Alternative data in finance and business: emerging applications and theory analysis

Y Sun, L Liu, Y Xu, X Zeng, Y Shi, H Hu, J Jiang… - Financial Innovation, 2024 - Springer
In the financial sector, alternatives to traditional datasets, such as financial statements and
Securities and Exchange Commission filings, can provide additional ways to describe the …

Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model

C Liang, Z Xia, X Lai, L Wang - Energy Economics, 2022 - Elsevier
This study aims to analyzes the predictability of the natural gas volatility by considering
extreme weather information. Based on extended GARCH-MIDAS models, empirical results …

Does the weather affect stock market volatility?

L Symeonidis, G Daskalakis, RN Markellos - Finance Research Letters, 2010 - Elsevier
This paper investigates the empirical association between stock market volatility and
investor mood-proxies related to the weather (cloudiness, temperature and precipitation) …

Red light, green light: Color priming in financial decisions

D Kliger, D Gilad - The Journal of Socio-Economics, 2012 - Elsevier
Colors are widely present in the financial decision making arena: at firms' and data
providers' websites; television reports; newspaper publications; advertizements; security …

Consumer responses to savings message framing

B Yang, AS Mattila - Annals of Tourism Research, 2020 - Elsevier
Despite the prevalent use of savings messages (eg,“get $ x off” and “save $ x”), no previous
tourism and hospitality research has examined their effect on consumer responses. To fill …

The selection of experts for (probabilistic) expert knowledge elicitation

F Bolger - Elicitation: The science and art of structuring judgement, 2018 - Springer
Several different EKE protocols are reviewed in this volume, each with their pros and cons,
but any is only as good as the quality of the experts and their judgments. In this chapter a …

The winner Takes it all: Investor sentiment and the Eurovision Song Contest

MM Abudy, Y Mugerman, E Shust - Journal of Banking & Finance, 2022 - Elsevier
This paper investigates the stock market reaction to a change in investor mood following the
Eurovision Song Contest—an annual international song competition and one of the most …

Volatility expectations and the reaction to analyst recommendations

D Kliger, A Kudryavtsev - Journal of Economic Psychology, 2013 - Elsevier
Our study explores the effect of market volatility expectations, captured by the implied
volatility index (VIX), aka “investors' fear gauge,” on investors' reactions to analyst …

Weather effects on stock returns and volatility in South Asian markets

MF Sheikh, SZA Shah, S Mahmood - Asia-Pacific Financial Markets, 2017 - Springer
We study the effect of mood-proxy variables on index returns and volatility in six South Asian
markets. Our mood-proxy variables include six weather (temperature, humidity, cloud cover …

Out of the blue: mood maintenance hypothesis and seasonal effects on investors' reaction to news

D Kliger, A Kudryavtsev - Quantitative Finance, 2014 - Taylor & Francis
Contemporary research documents various psychological aspects of economic decision-
making. The main goal of our study is to analyse the role of the Mood Maintenance …