The Rise of Reddit: How Social Media Affects Retail Investors and Short-sellers’ Roles in Price Discovery

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.4K citations

Dynamic Economic Model, Bias, Experimental Economics +7

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 · 4.5K citations

Behavioral Decision Making, Consumer Research, Buying Behavior +16

Estimating Vector Autoregressions with Panel Data

Douglas Holtz‐Eakin, Whitney K. Newey, Harvey S. Rosen · Econometrica · 1988 · 4.2K citations

Engineering, Panel Data, Economic Growth +16

In Search of Attention

Zhi Da, Joseph Engelberg, Pengjie Gao · The Journal of Finance · 2011 · 2.9K citations · Full text

Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards

Werner Antweiler, Murray Z. Frank · The Journal of Finance · 2004 · 2.3K citations

Business Intelligence, Talk Just Noise, Communication +18