search? Twitter versus Traditional News Media. (2021). Panagiotidis, Theodore ; Milas, Costas ; Dergiades, Theologos.
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    RePEc:mcd:mcddps:2021_04.

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34. Asymmetrical impacts from overnight returns on stock returns. (2021). Huang, Alex ; Truong, Quang Thai.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:3:d:10.1007_s11156-020-00911-y.

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35. Private information in trades, R2, and large stock price movements. (2021). Yildiz, Serhat ; van Ness, Robert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:131:y:2021:i:c:s0378426621001539.

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36. Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. (2021). Pradhan, H K ; Mahapatra, Biplab ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001800.

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37. Illiquidity and the Measurement of Stock Price Synchronicity. (2020). Gassen, Joachim ; Skaife, Hollis A ; Veenman, David.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:37:y:2020:i:1:p:419-456.

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38. Dynamic jump intensities and news arrival in oil futures markets. (2020). Han, YU ; Turnbull, Stuart M ; Ensor, Katherine B ; Ostdiek, Barbara.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:21:y:2020:i:4:d:10.1057_s41260-020-00168-z.

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39. Misinformation corrections of corporate news: Corporate clarification announcements. (2020). Yang, Ann Shawing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19302884.

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40. News sentiment, credit spreads, and information asymmetry. (2020). Liu, Zhechen ; Wang, Xinjie ; Yang, Shanxiang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300760.

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41. 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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42. Cash Flow News and Stock Price Dynamics. (2020). Pettenuzzo, Davide ; Sabbatucci, Riccardo ; Timmermann, Allan.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:4:p:2221-2270.

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43. Dynamic jump intensities and news arrival in oil futures markets. (). Han, YU ; Turnbull, Stuart M ; Ensor, Katherine B ; Ostdiek, Barbara.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v::y::i::d:10.1057_s41260-020-00168-z.

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