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The impact of Twitter sentiment on renewable energy stocks. (2018). Reboredo, Juan C ; Ugolini, Andrea .
In: Energy Economics.
RePEc:eee:eneeco:v:76:y:2018:i:c:p:153-169.

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Cited: 40

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    In: Energy Policy.
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  2. How do climate risks impact the contagion in Chinas energy market?. (2024). Lei, Lei ; Ma, Dandan ; Kang, Yuxin ; Guo, Kun.
    In: Energy Economics.
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  3. .

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  4. Who pushes the discussion on wind energy? An analysis of self-reposting behaviour on Twitter. (2023). Vellucci, Pierluigi ; Naldi, Maurizio ; Mastroeni, Loretta.
    In: Quality & Quantity: International Journal of Methodology.
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  5. Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis. (2023). Niu, Hongli ; Fu, Zeyi ; Wang, Weiqing.
    In: Computational Economics.
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  6. The Effects of Direct Democracy on Stock Market Risk and Returns: An Event Study from Switzerland. (2023). Morley, Bruce.
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  7. Investor sentiment and the Chinese new energy stock market: A risk–return perspective. (2023). Guo, Kun ; Sun, Xiaolei ; Liu, Chang ; Shen, Yiran.
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  8. Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI.
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  9. Is it all about noise? Investor sentiment and risk nexus: evidence from China. (2023). Cardillo, Giovanni ; Bouteska, Ahmed ; Harasheh, Murad.
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  10. Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed.
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  11. Which is leading: Renewable or brown energy assets?. (2023). bouoiyour, jamal ; Bouri, Elie ; Gauthier, Marie.
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  12. The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami.
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  13. Do Twitter Sentiments Really Effective on Energy Stocks? Evidence from Intercompany Dependency. (2022). Destek, Mehmet ; Ozpolat, Asli ; Yilmaz, Emrah Sitki .
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  14. Extreme directional spillovers between investor attention and green bond markets. (2022). Cepni, Oguzhan ; Pham, Linh.
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  15. The quantile dependence of the stock returns of “clean” and “dirty” firms on oil demand and supply shocks. (2022). Kassouri, Yacouba ; Altinta, Halil.
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  17. Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement. (2022). Wilson, Clevo ; Zhang, Xiqian.
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  18. Renewable energy stocks forecast using Twitter investor sentiment and deep learning. (2022). Naranpanawa, Athula ; Su, Jen-Je ; Constantino, Michel ; Herrera, Gabriel Paes.
    In: Energy Economics.
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  19. Twitter and market efficiency in energy markets: Evidence using LDA clustered topic extraction. (2022). Wang, Fang ; Polyzos, Efstathios.
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  20. What do we know about the idiosyncratic risk of clean energy equities?. (2022). Phani, B V ; Sadorsky, Perry ; Ahmad, Wasim ; Roy, Preeti.
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  21. Heard the News? Environmental Policy and Clean Investments. (2021). Nowzohour, Laura ; Noailly, Joëlle ; Joelle, Laura Nowzohour.
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  22. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian.
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  23. Exploring Public Opinions on Renewable Energy by Using Conventional Methods and Social Media Analysis. (2021). Hajdu, Robert ; Toth, Mate ; Haber, Istvan Ervin ; Pinter, Gabor.
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  24. Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Goodell, John W ; Li, Yue.
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  25. The day-of-the-week-effect on the volatility of commodities. (2021). Idilbi-Bayaa, Yasmeen ; Qadan, Mahmoud.
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  26. Strength of words: Donald Trumps tweets, sanctions and Russias ruble. (2021). Ledyaeva, Svetlana ; Fedorova, Elena ; Afanasyev, Dmitriy O.
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  27. A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
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  28. Does environmental awareness fuel the electric vehicle market? A Twitter keyword analysis. (2021). Vigne, Samuel A ; Austmann, Leonhard M.
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  29. The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data. (2021). Geng, Yong ; Yin, Haitao ; Zhang, Yuquan W ; Zheng, Biao.
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  30. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran.
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  31. Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data. (2020). GUPTA, RANGAN ; Demirer, Riza ; Bouri, Elie ; Sibande, Xolani.
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  32. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
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  33. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
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  34. A Note on Investor Happiness and the Predictability of Realized Volatility of Gold. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo.
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  35. Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Bonato, Matteo ; Gkillas, Konstantinos.
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  36. The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis. (2020). Sherif, Mohamed.
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  37. The dynamic dependence of fossil energy, investor sentiment and renewable energy stock markets. (2019). Song, Yingjie ; Geng, Jiang-Bo ; Du, Ya-Juan ; Ji, Qiang.
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  38. Research Evolution on Renewable Energies Resources from 2007 to 2017: A Comparative Study on Solar, Geothermal, Wind and Biomass Energy. (2019). Acevedo, Carlos ; Alvarez, Jose Nunez ; Ochoa, Guillermo Valencia.
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    RePEc:eee:corfin:v:18:y:2012:i:3:p:519-540.

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  29. Local Bias and Stock Market Conditions. (2012). Laeven, Luc ; Giannetti, Mariassunta.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8969.

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  30. Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes. (2011). Kraus, Christina ; Weiler, Sebastian M. ; Faler, Robert ; Abukadyrova, Kamila .
    In: Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers).
    RePEc:zbw:bayfat:201103.

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  31. Emotions and Chat in a Financial Markets Experiment. (2011). Zizzo, Daniel ; hargreaves heap, shaun ; Shaun P. Hargreaves Heap, ; Shaun P. Hargreaves Heap, .
    In: Working Paper Series.
    RePEc:uts:pwcwps:10.

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  32. Financial globalisation and human development. (2011). Singh, Ajit.
    In: MPRA Paper.
    RePEc:pra:mprapa:53043.

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  33. The Short of It: Investor Sentiment and Anomalies. (2011). Yuan, Yu ; Stambaugh, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16898.

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  34. Natural Expectations, Macroeconomic Dynamics, and Asset Pricing. (2011). Fuster, Andreas ; Laibson, David ; Hebert, Benjamin.
    In: NBER Chapters.
    RePEc:nbr:nberch:12404.

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  35. A Model of Endogenous Extreme Events. (2011). Chollete, Loran .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2012_002.

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  36. Complicated Firms. (2011). Lou, Dong ; Cohen, Lauren.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp683.

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  37. Maxing out: Stocks as lotteries and the cross-section of expected returns. (2011). Cakici, Nusret ; Bali, Turan G. ; Whitelaw, Robert F..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:2:p:427-446.

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  38. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

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  39. Country-specific sentiment and security prices. (2011). Hwang, Byoung-Hyoun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:382-401.

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  40. Investor sentiment and the mean-variance relation. (2011). Yuan, Yu.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:367-381.

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  41. The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns. (2011). Subrahmanyam, Avanidhar ; faff, robert ; Akhtar, Shumi ; Oliver, Barry .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:5:p:1239-1249.

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  42. The return impact of realized and expected idiosyncratic volatility. (2011). Smedema, Adam R. ; Peterson, David R..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:10:p:2547-2558.

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  43. Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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  44. Serial defaults, serial profits: Returns to sovereign lending in Habsburg Spain, 1566-1600. (2011). Voth, Hans-Joachim ; Drelichman, Mauricio.
    In: Explorations in Economic History.
    RePEc:eee:exehis:v:48:y:2011:i:1:p:1-19.

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  45. Measuring the effects of geographical distance on stock market correlation. (2011). Maurer, Alina ; Schmidt, Volker ; Eckel, Stefanie ; Loffler, Gunter .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:237-247.

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  46. Lack of consumer confidence and stock returns. (2011). Chen, Shiu-Sheng.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:2:p:225-236.

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  47. Trading imbalances and the law of one price. (2011). Liu, Clark ; Seasholes, Mark S..
    In: Economics Letters.
    RePEc:eee:ecolet:v:112:y:2011:i:1:p:132-134.

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  48. The impact of investor sentiment on the German stock market. (2010). Ruenzi, Stefan ; Niessen-Ruenzi, Alexandra ; Finter, Philipp .
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1003.

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  49. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. (2010). Jiang, Danling ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:20636.

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  50. How does investor sentiment affect stock market crises? Evidence from panel data. (2010). Beer, F. ; Zouaoui, M. ; Nouyrigat, G..
    In: Post-Print.
    RePEc:hal:journl:halshs-00534754.

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  51. Sentiment and stock prices: The case of aviation disasters. (2010). Kaplanski, Guy ; Levy, Haim.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:95:y:2010:i:2:p:174-201.

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  52. The bond yield conundrum: alternative hypotheses and the state of the economy. (2010). Mahieu, Ronald ; Eijffinger, Sylvester ; Eijffinger, Sylvester C. W., ; Raes, Louis .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8063.

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  53. CLASSICAL LASSICAL AND BEHAVIOURAL FINANCE IN INVESTOR DECISION. (2010). murgea, aurora ; Lect. Aurora Murgea Ph. D, .
    In: Annals of University of Craiova - Economic Sciences Series.
    RePEc:aio:aucsse:v:2:y:2010:i:12:p:212-223.

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  54. Speculation and Hedging in the Currency Futures Markets: Are They Informative to the Spot Exchange Rates. (2009). Yuan, Chunming ; Tornell, Aaron.
    In: UMBC Economics Department Working Papers.
    RePEc:umb:econwp:09116.

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  55. Behavioral approach to market and default risks modeling. (2009). Taguedong, Sylvain Chamberlain .
    In: MPRA Paper.
    RePEc:pra:mprapa:20641.

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  56. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. (2009). Jiang, Danling ; Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:16134.

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  57. Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment. (2009). Ling, David ; Clayton, Jim ; Naranjo, Andy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:38:y:2009:i:1:p:5-37.

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  58. The Propagation of Financial Extremes. (2009). Chollete, Loran .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_025.

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  59. Information salience, investor sentiment, and stock returns: The case of British soccer betting. (2009). Zhang, Chendi ; Renneboog, Luc ; Palomino, Frederic.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:15:y:2009:i:3:p:368-387.

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  60. Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience. (2009). Burdekin, Richard ; Burdekin,Richard C. K., ; Redfern, Luke ; Burdekin, Richard C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:246-261.

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  61. What do asset prices have to say about risk appetite and uncertainty?. (2009). Hoerova, Marie ; Bekaert, Geert ; Scheicher, Martin.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091037.

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  62. On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings. (2009). Giannetti, Mariassunta ; Fernandes, Nuno.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7308.

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  63. Behavioral finance in corporate governance: economics and ethics of the devil’s advocate. (2008). Morck, Randall.
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:12:y:2008:i:2:p:179-200.

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  64. The Propagation of Financial Extremes: An Application to Subprime Market Spillovers. (2008). Chollete, Loran .
    In: Discussion Papers.
    RePEc:hhs:nhhfms:2008_002.

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  65. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2008:i:13:p:1-8.

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  66. Forecasting aggregate stock returns using the number of initial public offerings as a predictor. (2008). Kolev, Gueorgui I..
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-08g10009.

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  67. The Secondary Market for Hedge Funds and the Closed-Hedge Fund Premium. (2008). Ramadorai, Tarun.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6877.

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  68. Was the Sarbanes-Oxley Act of 2002 really this costly? A discussion of evidence from event returns and going-private decisions. (2007). Leuz, Christian.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:44:y:2007:i:1-2:p:146-165.

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