Sentiment During Recessions

By Diego García. 2012

550 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/29c8d79136f9f033d6c54ddcbd87d639b9a74a9f

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Citations in the corpus

Intraday online investor sentiment and return patterns in the U.S. stock market (2017, unknown): “…to measure sentiment in articles published in traditional media (Tetlock, 2007; Tetlock et al., 2008; Engelberg et al., 2012; Dougal et al., 2012; Garcia, 2013), textual sentiment analysis of user-generated content published on the Internet mainly relies on machine learning algorithms (Antweiler…”
Media Sentiment and IPO Underpricing (2017, unknown): “…Tetlock, 2007; Pollock et al., 2008; Bhattacharya et al., 2009; Tetlock, 2011; Engelberg and Parsons, 2011; Dougal et al., 2012; Solomon, 2012; Garcia, 2013; Chahine et al. 2015; Ahmad et al. 2016) that looks at the relationship between media and finance and, more specifically, at the…”
Investor Attention and Stock Market Volatility (2015, unknown): “Second, we perform two tests that further sustain counter-cyclical attention and tend to reject the potential assumption that noise in the signals is counter-cyclical.”
Does Financial News Predict Stock Returns? New Evidence from Islamic and Non-Islamic Stocks (2017, methodology): “Our first contribution is that we extend the data set constructed by Garcia (2013).”
Weather-Induced Mood, Institutional Investors, and Stock Returns (2015, background): “Dougal et al. (2012) and Garcia (2013) examine the impact of sentiment reflected in financial news articles on stock market activity.”
Stock Return Predictability and Investor Sentiment: A High-Frequency Perspective (2016, methodology): “For example, Tetlock (2007) and Garcia (2013) use columns from Wall Street Journal and New York Times respectively.”
The importance of fear: investor sentiment and stock market returns (2017, unknown): “Garcia (2013) demonstrates that the market response to sentiment contained in news stories is concentrated in recession.”