Is Sound Just Noise
By Joshua D. Coval, Tyler Shumway. 2001
122 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/1d02283cef6c830aa99909e52a7d2ce25968c442
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- Mohan Venkatachalam
- William J. Mayew
- Sanjiv Ranjan Das
- Asís Martínez-Jerez
- Peter Tufano
- Joshua A. Lee
- Anna Lusardi
In Economics and Econometrics
- William J. Mayew
- Sanjiv Ranjan Das
- Asís Martínez-Jerez
- Mohan Venkatachalam
- Peter Tufano
- Anna Lusardi
In Finance
- Mohan Venkatachalam
- William J. Mayew
- Sanjiv Ranjan Das
- Asís Martínez-Jerez
- Peter Tufano
- Joshua A. Lee
Citations in the corpus
- eInformation: A Clinical Study of Investor Discussion and Sentiment (2005, methodology): “These activity measures indicate the level of interest, excitement, puzzlement, or “buzz” about the information set, similar to the measure of the decibels of noise in trading pits used by Coval and Shumway (2001). Activity measures are based on the notion that discussion (whether in person, by elec”
- Macro fundamentals or geopolitical events? A textual analysis of news events for crude oil (2019, unknown): “Still within a rational framework, (Coval and Shumway, 2001) suggest instead that changes in news sentiment are associated with higher volatility and transaction costs, which in turn leads to a reduction in trading activity.”
- The Power of Voice: Managerial Affective States and Future Firm Performance (2012, background): “In the accounting literature, Davis et al. (2007) and Demers and Vega (2007) analyze the”
- Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2005, unknown): “Other mea - sures of communication such as those used in Coval and Shumway ( 2001 ) and Antweiler and Frank ( 2004 ) are related to the costs of trading , liquidity , and volume .”
- Does Investor Attention Influence Stock Market Activity? The Case of Spin-Off Deals (2011, background): “An intriguing literature provides interesting evidence of the impact of these different sources on various stock market variables, such as returns, trading volumes, and price volatility (Dell’Acqua, Perrini and Caselli, 2010; Doukas, Kim and Pantzalis, 2005; Antweiler and Frank, 2004; Coval and Shum”