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Applied Economics Volume 51, 2019 - Issue 30
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Articles

Daily market news sentiment and stock prices

David E. AllenSchool of Mathematics and Statistics, University of Sydney, Sydney, Australia;Department of Finance, Asia University, Taichung, Taiwan;School of Business and Law, Edith Cowan University, Perth, AustraliaView further author information
,
Michael McAleerDepartment of Finance, College of Management, Asia University, Taichung, Taiwan;Discipline of Business Analytics, University of Sydney Business School, Sydney, Australia;Econometric Institute, Erasmus School of Economics, Erasmus University Rotterdam, Rotterdam, The Netherlands;Department of Economic Analysis and ICAE, Complutense University of Madrid, Madrid, Spain;Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand;Institute of Advanced Sciences, Yokohama National University, Yokohama, JapanView further author information
&
Abhay K. SinghSchool of Business and Law, Edith Cowan University, Perth, Australia;Department of Applied Finance, FBE, Macquarie University, Sydney, AustraliaCorrespondence[email protected]
ORCID Iconhttp://orcid.org/0000-0002-3783-6325View further author information
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Pages 3212-3235 | Published online: 14 Feb 2019

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Simon Alfano, Stefan Feuerriegel & Dirk Neumann. (2020) Language sentiment in fundamental and noise trading: evidence from crude oil. Applied Economics 52:49, pages 5343-5363.
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Lihua Wu & Tao Xiong. News Textual Sentiment and Hog Firms’ Performance Under African Swine Fever. Emerging Markets Finance and Trade 0:0, pages 1-15.
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Articles from other publishers (40)

Moosa Yousuf. (2024) The Role of News Sentiments in the Connectedness of GCC Equity Markets. Journal of Economic Analysis 3:4, pages 37-48.
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Yu-Sheng Kao, Min-Yuh Day & Ke-Hsin Chou. (2024) A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. The North American Journal of Economics and Finance 72, pages 102159.
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Yi Cai, Zhenpeng Tang & Ying Chen. (2024) Can real-time investor sentiment help predict the high-frequency stock returns? Evidence from a mixed-frequency-rolling decomposition forecasting method. The North American Journal of Economics and Finance 72, pages 102147.
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Zhenpeng Tang, Qiaofeng Lin, Yi Cai, Kaijie Chen & Dinggao Liu. (2024) Harnessing the power of real-time forum opinion: Unveiling its impact on stock market dynamics using intraday high-frequency data in China. International Review of Financial Analysis 93, pages 103210.
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Sangik Seok, Hoon Cho & Doojin Ryu. (2024) Dual effects of investor sentiment and uncertainty in financial markets. The Quarterly Review of Economics and Finance.
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Christian Beer, Janine Maniora & Christiane Pott. (2024) The Risk of Silence—How the Capital Market Penalizes Social Media Passivity. Journal of Information Systems 38:1, pages 5-38.
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A.S. Dash & U. Mishra. (2023) Sentiment Analysis using Machine learning for forecasting Indian stock Trend: A brief Survey. Finance: Theory and Practice 27:6, pages 136-147.
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Ke-Hsin Chou, Min-Yuh Day & Chien-Liang Chiu. (2023) Do bitcoin news information flow and return volatility fit the sequential information arrival hypothesis and the mixture of distribution hypothesis?. International Review of Economics & Finance 88, pages 365-385.
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Sergei Gurov & Tamara Teplova. (2023) Media sentiment, news and liquidity of Chinese property developer stocks amidst the shadow of a mortgage crisis in China. International Journal of Emerging Markets.
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Patrick Eugster & Matthias W. Uhl. (2022) Technical analysis: Novel insights on contrarian trading. European Financial Management 29:4, pages 1160-1190.
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Robert B. Durand, Joyce Khuu & Lee A. Smales. (2023) Lost in translation. When sentiment metrics for one market are derived from two different languages. Journal of Behavioral and Experimental Finance 39, pages 100825.
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Jihwan Kim, Hui-Sang Kim & Sun-Yong Choi. (2023) Forecasting the S&P 500 Index Using Mathematical-Based Sentiment Analysis and Deep Learning Models: A FinBERT Transformer Model and LSTM. Axioms 12:9, pages 835.
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Shahid Raza, Sun Baiqing, Pwint Kay-Khine & Muhammad Ali Kemal. (2023) Uncovering the Effect of News Signals on Daily Stock Market Performance: An Econometric Analysis. International Journal of Financial Studies 11:3, pages 99.
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Aakanksha Sharaff, Tushin Roy Chowdhury & Sakshi Bhandarkar. (2023) LSTM based Sentiment Analysis of Financial News. SN Computer Science 4:5.
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Weisi Chen, Fethi Rabhi, Wenqi Liao & Islam Al-Qudah. (2023) Leveraging State-of-the-Art Topic Modeling for News Impact Analysis on Financial Markets: A Comparative Study. Electronics 12:12, pages 2605.
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Weisi Chen, Ahmad El Majzoub, Islam Al-Qudah & Fethi A. Rabhi. (2023) A CEP-driven framework for real-time news impact prediction on financial markets. Service Oriented Computing and Applications 17:2, pages 129-144.
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Prajwal Eachempati & Praveen Ranjan Srivastava. (2023) Prediction of the Stock Market From Linguistic Phrases. Journal of Database Management 34:1, pages 1-22.
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Sangik Seok, Hoon Cho & Doojin Ryu. (2022) Scheduled macroeconomic news announcements and intraday market sentiment. The North American Journal of Economics and Finance 62, pages 101739.
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Jim Samuel, Rajiv Kashyap, Yana Samuel & Alexander Pelaez. (2022) Adaptive cognitive fit: Artificial intelligence augmented management of information facets and representations. International Journal of Information Management 65, pages 102505.
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Makiko Chiba. (2022) Application of the Recognition Algorithm of News Sentiment Dissemination Tendency Based on Multi-Mode Information Fusion. Frontiers in Psychology 13.
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Kingstone Nyakurukwa & Yudhvir Seetharam. (2022) Can a 280-character message explain stock returns? Evidence from South Africa. Managerial Finance 48:4, pages 663-686.
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Yixuan Guo. (2022) Financial Market Sentiment Prediction Technology and Application Based on Deep Learning Model. Computational Intelligence and Neuroscience 2022, pages 1-10.
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Weisi Chen, Islam Al-Qudah & Fethi Rabhi. (2022) A Framework for Facilitating Reproducible News Sentiment Impact Analysis. A Framework for Facilitating Reproducible News Sentiment Impact Analysis.
Prajwal Eachempati & Praveen Ranjan Srivastava. (2021) Accounting for investor sentiment in news and disclosures. Qualitative Research in Financial Markets 14:1, pages 53-75.
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Xiaohong Shen, Gaoshan Wang & Yue Wang. (2021) The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. Discrete Dynamics in Nature and Society 2021, pages 1-14.
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Suchismita Mishra & Le Zhao. (2021) Order Routing Decisions for a Fragmented Market: A Review. Journal of Risk and Financial Management 14:11, pages 556.
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Sang Ik Seok, Hoon Cho & Doojin Ryu. (2021) Stock Market’s responses to intraday investor sentiment. The North American Journal of Economics and Finance 58, pages 101516.
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Yinhong Shi. (2021) Analysis of Multi-factor Stock Market Choice Portfolio Model Based on Regression. Analysis of Multi-factor Stock Market Choice Portfolio Model Based on Regression.
Sonja Tilly, Markus Ebner & Giacomo Livan. (2021) Macroeconomic forecasting through news, emotions and narrative. Expert Systems with Applications 175, pages 114760.
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Gaoshan Wang, Guangjin Yu & Xiaohong Shen. (2021) The effect of online environmental news on green industry stocks: The mediating role of investor sentiment. Physica A: Statistical Mechanics and its Applications 573, pages 125979.
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Haejung Na & Soonho Kim. (2021) Predicting stock prices based on informed traders’ activities using deep neural networks. Economics Letters 204, pages 109917.
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Fernando G. D. C. Ferreira, Amir H. Gandomi & Rodrigo T. N. Cardoso. (2021) Artificial Intelligence Applied to Stock Market Trading: A Review. IEEE Access 9, pages 30898-30917.
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Can-Zhong Yao & Hong-Yu Li. (2020) Effective Transfer Entropy Approach to Information Flow Among EPU, Investor Sentiment and Stock Market. Frontiers in Physics 8.
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Can-Zhong Yao & Hong-Yu Li. (2020) Time-varying lead–lag structure between investor sentiment and stock market. The North American Journal of Economics and Finance 52, pages 101148.
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Salah Bouktif, Ali Fiaz & Mamoun Awad. (2020) Augmented Textual Features-Based Stock Market Prediction. IEEE Access 8, pages 40269-40282.
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Daisuke Katayama & Kazuhiko Tsuda. (2020) A Method of Using News Sentiment for Stock Investment Strategy. Procedia Computer Science 176, pages 1971-1980.
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David E. Allen & Michael McAleer. (2019) Fake News and Propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany. Sustainability 11:19, pages 5181.
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Sonja Tilly & Giacomo Livan. (2022) Predicting Market Inflation Expectations with News Topics and Sentiment. SSRN Electronic Journal.
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David Edmund Allen & Michael McAleer. (2019) Fake News and Propaganda: Trump's Democratic America and Hitler's National Socialist (Nazi) Germany. SSRN Electronic Journal.
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Svetlana Borovkova. (2015) The Role of News in Commodity Markets. SSRN Electronic Journal.
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