Investor sentiment from internet message postings and the predictability of stock returns

By Soonho Kim, Dongcheol Kim. 2014

245 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/88897c84312f885d513112f3885ff73b6a908e27

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

In Management Science and Operations Research

1. Guangda Ouyang
2. Fenghua Wen
3. Longhao Xu
4. Gang Kou

Citations in the corpus

• Retail investor attention and stock price crash risk: Evidence from China (2019, background): “𝐴𝑣𝑒𝑟𝑎𝑔𝑒(𝐷_𝐴𝑡𝑡𝑖,(𝜏−3,𝜏−1)), the average of the daily RIA of previous two months, denotes the 4 Particularly, extant studies (e.g., Antweiler and Frank (2004), Das and Chen (2007), Kim and Kim (2014), and Bajo et al. (2016)) collect information from Yahoo!”
• Intraday online investor sentiment and return patterns in the U.S. stock market (2017, unknown): “We also develop a field-specific non-weighted lexicon (L2 hereafter) by examining and classifying manually all words that appear at least 75 times in the sample, adopting a methodology close to Loughran and McDonald (2011). Then, we use L1 and L2 to derive sentiment in a subset of 250,000 tagged mes”