The Shadow of Fraud: The Emerging Danger of AI-powered Social Engineering and its Possible Cure

J Yu, Y Yu, X Wang, Y Lin, M Yang, Y Qiao… - arXiv preprint arXiv …, 2024 - arxiv.org
Social engineering (SE) attacks remain a significant threat to both individuals and
organizations. The advancement of Artificial Intelligence (AI), including diffusion models and …

Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic

E Boateng, AM Adam, PO Junior - Resources policy, 2021 - Elsevier
This paper revisited the crude oil–stock market nexus to examine how the oil implied
volatility index (a forward-looking and more accurate measure for uncertainty in oil prices) …

Web media and stock markets: A survey and future directions from a big data perspective

Q Li, Y Chen, J Wang, Y Chen… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
Stock market volatility is influenced by information release, dissemination, and public
acceptance. With the increasing volume and speed of social media, the effects of Web …

Tone of language, financial disclosure, and earnings management: A textual analysis of form 20-F

S Li, G Wang, Y Luo - Financial Innovation, 2022 - Springer
This study investigates the relationship between the tone of financial disclosures and
managers' earnings management behavior using Form 20-F filings of Chinese firms listed in …

Event study and principal component analysis based on sentiment analysis–a combined methodology to study the stock market with an empirical study

Q Xu, V Chang, CH Hsu - Information Systems Frontiers, 2020 - Springer
This paper provides an improved method by introducing Sentiment Analysis into the Event
Study and Principal Component Analysis. The model is constructed by using the heuristic …

Effect of digitalized rumor clarification on stock markets

J Wang, Z Xie, Q Li, J Tan, R Xing… - … Markets Finance and …, 2019 - Taylor & Francis
Stock volatility is influenced by the release, dissemination, and acceptance of information.
Rumor clarification is expected to reduce asymmetric information and abnormal stock …

How rumors fly

M Jia, H Ruan, Z Zhang - Journal of Business Research, 2017 - Elsevier
News media do not always report objectively. In particular, negative rumors encourage news
media to hype unconfirmed reports and lead to media bias. In this study, we seek to …

Can Short Selling Improve the Quality of Information Disclosure in Clarification Announcements by Firms Faced with Market Rumors?

H Zhou - Emerging Markets Finance and Trade, 2023 - Taylor & Francis
Using a sample of clarification announcements by Chinese listed companies and a
difference-in-differences approach, this paper discusses the impact of short selling on …

Information transmission through rumors in stock markets: a new evidence

CD Chen, AM Kutan - Journal of Behavioral Finance, 2016 - Taylor & Francis
The authors provide new evidence of the influence of false rumors based on Taiwan's stock
market. The results indicate significant patterns of abnormal returns and trading volumes …

The effect of investor sentiment on feedback trading and trading frequency: Evidence from Taiwan intraday data

WY Hu, CJ Huang, HY Chang… - Emerging Markets Finance …, 2015 - Taylor & Francis
Although extensive literature has suggested that investor sentiment may be one of the most
important factors in explaining investor trading frequency and trading strategies, how …