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Volumn , Issue , 2011, Pages 25-28

Sentiment revealed in social media and its effect on the stock market

Author keywords

sentiment; Social media; stock market

Indexed keywords

MARKET PARTICIPANTS; MEDIA EFFECTS; SENTIMENT; SOCIAL MEDIA; STOCK MARKET; STOCK PRICE; STOCK RETURNS; TEXTUAL ANALYSIS; WALL STREET JOURNAL;

EID: 80052238350     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/SSP.2011.5967675     Document Type: Conference Paper
Times cited : (18)

References (7)
  • 1
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    • Is all that talk just noise? the information content of internet stock message boards
    • Antweiler, Werner, and Murray Z. Frank, "Is all that talk just noise? The information content of internet stock message boards," Journal of Finance 59, pp. 1259-1294, 2004.
    • (2004) Journal of Finance , vol.59 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 2
    • 78650990923 scopus 로고    scopus 로고
    • The causal impact of media in financial markets
    • Engelberg, Joseph, and Christopher A. Parsons, "The causal impact of media in financial markets," Journal of Finance 66, pp. 67-97, 2011.
    • (2011) Journal of Finance , vol.66 , pp. 67-97
    • Engelberg, J.1    Parsons, C.A.2
  • 3
    • 46049112694 scopus 로고    scopus 로고
    • Annual report readability, current earnings, and earnings persistence
    • Li, Feng, "Annual report readability, current earnings, and earnings persistence," Journal of Accounting and Economics 45, pp. 221-247, 2008.
    • (2008) Journal of Accounting and Economics , vol.45 , pp. 221-247
    • Li, F.1
  • 4
    • 78650979144 scopus 로고    scopus 로고
    • When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks
    • Loughran, Tim, and Bill McDonald, "When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks," Journal of Finance 66, pp. 35-65, 2011.
    • (2011) Journal of Finance , vol.66 , pp. 35-65
    • Loughran, T.1    McDonald, B.2
  • 5
    • 34248193914 scopus 로고    scopus 로고
    • Giving content to investor sentiment: The role of media in the stock market
    • Tetlock, Paul C., "Giving content to investor sentiment: The role of media in the stock market," Journal of Finance 62, pp. 1139-1168, 2007.
    • (2007) Journal of Finance , vol.62 , pp. 1139-1168
    • Tetlock, P.C.1
  • 6
    • 43649107307 scopus 로고    scopus 로고
    • More than words: Quantifying language to measure firms' fundamentals
    • Tetlock, Paul C., Maytal Saar-Tsechansky, and Sofus Macskassy, "More than words: Quantifying language to measure firms' fundamentals," Journal of Finance 63, pp. 1437-1467, 2008.
    • (2008) Journal of Finance , vol.63 , pp. 1437-1467
    • Tetlock, P.C.1    Maytal, S.-T.2    Sofus, M.3
  • 7
    • 0000095552 scopus 로고
    • A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
    • White, Halbert, "A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity," Econometrica 48, pp. 817-838, 1980.
    • (1980) Econometrica , vol.48 , pp. 817-838
    • White, H.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.