The DOI matches its Crossref record; 63 of the 63 references it cites were found in a registry or an index.
The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices
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Cites
The Elements of Statistical Learning
Hastie, T., Tibshirani, R., & Friedman, J. (2009) · Springer Series in Statistics · doi:10.1007/978-0-387-84858-7 · Cited by 25,970
The Elements of Statistical Learning: Data Mining, Inference, and Prediction
John Lu, Z. Q. (2010) · Journal of the Royal Statistical Society Series A: Statistics in Society · doi:10.1111/j.1467-985x.2010.00646_6.x · Cited by 12,390
Noise Trader Risk in Financial Markets
De Long, J. B., Shleifer, A., Summers, L. H., & Waldmann, R. J. (1990) · Journal of Political Economy · doi:10.1086/261703 · Cited by 6,234
Investor Sentiment and the Cross‐Section of Stock Returns
BAKER, M., & WURGLER, J. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00885.x · Cited by 6,049
When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks
LOUGHRAN, T., & MCDONALD, B. (2011) · The Journal of Finance · doi:10.1111/j.1540-6261.2010.01625.x · Cited by 6,015
Another look at measures of forecast accuracy
Hyndman, R. J., & Koehler, A. B. (2006) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2006.03.001 · Cited by 5,757
Twitter mood predicts the stock market
Bollen, J., Mao, H., & Zeng, X. (2011) · Journal of Computational Science · doi:10.1016/j.jocs.2010.12.007 · Cited by 5,206
Diebold, F., & Mariano, R. (1994) · National Bureau of Economic Research · doi:10.3386/t0169 · Cited by 5,185
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
Feature-rich part-of-speech tagging with a cyclic dependency network
Toutanova, K., Klein, D., Manning, C. D., & Singer, Y. (2003) · Proceedings of the 2003 Conference of the North American Chapter of the Association for Computational Linguistics on Human Language Technology - NAACL '03 · doi:10.3115/1073445.1073478 · Cited by 2,844
Cited by
Natural language based financial forecasting: a survey
Xing, F. Z., Cambria, E., & Welsch, R. E. (2018) · Artificial Intelligence Review · doi:10.1007/s10462-017-9588-9 · Cited by 398
Deep learning and time series-to-image encoding for financial forecasting
Barra, S., Carta, S. M., Corriga, A., Podda, A. S., & Recupero, D. R. (2020) · IEEE/CAA Journal of Automatica Sinica · doi:10.1109/jas.2020.1003132 · Cited by 267
Sawhney, R., Goyal, M., Goel, P., Mathur, P., & Shah, R. R. (2021) · Proceedings of the 59th Annual Meeting of the Association for Computational Linguistics and the 11th International Joint Conference on Natural Language Processing (Volume 1: Long Papers) · doi:10.18653/v1/2021.acl-long.526 · Cited by 8
Metadata
- Authors
- Oliveira, N., Cortez, P., & Areal, N.
- Venue
- Expert Systems with Applications
- Publisher
- Elsevier BV
- Published
- 2017-05
- Volume
- 73
- Pages
- 125-144
- ISSN
- 0957-4174 (ISSN-L)
- OpenAlex
- W2566234880
- Cited by
- 398
- References
- 63
- FWCI
- 28.10
- Type
- journal article
- Language
- en
- Open access
- green
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- CoChat. (2026). Citation check: The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices. https://app.cochat.ai/papers/10.1016/j.eswa.2016.12.036
- The paper
- Oliveira, N., Cortez, P., & Areal, N. (2017). The impact of microblogging data for stock market prediction: Using Twitter to predict returns, volatility, trading volume and survey sentiment indices. Expert Systems with Applications. https://doi.org/10.1016/j.eswa.2016.12.036
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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
