4,659
Views
1
CrossRef citations to date
0
Altmetric
Articles

News Credibility and Influence within the Financial Markets

References

  • Abdulla, Rasha A., Bruce Garrison, Michael Salwen, Paul Driscoll, and Denise Casey. 2002. “The Credibility of Newspapers, Television News, and Online News.” Education in Journalism Annual Convention, Florida, USA.
  • Antweiler, Werner, and Murray Z. Frank. 2004. “Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards.” The Journal of Finance 59 (3):1259–94. doi:10.1111/j.1540-6261.2004.00662.x
  • Athey, Susan, Ivo Parashkevov, Vishnu Sarukkai, and Jing Xia. 2016. “Bitcoin Pricing, Adoption, and Usage: Theory and Evidence.” Working paper, Stanford Graduate School of Business.
  • Barberis, Nicholas, Andrei Shleifer, and Robert W. Vishny. 2005. A Model of Investor Sentiment. Princeton: Princeton University Press.
  • Blei, David M., Andrew Y. Ng, and Michael I. Jordan. 2003. “Latent Dirichlet Allocation.” Journal of Machine Learning Research 3:993–1022.
  • Bollen, Johan, Huina Mao, and Xiaojun Zeng. 2011. “Twitter Mood Predicts the Stock Market.” Journal of Computational Science 2 (1):1–8. doi:10.1016/j.jocs.2010.12.007
  • Brown, Gregory W., and Michael T. Cliff. 2005. “Investor Sentiment and Asset Valuation.” The Journal of Business 78 (2):405–40. doi:10.1086/427633
  • Bühlmann, Peter, and Bin Yu. 2003. “Boosting with the L2 Loss: Regression and Classification.” Journal of the American Statistical Association 98 (462):324–39. doi:10.1198/016214503000125
  • Buntine, Wray L. 1994. “Operations for Learning with Graphical Models.” Journal of Artificial Intelligence Research 2:159–225. doi:10.1613/jair.62
  • Calomiris, Charles W., and Harry Mamaysky. 2019. “How News and Its Context Drive Risk and Returns around the World.” Journal of Financial Economics 133 (2):299–336. doi:10.1016/j.jfineco.2018.11.009
  • Cassidy, William P. 2007. “Online News Credibility: An Examination of the Perceptions of Newspaper Pournalists.” Journal of Computer-Mediated Communication 12 (2):478–98. doi:10.1111/j.1083-6101.2007.00334.x
  • Chang, Kai-Wei, Cho-Jui Hsieh, and Chih-Jen Lin. 2008. “Coordinate Descent Method for Large-Scale l2-Loss Linear Support Vector Machines.” Journal of Machine Learning Research 9:1369–98.
  • Chollet, François, et al. 2015. “The Keras.” https://keras.io.
  • Cong, Lin William, Ye Li, and Neng Wang. 2019. “Tokenomics: Dynamic Adoption and Valuation.” Working Paper, Becker Friedman Institute for Research in Economics.” 2018-49; Fisher College of Business Working Paper, 2018. 03–15.
  • De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann. 1988. “The Survival of Noise Traders in Financial Markets.” National Bureau of Economic Research.
  • De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Waldmann. 1990. “Noise Trader Risk in Financial Markets.” Journal of Political Economy 98 (4):703–38. doi:10.1086/261703
  • Edmans, Alex, Itay Goldstein, and Wei Jiang. 2015. “Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage.” American Economic Review 105 (12):3766–97. doi:10.1257/aer.20141271
  • Fama, Eugene F., Lawrence Fisher, Michael C. Jensen, and Richard Roll. 1969. “The Adjustment of Stock Prices to New Information.” International Economic Review 10 (1):1–21. doi:10.2307/2525569
  • Frank, Murray Z., and Ali Sanati. 2018. “How Does the Stock Market Absorb Shocks?” Journal of Financial Economics 129 (1):136–53. doi:10.1016/j.jfineco.2018.04.002
  • Friedman, Milton. 1953. “The Case for Flexible Exchange Rates.” In Essays in Positive Economics, 157–203. Chicago: University of Chicago Press.
  • Gaziano, Cecilie. 1988. “How Credible Is the Credibility Crisis?” Journalism Quarterly 65 (2):267–78. doi:10.1177/107769908806500202
  • Glimcher, Paul W. 2011. Foundations of Neuroeconomic Analysis. New York: Oxford University Press.
  • Goldstein, Itay, and Alexander Guembel. 2008. “Manipulation and the Allocational Role of Prices.” Review of Economic Studies 75 (1):133–64. doi:10.1111/j.1467-937X.2007.00467.x
  • Gotthelf, Nina, and Matthias W. Uhl. 2019. “News Sentiment: A New Yield Curve Factor.” Journal of Behavioral Finance 20 (1):31–41. doi:10.1080/15427560.2018.1432620
  • Grossman, Sanford J. 1995. “Dynamic Asset Allocation and the Informational Efficiency of Markets.” The Journal of Finance 50 (3):773–87. doi:10.1111/j.1540-6261.1995.tb04036.x
  • Grossman, Sanford J., and Joseph E. Stiglitz. 1980. “On the Impossibility of Informationally Efficient Markets.” The American Economic Review 70 (3):393–408.
  • Hansen, Stephen, Michael McMahon, and Andrea Prat. 2018. “Transparency and Deliberation within the FOMC: A Computational Linguistics Approach.” The Quarterly Journal of Economics 133 (2):801–70. doi:10.1093/qje/qjx045
  • Hirshleifer, David, Ming Jian, and Huai Zhang. 2018. “Superstition and Financial Decision Making.” Management Science 64 (1):235–52. doi:10.1287/mnsc.2016.2584
  • Hirshleifer, David, Avanidhar Subrahmanyam, and Sheridan Titman. 2006. “Feedback and the Success of Irrational Investors.” Journal of Financial Economics 81 (2):311–38. doi:10.1016/j.jfineco.2005.05.006
  • Hornik, Kurt, Maxwell Stinchcombe, and Halbert White. 1989. “Multilayer Feedforward Networks Are Universal Approximators.” Neural Networks 2 (5):359–66. doi:10.1016/0893-6080(89)90020-8
  • Hovland, Carl I., and Walter Weiss. 1951. “The Influence of Source Credibility on Communication Effectiveness.” Public Opinion Quarterly 15 (4):635–50. doi:10.1086/266350
  • Jin, Zhiwei, Juan Cao, Yu-Gang Jiang, and Yongdong Zhang. 2014. “News Credibility Evaluation on Microblog with a Hierarchical Propagation Model.” ICDM’14: Proceedings of the 2014 IEEE International Conference on Data Mining, 230–9.
  • Kaplanski, Guy, and Haim Levy. 2010. “Exploitable Predictable Irrationality: The FIFA World Cup Effect on the US Stock Market.” Journal of Financial and Quantitative Analysis 45 (2):535–53. doi:10.1017/S0022109010000153
  • Lee, Raymond S. H. 1978. “Credibility of Newspaper and TV News.” Journalism Quarterly 55 (2):282–7. doi:10.1177/107769907805500209
  • Lintner, John. 1975. “The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets.” In Stochastic Optimization Models in Finance, edited by William T. Ziemba, 131–55. Amsterdam: Elsevier.
  • Lux, Thomas. 1995. “Herd Behaviour, Bubbles and Crashes.” The Economic Journal 105 (431):881–96. doi:10.2307/2235156
  • Malkiel, Burton G., and Eugene F. Fama. 1970. “Efficient Capital Markets: A Review of Theory and Empirical Work.” The Journal of Finance 25 (2):383–417. doi:10.1111/j.1540-6261.1970.tb00518.x
  • Mao, Xudong, Qing Li, Haoran Xie, Raymond Y. K. Lau, and Zhen Wang. 2016. “Multi-Class Generative Adversarial Networks with the L2 Loss Function.” arXiv preprint arXiv: 1611.04076, 5.
  • Metzger, Miriam J., Andrew J. Flanagin, Keren Eyal, Daisy R. Lemus, and Robert M. McCann. 2003. “Credibility for the 21st Century: Integrating Perspectives on Source, Message, and Media Credibility in the Contemporary Media Environment.” Annals of the International Communication Association 27 (1):293–335. doi:10.1080/23808985.2003.11679029
  • Nagura, Ryosuke, Yohei Seki, Noriko Kando, and Masaki Aono. 2006. “A Method of Rating the Credibility of News Documents on the Web.” Association for Computing Machinery (ACM): Proceedings of the 29th Annual International ACM SIGIR Conference on Research and Development in Information Retrieval - SIGIR 06, 683–4.
  • Nakamoto, Satoshi. 2008. Bitcoin: A Peer-to-Peer Electronic Cash System. Satoshi Nakamoto Institute. https://nakamotoinstitute.org/bitcoin/
  • Newhagen, John, and Clifford Nass. 1989. “Differential Criteria for Evaluating Credibility of Newspapers and TV News.” Journalism Quarterly 66 (2):277–84. doi:10.1177/107769908906600202
  • Rumelhart, David E., Geoffrey E. Hinton, Ronald J. Williams, et al. 1988. “Learning Representations by Back-Propagating Errors.” Cognitive Modeling 5 (3):1.
  • Saunders, Edward M. 1993. “Stock Prices and Wall Street Weather.” The American Economic Review 83 (5):1337–45.
  • Shang, Zilu, Chris Brooks, and Rachel McCloy. 2014. “Are Investors Guided by the News Disclosed by Companies or by Journalists?” Journal of Behavioral and Experimental Finance 1:45–60. doi:10.1016/j.jbef.2014.01.003
  • Sharpe, William F. 1964. “Capital Asset Prices: A Theory of Market Equilibrium under Conditions of rRsk.” The Journal of Finance 19 (3):425–42.
  • Shiller, Robert J. 2003. “From Efficient Markets Theory to Behavioral Finance.” Journal of Economic Perspectives 17 (1):83–104. doi:10.1257/089533003321164967
  • Shiller, Robert J. 2017. “Narrative Economics.” American Economic Review 107 (4):967–1004. doi:10.1257/aer.107.4.967
  • Shleifer, Andrei, and Lawrence H. Summers. 1990. “The Noise Trader Approach to Finance.” Journal of Economic Perspectives 4 (2):19–33. doi:10.1257/jep.4.2.19
  • Tetlock, Paul C. 2014. “Information Transmission in Finance.” Annual Review of Financial Economics 6 (1):365–84. doi:10.1146/annurev-financial-110613-034449
  • Tetlock, Paul C., Maytal Saar-Tsechansky, and Sofus Macskassy. 2008. “More than Words: Quantifying Language to Measure Firms’ Fundamentals.” The Journal of Finance 63 (3):1437–67. doi:10.1111/j.1540-6261.2008.01362.x
  • Thorson, Kjerstin, Emily Vraga, and Brian Ekdale. 2010. “Credibility in Context: How Uncivil Online Commentary Affects News Credibility.” Mass Communication and Society 13 (3):289–313. doi:10.1080/15205430903225571
  • Uhl, Matthias W. 2014. “Reuters Sentiment and Stock Returns.” Journal of Behavioral Finance 15 (4):287–98. doi:10.1080/15427560.2014.967852
  • Yerkes, Robert M., and John D. Dodson. 1908. “The Relation of Strength of Stimulus to Rapidity of Habit-Formation.” Journal of Comparative Neurology and Psychology 18 (5):459–82. doi:10.1002/cne.920180503
  • Zhao, Hang, Orazio Gallo, Iuri Frosio, and Jan Kautz. 2017. “Loss Functions for Image Restoration with Neural Networks.” IEEE Transactions on Computational Imaging 3 (1):47–57. doi:10.1109/TCI.2016.2644865