22

2012

Easley et al. [47]

The Volume Clock: Insights into the High-Frequency Paradigm

Accepted

High frequency trading has insightful impact on the efficiency of the capital market

23

2011

Bollen et al. [39]

Twitter Mood Predicts the Stock Market

Accepted

Behavioral economics tells that emotions can profoundly affect individual behavior and decision-making

24

2011

Zhang et al. [40]

Predicting Stock Market Indicators through Twitter “I Hope It Is Not as Bad as I Fear”

Accepted

Emotional tweets percentage is significantly negatively correlated with key indices in the USA market

25

2010

Zhang and Skiena [30]

Trading Strategies to Exploit Blog and News Sentiment

Accepted

Large scale natural language processing (NLP) system did affect the capital market strategy for the HFT and LFTs

26

2010

Gilbert and Karahalios [48]

Widespread Worry and the Stock Market

Accepted

Our emotional state influences our choices even in the capital markets

27

1991

Fama [32]

Efficient Capital Markets: II

Security prices fully reflect all available information

28

1979

Foster [31]

Briloff and the Capital Market

Accepted

Influence of the information on the Capital market efficiency and inefficiency was observed

29

1964

Sharpe [33]

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk.

Accepted

Capital assets prices achieve equilibrium near the Capital market line (CML)