The DOI matches its Crossref record; 67 of the 67 references it cites were found in a registry or an index.
News implied volatility and disaster concerns
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
The Nature of Statistical Learning Theory
Vapnik, V. N. (1995) · doi:10.1007/978-1-4757-2440-0 · Cited by 39,138
(2001) · RePEc: Research Papers in Economics · Cited by 27,577
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
Hastie, T., Friedman, J., & Tibshirani, R. (2001) · Springer Series in Statistics · doi:10.1007/978-0-387-21606-5 · Cited by 24,162
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
WordNet: a lexical database for English
Miller, G. A. (1995) · Communications of the ACM · doi:10.1145/219717.219748 · Cited by 14,015
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
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
The Nature of Statistical Learning Theory
Vapnik, V. N. (2000) · Springer eBooks · doi:10.1007/978-1-4757-3264-1 · Cited by 10,696
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Cited by
Dissecting climate risks: Are they reflected in stock prices?
Faccini, R., Matin, R., & Skiadopoulos, G. (2023) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2023.106948 · Cited by 445
Can ChatGPT forecast stock price movements? Return predictability and large language models
Lopez-Lira, A., & Tang, Y. (2026) · Journal of Financial Economics · doi:10.1016/j.jfineco.2026.104335 · Cited by 425
Geopolitical risk and dynamic connectedness between commodity markets
Gong, X., & Xu, J. (2022) · Energy Economics · doi:10.1016/j.eneco.2022.106028 · Cited by 354
Geopolitical risk and volatility spillovers in oil and stock markets
Smales, L. A. (2021) · The Quarterly Review of Economics and Finance · doi:10.1016/j.qref.2021.03.008 · Cited by 269
How to talk when a machine is listening: Corporate disclosure in the age of AI
Cao, S., Jiang, W., Yang, B., & Zhang, A. L. (2023) · The Review of Financial Studies · doi:10.1093/rfs/hhad021 · Cited by 222
Metadata
- Authors
- Manela, A., & Moreira, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2017-01
- Volume
- 123
- Issue
- 1
- Pages
- 137-162
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3122648113
- Cited by
- 721
- References
- 67
- FWCI
- 66.07
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: News implied volatility and disaster concerns. https://app.cochat.ai/papers/10.1016/j.jfineco.2016.01.032
- The paper
- Manela, A., & Moreira, A. (2017). News implied volatility and disaster concerns. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2016.01.032
Data sources
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.
