882
Views
12
CrossRef citations to date
0
Altmetric
Articles

Sentiment disagreement and bitcoin price fluctuations: a psycholinguistic approach

&

References

  • Abreu, D., and M. K. Brunnermeier. 2003. “Bubbles and Crashes.” Econometrica 71 (1): 173–204. doi:10.1111/1468-0262.00393.
  • Adamopoulos, P., A. Ghose, and V. Todri. 2018. “The Impact of User Personality Traits on Word of Mouth: Text-Mining Social Media Platforms.” Information Systems Research 29: 612–640. doi:10.1287/isre.2017.0768.
  • Baker, M., and J. Wurgler. 2007. “Investor Sentiment in the Stock Market.” Journal of Economic Perspectives 21 (2): 129–152. doi:10.1257/jep.21.2.129.
  • Barndorff-Nielsen, O. E., S. Kinnebrock, and N. Shephard. 2008. “Measuring Downside Risk—Realised Semivariance.” SSRN Electronic Journal. doi:10.2139/ssrn.1262194.
  • Chen, H., P. De, Y. J. Hu, and B.-H. Hwang. 2014. “Wisdom of Crowds: The Value of Stock Opinions Transmitted through Social Media.” The Review of Financial Studies 27 (5): 1367–1403. doi:10.1093/rfs/hhu001.
  • Das, S. R., and M. Y. Chen. 2007. “Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web.” Management Science 53 (9): 1375–1388. doi:10.1287/mnsc.1070.0704.
  • Dougal, C., J. Engelberg, D. Garcia, and C. A. Parsons. 2012. “Journalists and the Stock Market.” The Review of Financial Studies 25 (3): 639–679. doi:10.1093/rfs/hhr133.
  • Goh, K.-Y., C.-S. Heng, and Z. Lin. 2013. “Social Media Brand Community and Consumer Behavior: Quantifying the Relative Impact of User-And Marketer-Generated Content.” Information Systems Research 24 (1): 88–107. doi:10.1287/isre.1120.0469.
  • Harris, M., and A. Raviv. 1993. “Differences of Opinion Make a Horse Race.” The Review of Financial Studies 6 (3): 473–506. doi:10.1093/rfs/5.3.473.
  • Hong, H., and J. C. Stein. 2003. “Differences of Opinion, Short-Sales Constraints, and Market Crashes.” The Review of Financial Studies 16 (2): 487–525. doi:10.1093/rfs/hhg006.
  • Hong, H., and J. C. Stein. 2007. “Disagreement and the Stock Market.” Journal of Economic Perspectives 21 (2): 109–128. doi:10.1257/jep.21.2.109.
  • Kearney, C., and S. Liu. 2014. “Textual Sentiment in Finance: A Survey of Methods and Models.” International Review of Financial Analysis 33: 171–185. doi:10.1016/j.irfa.2014.02.006.
  • Loughran, T., and B. McDonald. 2011. “When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks.” The Journal of Finance 66 (1): 35–65. doi:10.1111/j.1540-6261.2010.01625.x.
  • Loughran, T., and B. McDonald. 2016. “Textual Analysis in Accounting and Finance: A Survey.” Journal of Accounting Research 54 (4): 1187–1230. doi:10.1111/joar.2016.54.issue-4.
  • Ma, L., B. Sun, and S. Kekre. 2015. “The Squeaky Wheel Gets the Grease — An Empirical Analysis of Customer Voice and Firm Intervention on Twitter.” Marketing Science 34 (5): 627–645. doi:10.1287/mksc.2015.0912.
  • Malkiel, B. G. 1999. A Random Walk down Wall Street. New York: WW Norton & Company.
  • Pástor, L., and P. Veronesi. 2009. “Technological Revolutions and Stock Prices.” American Economic Review 99 (4): 1451–1483. doi:10.1257/aer.99.4.1451.
  • Patton, A. J., and K. Sheppard. 2015. “Good Volatility, Bad Volatility: Signed Jumps and the Persistence of Volatility.” Review of Economics and Statistics 97 (3): 683–697. doi:10.1162/REST_a_00503.
  • Shiller, R. C. 2000. “Irrational Exuberance.” Philosophy and Public Policy Quarterly 20 (1): 18–23.
  • Sprenger, T. O., A. Tumasjan, P. G. Sandner, and I. M. Welpe. 2014. “Tweets and Trades: The Information Content of Stock Microblogs.” European Financial Management 20 (5): 926–957. doi:10.1111/j.1468-036X.2013.12007.x.
  • Turney, P. D., and M. L. Littman. 2003. “Measuring Praise and Criticism: Inference of Semantic Orientation from Association.” ACM Transactions on Information Systems (TOIS) 21 (4): 315–346. doi:10.1145/944012.944013.
  • Yelowitz, A., and M. Wilson. 2015. “Characteristics of Bitcoin Users: An Analysis of Google Search Data.” Applied Economics Letters 22 (13): 1030–1036. doi:10.1080/13504851.2014.995359.
  • Zhang, K., S. Bhattacharyya, and S. Ram. 2016. “Large-Scale Network Analysis for Online Social Brand Advertising.” Mis Quarterly 40 (4). doi:10.25300/MISQ/2016/40.4.03.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.