We study the trading behavior of investors in an entire stock market. Using an account level
dataset of all trades on the Istanbul Stock Exchange in 2005, we identify investors with …

The proliferation of new media has initiated substantial changes in both the production and
consumption of accounting information. The implications for accounting research and …

We study asset pricing in economies with large information networks. We focus on networks
that are sparse and have power law degree distributions, in line with empirical studies of …

Recent works have shown that social media platforms are able to influence the trends of
stock price movements. However, existing works have major focused on the US stock market …

This monograph surveys the technology and empirics of text analytics in finance. I present
various tools of information extraction and basic text analytics. I survey a range of techniques …

We examine the information flow for four stocks over seven months to trace the relationship
between on‐line discussion, news activity, and stock price movements. On‐line discussions …

This study examines whether the sentiments expressed in the stock forum posted by
individual investors lead to abnormal trading and impose a significant impact on stock price …

The present invention provides a method, system and software that provide a predictive
model responsive to the correlation of news articles to stock price movement. The invention …

We introduce a dynamic noisy rational expectations model in which information diffuses
through a general network of agents. In equilibrium, agents who are more closely connected …

We study the partial privatization of 53 Chinese state‐owned enterprises (by their listings on
the Hong Kong Exchange over the period July 1993 to December 2002. We find that listing …