The Shadow of Fraud: The Emerging Danger of AI-powered Social Engineering and its Possible Cure
Social engineering (SE) attacks remain a significant threat to both individuals and
organizations. The advancement of Artificial Intelligence (AI), including diffusion models 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
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) …
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
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 …
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 …
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
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 …
Study and Principal Component Analysis. The model is constructed by using the heuristic …
Effect of digitalized rumor clarification on stock markets
Stock volatility is influenced by the release, dissemination, and acceptance of information.
Rumor clarification is expected to reduce asymmetric information and abnormal stock …
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 …
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 …
difference-in-differences approach, this paper discusses the impact of short selling on …
Information transmission through rumors in stock markets: a new evidence
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 …
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 …
important factors in explaining investor trading frequency and trading strategies, how …