Social Mood and Financial Economics

By John R. Nofsinger. 2005

560 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, General Decision Sciences

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Citations in the corpus

Improving stock market prediction via heterogeneous information fusion (2017, background): “For example, the collective level of optimism or pessimism in society can aﬀect investor decisions [7, 8].”
Twitter mood predicts the stock market (2010, background): “First, numerous studies show that stock market prices do not follow a random walk and can indeed to some degree be predicted [5], [6], [7], [8] thereby calling into question EMH’s basic assumptions.”
Investor mood, herding and the Ramadan effect (2016, background): “During both Holy days there is a significant decline in dollar volume, while stock 1 Loewenstein et al. (2001); Lucey & Dowling (2005); Nofsinger (2005), Shu (2010), Summers & Duxbury (2012), Abu Bakar et al. (2014) and Siganos et al. (2014). returns are significantly positive around Rosh HaShanah…”
Detecting, quantifying and accessing impact of news events on Indian stock indices (2017, background): “In more recent times, a number of studies have analyzed texts from social network services (SNS), blogs and news to analyze correlations between stock prices and public emotion as reaction to social events and news [2, 3, 20, 21, 23].”
Investors’ trading activity: A behavioural perspective and empirical results (2011, background): “In contrast to traditional finance, which examines how people should behave in order to maximize their wealth, behavioural finance investigates how people actually behave in a financial setting (Nofsinger, 2005a).”
Media-aware quantitative trading based on public Web information (2014, background): “This phenomenon is particularly serious in the stock investors who work with great expectations and in high pressure [27].”
Emotional Returns and Emotional Costs in Privately Held Family Businesses: Advancing Traditional Business Valuation (2008, unknown): “Overall, emotions are measured in psychology, economics, and marketing research (e.g., Arvey, Renz, & Watson, 1998; Nofsinger, 2005; Kidwell, McFarland, & Avila, 2007; Pawle & Cooper, 2006).”
Weather and intraday patterns in stock returns and trading activity (2008, background): “Saunders (1993) argues that weather influences stock returns because it affects the mood of investors.”
Can Online Emotions Predict the Stock Market in China? (2016, background): “It demonstrates that mood can affect individual behavior and decision-makings of investors [6,10].”