On the public citation graph

Granular Narratives

https://doi.org/10.2139/ssrn.4890511
0 signed · 87 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/jae.2964openalex-snapshot
Quantifying investor narratives and their role during COVID‐19
inferredcites →https://doi.org/10.1016/j.bar.2015.12.001openalex-snapshot
Market reaction to the positiveness of annual report narratives
inferredcites →https://doi.org/10.1016/j.econlet.2022.110363openalex-snapshot
Where and about what? Price relevant narratives depend on topic and media type
inferredcites →https://doi.org/10.1016/j.finmar.2018.09.002openalex-snapshot
Journalist disagreement
inferredcites →https://doi.org/10.1016/j.finmar.2024.100928openalex-snapshot
December doldrums, investor distraction, and the stock market reaction to unscheduled news events
inferredcites →https://doi.org/10.1016/j.jbankfin.2012.02.010openalex-snapshot
Granularity adjustment for mark-to-market credit risk models
inferredcites →https://doi.org/10.1016/j.jbankfin.2014.04.023openalex-snapshot
The limits of granularity adjustments
inferredcites →https://doi.org/10.1016/j.jbankfin.2021.106159openalex-snapshot
Unemployment and aggregate stock returns
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.106757openalex-snapshot
Hot potatoes: Underpricing of stocks following extreme negative returns
inferredcites →https://doi.org/10.1016/j.jcomm.2024.100418openalex-snapshot
Stock return predictability using economic narrative: Evidence from energy sectors
inferredcites →https://doi.org/10.1016/j.jcorpfin.2008.12.001openalex-snapshot
Information Salience, Investor Sentiment, and Stock Returns: The Case of British Soccer Betting
inferredcites →https://doi.org/10.1016/j.jcorpfin.2021.102152openalex-snapshot
Natural disasters, risk salience, and corporate ESG disclosure
inferredcites →https://doi.org/10.1016/j.jeconom.2006.05.023openalex-snapshot
Approximately normal tests for equal predictive accuracy in nested models
inferredcites →https://doi.org/10.1016/j.jedc.2023.104636openalex-snapshot
Employee sentiment and stock returns
inferredcites →https://doi.org/10.1016/j.jempfin.2019.01.005openalex-snapshot
Optimal Granularity for Portfolio Choice
inferredcites →https://doi.org/10.1016/j.jempfin.2023.08.002openalex-snapshot
Macroeconomic news and price synchronicity
inferredcites →https://doi.org/10.1016/j.jfineco.2014.02.009openalex-snapshot
Winners in the spotlight: Media coverage of fund holdings as a driver of flows
inferredcites →https://doi.org/10.1016/j.jfineco.2016.01.032openalex-snapshot
News implied volatility and disaster concerns
inferredcites →https://doi.org/10.1016/j.jfineco.2016.03.004openalex-snapshot
Short interest and aggregate stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2016.11.003openalex-snapshot
WSJ Category Kings - The Impact of Media Attention on Consumer and Mutual Fund Investment Decisions
inferredcites →https://doi.org/10.1016/j.jfineco.2018.10.001openalex-snapshot
Manager sentiment and stock returns
inferredcites →https://doi.org/10.1016/j.jfineco.2020.10.003openalex-snapshot
Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?
inferredcites →https://doi.org/10.1016/j.jfineco.2021.06.006openalex-snapshot
Psychological Barrier and Cross-Firm Return Predictability
inferredcites →https://doi.org/10.1016/j.jfineco.2021.07.015openalex-snapshot
Does Customer-base Structure Influence Managerial Risk-taking Incentives?
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103715openalex-snapshot
Do the rich gamble in the stock market? Low risk anomalies and wealthy households
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103746openalex-snapshot
The use of asset growth in empirical asset pricing models
inferredcites →https://doi.org/10.1016/j.jfineco.2024.103797openalex-snapshot
How does competition affect retail banking? Quasi-experimental evidence from bank mergers
inferredcites →https://doi.org/10.1016/j.jpubeco.2020.104274openalex-snapshot
Economic uncertainty before and during the COVID-19 pandemic
inferredcites →https://doi.org/10.1017/s0022109020000149openalex-snapshot
Granularity of Corporate Debt
inferredcites →https://doi.org/10.1017/s0022109022001168openalex-snapshot
Assimilation Effects in Financial Markets
inferredcites →https://doi.org/10.1017/s002210902200148xopenalex-snapshot
Investor Behavior at the 52-Week High
inferredcites →https://doi.org/10.1080/00014788.2001.9729604openalex-snapshot
Accounting information and analyst stock recommendation decisions: a content analysis approach
inferredcites →https://doi.org/10.1080/07350015.2024.2347619openalex-snapshot
Forecasting Inflation Using Economic Narratives
inferredcites →https://doi.org/10.1086/296344openalex-snapshot
Economic Forces and the Stock Market
inferredcites →https://doi.org/10.1093/qje/qjw024openalex-snapshot
Measuring Economic Policy Uncertainty*
inferredcites →https://doi.org/10.1093/rfs/hhac027openalex-snapshot
Decision Weights for Experimental Asset Prices Based on Visual Salience
inferredcites →https://doi.org/10.1093/rfs/hhad042openalex-snapshot
Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text
inferredcites →https://doi.org/10.1093/rfs/hhm014openalex-snapshot
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
inferredcites →https://doi.org/10.1093/rfs/hhm055openalex-snapshot
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
inferredcites →https://doi.org/10.1093/rfs/hhu080openalex-snapshot
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhw102openalex-snapshot
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
inferredcites →https://doi.org/10.1093/rfs/hhx139openalex-snapshot
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
inferredcites →https://doi.org/10.1093/rfs/hhz072openalex-snapshot
Hedging Climate Change News
inferredcites →https://doi.org/10.1093/rfs/hhz143openalex-snapshot
Do Fund Managers Misestimate Climatic Disaster Risk
inferredcites →https://doi.org/10.1093/rof/rfab005openalex-snapshot
Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume
inferredcites →https://doi.org/10.1111/1467-6281.00121openalex-snapshot
Harmony, Statistical Inference with the Herfindahl H Index and C Index
inferredcites →https://doi.org/10.1111/1475-679x.12072openalex-snapshot
The Structure of Voluntary Disclosure Narratives: Evidence from Tone Dispersion
inferredcites →https://doi.org/10.1111/1911-3846.12660openalex-snapshot
Deploying Narrative Economics to Understand Financial Market Dynamics: An Analysis of Activist Short Sellers' Rhetoric*
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04816.xopenalex-snapshot
On Stock Market Returns and Monetary Policy
inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00670.xopenalex-snapshot
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00885.xopenalex-snapshot
Investor Sentiment and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01232.xopenalex-snapshot
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
inferredcites →https://doi.org/10.1111/j.1911-3846.2011.01152.xopenalex-snapshot
The Effect of Quarterly Report Readability on Information Efficiency of Stock Prices*
inferredcites →https://doi.org/10.1111/jofi.12851openalex-snapshot
The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.1111/jofi.13099openalex-snapshot
Anomalies and the Expected Market Return
inferredcites →https://doi.org/10.1111/jofi.13126openalex-snapshot
Long‐Run Risk: Is It There?
inferredcites →https://doi.org/10.1111/jofi.13219openalex-snapshot
Firm‐Level Climate Change Exposure
inferredcites →https://doi.org/10.1111/jofi.13377openalex-snapshot
Business News and Business Cycles
inferredcites →https://doi.org/10.1146/annurev-economics-051520-011616openalex-snapshot
Salience
inferredcites →https://doi.org/10.1257/aer.103.3.623openalex-snapshot
Salience and Asset Prices
inferredcites →https://doi.org/10.1257/aer.107.4.967openalex-snapshot
Narrative Economics
inferredcites →https://doi.org/10.1287/mnsc.2014.1962openalex-snapshot
Macroeconomic Volatilities and Long-Run Risks of Asset Prices
inferredcites →https://doi.org/10.1287/mnsc.2017.2751openalex-snapshot
Analyst Information Discovery and Interpretation Roles: A Topic Modeling Approach
inferredcites →https://doi.org/10.1287/mnsc.2020.3808openalex-snapshot
The Granular Nature of Large Institutional Investors
inferredcites →https://doi.org/10.1287/mnsc.2021.4020openalex-snapshot
Scaled PCA: A New Approach to Dimension Reduction
inferredcites →https://doi.org/10.1287/mnsc.2022.4557openalex-snapshot
Investor Attention and Option Returns
inferredcites →https://doi.org/10.1287/mnsc.2023.4814openalex-snapshot
Does Social Interaction Spread Fear Among Institutional Investors? Evidence from Coronavirus Disease 2019
inferredcites →https://doi.org/10.1287/mnsc.2023.4915openalex-snapshot
Disclosure Similarity and Future Stock Return Comovement
inferredcites →https://doi.org/10.2139/ssrn.2307563openalex-snapshot
Aggregation of Information About the Cross Section of Stock Returns: A Latent Variable Approach
inferredcites →https://doi.org/10.2139/ssrn.2358186openalex-snapshot
Do Managers Overreact to Salient Risks? Evidence from Hurricane Strikes
inferredcites →https://doi.org/10.2139/ssrn.3758615openalex-snapshot
Institutional Investors and Granularity in Equity Markets
inferredcites →https://doi.org/10.2139/ssrn.3940030openalex-snapshot
Business News and Business Cycles
inferredcites →https://doi.org/10.2139/ssrn.4175749openalex-snapshot
Forecasting Inflation Using Economic Narratives
inferredcites →https://doi.org/10.2139/ssrn.4323093openalex-snapshot
Media Narratives and Price Informativeness
inferredcites →https://doi.org/10.2139/ssrn.4337907openalex-snapshot
The Negativity Bias and Perceived Return Distributions: Evidence from a Pandemic
inferredcites →https://doi.org/10.2139/ssrn.4350654openalex-snapshot
Financial News Media and Volatility: Is There More to Newspapers than News?
inferredcites →https://doi.org/10.2139/ssrn.4562754openalex-snapshot
Economic Narratives and International Asset Pricing
inferredcites →https://doi.org/10.2139/ssrn.4606880openalex-snapshot
Sticky Disaster Risk Expectations and Narrative-Managed Portfolios
inferredcites →https://doi.org/10.2139/ssrn.464843openalex-snapshot
Investor Sentiment and the Cross-Section of Stock Returns
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2308/accr-52010openalex-snapshot
Headline Salience, Managerial Opportunism, and Over- and Underreactions to Earnings
inferredcites →https://doi.org/10.2469/dig.v46.n7.12openalex-snapshot
Policy Uncertainty and Corporate Investment
inferredcites →https://doi.org/10.3386/w30860openalex-snapshot
News Diffusion in Social Networks and Stock Market Reactions
inferredcites →https://doi.org/10.3905/jpm.2022.1.355openalex-snapshot
Emerging Market Investing: A Multi-Asset, Granular, and Dynamic Portfolio Approach
inferredcites →https://doi.org/10.3905/jpm.2023.1.472openalex-snapshot
Quantifying Narratives and Their Impact on Financial Markets
inferredcites →https://doi.org/10.3982/ecta14607openalex-snapshot
Risk Preferences and the Macroeconomic Announcement Premium
inferredcites →https://doi.org/10.3982/ecta8769openalex-snapshot
The Granular Origins of Aggregate Fluctuations
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.