메뉴 건너뛰기




Volumn 135 LNBIP, Issue , 2013, Pages 3-19

Investigating the impact of media sentiment and investor attention on financial markets

Author keywords

Behavioral Finance; Investor Attention; Media Sentiment

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; FORECASTING; INDUSTRY;

EID: 84872723164     PISSN: 18651348     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-36219-4_1     Document Type: Conference Paper
Times cited : (18)

References (45)
  • 1
    • 2942746458 scopus 로고    scopus 로고
    • Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
    • Antweiler, W., Frank, M.Z.: Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards. Journal of Finance 59, 1259-1294 (2004)
    • (2004) Journal of Finance , vol.59 , pp. 1259-1294
    • Antweiler, W.1    Frank, M.Z.2
  • 2
    • 43649107307 scopus 로고    scopus 로고
    • More Than Words: Quantifying Language to Measure Firms' Fundamentals
    • Tetlock, P.C., Saar-Tsechansky, M., Macskassy, S.: More Than Words: Quantifying Language to Measure Firms' Fundamentals. Journal of Finance 63, 1437-1467 (2008)
    • (2008) Journal of Finance , vol.63 , pp. 1437-1467
    • Tetlock, P.C.1    Saar-Tsechansky, M.2    Macskassy, S.3
  • 3
    • 62449165111 scopus 로고    scopus 로고
    • Investor Inattention and Friday Earnings Announcements
    • Dellavigna, S., Pollet, J.M.: Investor Inattention and Friday Earnings Announcements. Journal of Finance 64, 709-749 (2009)
    • (2009) Journal of Finance , vol.64 , pp. 709-749
    • Dellavigna, S.1    Pollet, J.M.2
  • 4
    • 47749123257 scopus 로고    scopus 로고
    • Economic Links and Predictable Returns
    • Cohen, L., Frazzini, A.: Economic Links and Predictable Returns. Journal of Finance 63, 1977-2011 (2008)
    • (2008) Journal of Finance , vol.63 , pp. 1977-2011
    • Cohen, L.1    Frazzini, A.2
  • 5
    • 70349495343 scopus 로고    scopus 로고
    • Driven to Distraction: Extraneous Events and Underreaction to Earnings News
    • Hirshleifer, D., Lim, S.S., Teoh, S.H.: Driven to Distraction: Extraneous Events and Underreaction to Earnings News. Journal of Finance 64, 2289-2325 (2009)
    • (2009) Journal of Finance , vol.64 , pp. 2289-2325
    • Hirshleifer, D.1    Lim, S.S.2    Teoh, S.H.3
  • 6
    • 34248193914 scopus 로고    scopus 로고
    • Giving Content to Investor Sentiment: The Role of Media in the Stock Market
    • Tetlock, P.C.: Giving Content to Investor Sentiment: The Role of Media in the Stock Market. Journal of Finance 62, 1139-1168 (2007)
    • (2007) Journal of Finance , vol.62 , pp. 1139-1168
    • Tetlock, P.C.1
  • 12
    • 0000413822 scopus 로고    scopus 로고
    • A portrait of the individual investor
    • de Bondt, W.F.M.: A portrait of the individual investor. European Economic Review 42, 831-844 (1998)
    • (1998) European Economic Review , vol.42 , pp. 831-844
    • De Bondt, W.F.M.1
  • 13
    • 0347530051 scopus 로고    scopus 로고
    • Investor sentiment and the near-term stock market
    • Brown, G.W., Cliff, M.T.: Investor sentiment and the near-term stock market. Journal of Empirical Finance 11, 1-27 (2004)
    • (2004) Journal of Empirical Finance , vol.11 , pp. 1-27
    • Brown, G.W.1    Cliff, M.T.2
  • 15
    • 78650979144 scopus 로고    scopus 로고
    • When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks
    • Loughran, T., McDonald, B.: When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks. Journal of Finance 66, 35-65 (2011)
    • (2011) Journal of Finance , vol.66 , pp. 35-65
    • Loughran, T.1    McDonald, B.2
  • 16
    • 38549141929 scopus 로고    scopus 로고
    • Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web
    • Das, S.R., Chen, M.Y.: Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web. Management Science 53, 1375-1388 (2007)
    • (2007) Management Science , vol.53 , pp. 1375-1388
    • Das, S.R.1    Chen, M.Y.2
  • 18
    • 84872710841 scopus 로고    scopus 로고
    • Attracting investor attention through advertising
    • Financial Markets Group, London School of Economics and Political Science, London
    • Lou, D.: Attracting investor attention through advertising. Discussion Paper 644. Financial Markets Group, London School of Economics and Political Science, London (2009)
    • (2009) Discussion Paper 644
    • Lou, D.1
  • 19
    • 38049051830 scopus 로고    scopus 로고
    • All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
    • Barber, B.M., Odean, T.: All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors. Review of Financial Studies 21, 785-818 (2008)
    • (2008) Review of Financial Studies , vol.21 , pp. 785-818
    • Barber, B.M.1    Odean, T.2
  • 22
    • 77958077971 scopus 로고    scopus 로고
    • Investor Inattention and the Market Reaction to Merger Announcements
    • Louis, H., Sun, A.: Investor Inattention and the Market Reaction to Merger Announcements. Management Science 56, 1781-1793 (2010)
    • (2010) Management Science , vol.56 , pp. 1781-1793
    • Louis, H.1    Sun, A.2
  • 30
    • 38249036784 scopus 로고
    • The distribution of earnings news over time and seasonalities in aggregate stock returns
    • Penman, S.H.: The distribution of earnings news over time and seasonalities in aggregate stock returns. Journal of Financial Economics 18, 199-228 (1987)
    • (1987) Journal of Financial Economics , vol.18 , pp. 199-228
    • Penman, S.H.1
  • 31
    • 0000486398 scopus 로고
    • The intraday speed of adjustment of stock prices to earnings and dividend announcements
    • Patell, J.M., Wolfson, M.A.: The intraday speed of adjustment of stock prices to earnings and dividend announcements. Journal of Financial Economics 13, 223-252 (1984)
    • (1984) Journal of Financial Economics , vol.13 , pp. 223-252
    • Patell, J.M.1    Wolfson, M.A.2
  • 33
    • 0000706085 scopus 로고
    • A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
    • Newey, W.K., West, K.D.: A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix. Econometrica 55, 703-708 (1987)
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.K.1    West, K.D.2
  • 34
    • 34548599794 scopus 로고    scopus 로고
    • A Caution Regarding Rules of Thumb for Variance Inflation Factors
    • O'Brien, R.M.: A Caution Regarding Rules of Thumb for Variance Inflation Factors. Quality & Quantity 41, 673-690 (2007)
    • (2007) Quality & Quantity , vol.41 , pp. 673-690
    • O'Brien, R.M.1
  • 38
    • 0001023715 scopus 로고    scopus 로고
    • Application of support vector machines in financial time series forecasting
    • Tay, F.E.H., Cao, L.: Application of support vector machines in financial time series forecasting. Omega 29, 309-317 (2001)
    • (2001) Omega , vol.29 , pp. 309-317
    • Tay, F.E.H.1    Cao, L.2
  • 39
    • 36249013642 scopus 로고    scopus 로고
    • A machine learning approach to web page filtering using content and structure analysis
    • Chau, M., Chen, H.: A machine learning approach to web page filtering using content and structure analysis. Decision Support Systems 44, 482-494 (2008)
    • (2008) Decision Support Systems , vol.44 , pp. 482-494
    • Chau, M.1    Chen, H.2
  • 44
    • 2442655599 scopus 로고    scopus 로고
    • Neural network techniques for financial performance prediction: Integrating fundamental and technical analysis. Data mining for financial decision making
    • Lam, M.: Neural network techniques for financial performance prediction: integrating fundamental and technical analysis. Data mining for financial decision making. Decision Support Systems 37, 567-581 (2004)
    • (2004) Decision Support Systems , vol.37 , pp. 567-581
    • Lam, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.