Information Diffusion on Social Media: Does It Affect Trading, Return, and Liquidity?

Feature selection based on mutual information criteria of max-dependency, max-relevance, and min-redundancy

Fuhui Long, Chen Ding · IEEE Transactions on Pattern Analysis and Machine Intelligence · 2005 · 10.5K citations

Computing, Computer Science, Data Mining +16

All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors

Brad M. Barber, Terrance Odean · Review of Financial Studies · 2007 · 4.6K citations

Business, Economics, Finance +17

In Search of Attention

Zhi Da, Joseph Engelberg, Pengjie Gao · The Journal of Finance · 2011 · 3.1K citations · Full text

Business, Business Economics, Finance +11

Predicting Elections with Twitter: What 140 Characters Reveal about Political Sentiment

Andranik Tumasjan, Timm O. Sprenger, Philipp Sandner et al. · Proceedings of the International AAAI Conference on Web and Social Media · 2010 · 2.7K citations · Full text

Social Sciences, Political Communication, Political Science +12

Investor Inattention and Friday Earnings Announcements

Stefano DellaVigna, Joshua Matthew Pollet · The Journal of Finance · 2009 · 1.8K citations

Business, Economics, Finance +16