Digitalization and technologization affect numerous domains, promising advantages but
also entailing risks. Hence, when decision-makers in highly-regulated domains like Finance …

Financial Sentiment Analysis (FSA) is an important domain application of sentiment analysis
that has gained increasing attention in the past decade. FSA research falls into two main …

Using a quarterly sample of Chinese non-financial listed firms from 2007 to 2020, we find a
U-shaped relationship between economic policy uncertainty (EPU) and corporate …

Explosive growth in big data technologies and artificial intelligence (AI) applications have
led to increasing pervasiveness of information facets and a rapidly growing array of …

We analyze the impact of sentiment and attention variables on the stock market volatility by
using a novel and extensive dataset that combines social media, news articles, information …

After the run on Silicon Valley Bank (SVB), US regional banks entered a period of significant
distress. We quantify social media's role in this distress using comprehensive Twitter data …

We examine social media attention and sentiment from three major platforms: Twitter,
StockTwits, and Seeking Alpha. We find that, even after controlling for firm disclosures and …

We find evidence of selective exposure to confirmatory information among 400,000 users on
the investor social network StockTwits. Self-described bulls are five times more likely to …

In this paper, we examine the impact of investor sentiment on Bitcoin returns. Using a large
dataset of messages discussed on social media and several financial indicators, we create a …

This paper tests whether sentiment extracted from social-media (Twitter), has pricing power
towards stock market. Specifically, we evaluate whether firms' intraday stock returns react to …