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A longer-term evaluation of information releases by influential market agents and the semi-strong market efficiency

Agrrawal, Pankaj; Agarwal, Rajat - 2025

Persistent link: https://www.econbiz.de/10015357611

StockTwits classified sentiment and stock returns

Divernois, Marc-Aurèle; Filipović, Damir - 2021

We classify the sentiment of a large sample of StockTwits messages as bullish,bearish or neutral, and create a stock-aggregate daily sentiment polarity measure.Polarity is positively associated with contemporaneous stock returns. On average,polarity is not able to predict next-day stock returns....

Persistent link: https://www.econbiz.de/10012502172

The impact of a takeover bid on the capital market efficiency

Knezovic, Anita; Culjak, Maria - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 109-120

The impact of the announcement of a takeover bid has been widely tested in foreign literature. Therefore, the main goal of this paper is to research the impact of the announcement of a takeover bid on the share price movements in the Croatian capital market and whether the results are consistent...

Persistent link: https://www.econbiz.de/10012178422

Stock market reaction to inflation announcement in the Indian stock market : a sectoral analysis

Singh, Gurmeet; Padmakumari, Lakshmi - In: Cogent economics & finance 8 (2020) 1, pp. 1-22

This study investigates the reaction of stock returns to the inflation announcement using time series data from 2012 to 2018. To check the market efficiency or semi-strong efficiency of the Indian Stock Market for inflation announcement, we have used an event study methodology. We selected nine...

Persistent link: https://www.econbiz.de/10012219559

A modern take on market efficiency : the impact of Trump's tweets on financial markets

Abdi, Farshid; Kormanyos, Emily; Pelizzon, Loriana; … - 2021

most prominent Twitter users, the 45th President of the United States, Donald J. Trump. We analyze around 1,400 of his …, volatility, and trading volumes. Using high-frequency data, we find that Trump's tweets are most often a reaction to pre … market information can help predict Trump's decision to tweet about the economy. …

Persistent link: https://www.econbiz.de/10012508898

Macroeconomic Forecasting using Filtered Signals from a Stock Market Cross Section

Chatelais, Nicolas; Stalla-Bourdillon, Arthur; Chinn, … - National Bureau of Economic Research - 2022

After the Covid-shock in March 2020, stock prices declined abruptly, reflecting both the deterioration of investors' expectations of economic activity as well as the surge in aggregate risk aversion. In the following months however, whereas economic activity remained sluggish, equity markets...

Persistent link: https://www.econbiz.de/10013334522

Presidential candidates linguistic tone : the impact on the financial markets

Marinč, Matej; Massoud, Nadia; Ichev, Riste; … - In: Economics letters 204 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012607404

Investigating proxies for retail investor attention in financial markets

Cahill, Daniel; Liu, Zhangxin; Smales, Lee A. - In: Accounting and finance 65 (2025) 1, pp. 521-550

Persistent link: https://www.econbiz.de/10015387025

When machines read the web : market efficiency and costly information acquisition at the intraday level

Gillet, Roland; Renault, Thomas - In: Finance : revue de l'Association Française de Finance 40 (2019) 2, pp. 7-49

Persistent link: https://www.econbiz.de/10012114356

Non-governmental organization (NGO) tweets : do shareholders care?

Dupire, Marion; Filbien, Jean-Yves; MacZali, Bouchra - In: Business & society 61 (2022) 2, pp. 419-456

Persistent link: https://www.econbiz.de/10012801568