@book{GVK02204275X,
  added-at = {2010-01-29T10:35:16.000+0100},
  address = {New York, NY [u.a.]},
  author = {Howard, {John A.} and Sheth, {Jagdish N.}},
  biburl = {http://www.bibsonomy.org/bibtex/2c5e8b09c2a1038acdfc08c34f8ce3481/enterldestodes},
  interhash = {eca9d65373388accbf275438930e7dad},
  intrahash = {c5e8b09c2a1038acdfc08c34f8ce3481},
  isbn = {0471416576},
  keywords = {consideration_set},
  pagetotal = {XV, 458},
  ppn_gvk = {02204275X},
  publisher = {Wiley},
  series = {The Wiley marketing series},
  timestamp = {2010-01-29T10:35:16.000+0100},
  title = {The theory of buyer behavior},
  url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+02204275X&sourceid=fbw_bibsonomy},
  year = 1969
}

@article{mahmut2007optimal,
  added-at = {2010-01-26T11:59:17.000+0100},
  address = {Taylor & Francis},
  author = {Parlar, Mahmut and Perry, David and Stadje, Wolfgang},
  biburl = {http://www.bibsonomy.org/bibtex/229a35a108c5f16fde9e90d6b557f04e6/enterldestodes},
  interhash = {b7ae080115f1712b068fab6fd0b7c995},
  intrahash = {29a35a108c5f16fde9e90d6b557f04e6},
  issn = {1532-6349},
  journal = {Stochastic Models},
  keywords = {imported},
  pages = {351 - 371},
  series = 3,
  timestamp = {2010-01-26T11:59:17.000+0100},
  title = {Optimal Shopping When the Sales Are on—a Markovian Full-Information Best-Choice Problem},
  url = {http://www.informaworld.com/10.1080/15326340701470937},
  volume = 23,
  year = 2007
}

@article{yang1974,
  abstract = {The classical secretary problem is generalized to admit stochastically successful procurement of previous interviewees, but each has a certain probability of refusing the offer. A general formula for solving this problem is obtained. Two special cases: constant probability of refusing and geometric probability of refusing are discussed in detail. The optimal stopping rules in these two cases turn out to be simple.},
  added-at = {2010-01-14T13:36:45.000+0100},
  author = {Yang, Mark C. K.},
  biburl = {http://www.bibsonomy.org/bibtex/294e7a5cc089982910d2038f0b3b684dc/enterldestodes},
  copyright = {Copyright © 1974 Applied Probability Trust},
  file = {:source/yang_recognizing_the_maximum_of_.pdf:PDF},
  interhash = {f094a3392023a203157e55f7e8cdb7da},
  intrahash = {94e7a5cc089982910d2038f0b3b684dc},
  issn = {00219002},
  journal = {Journal of Applied Probability},
  jstor_articletype = {primary_article},
  jstor_formatteddate = {Sep., 1974},
  keywords = {},
  number = 3,
  pages = {504--512},
  publisher = {Applied Probability Trust},
  timestamp = {2010-01-14T13:36:45.000+0100},
  title = {Recognizing the Maximum of a Random Sequence Based on Relative Rank with Backward Solicitation},
  url = {http://www.jstor.org/stable/3212694},
  volume = 11,
  year = 1974
}

@article{shug1980,
  abstract = {A theory and methodology are developed for explicitly considering the cost of comparing diverse choice alternatives. The theory allows (1) explicit analytical measures of the cost of using various simplified decision strategies, and (2) predictions regarding the distribution of mistakes a consumer is likely to make when reducing decision-making effort.},
  added-at = {2010-01-14T13:36:44.000+0100},
  author = {Shugan, Steven M.},
  biburl = {http://www.bibsonomy.org/bibtex/26efe46c3de7e60ab8037fd56a7c3bb5d/enterldestodes},
  copyright = {Copyright © 1980 Journal of Consumer Research Inc.},
  interhash = {a93f652ff911f02ef5212d0049b1b19f},
  intrahash = {6efe46c3de7e60ab8037fd56a7c3bb5d},
  issn = {00935301},
  journal = {The Journal of Consumer Research},
  jstor_articletype = {primary_article},
  jstor_formatteddate = {Sep., 1980},
  keywords = {},
  number = 2,
  pages = {99--111},
  publisher = {The University of Chicago Press},
  timestamp = {2010-01-14T13:36:44.000+0100},
  title = {The Cost of Thinking},
  url = {http://www.jstor.org/stable/2489077},
  volume = 7,
  year = 1980
}

@article{Miller1998190,
  abstract = {Evolutionary psychology has revolutionized research on human mate choice and sexual attraction in recent years, combining a rigorous Darwinian framework based on sexual selection theory with a loosely cognitivist orientation to task analysis and mechanism modelling. This hard Darwinian, soft computational approach has been most successful at revealing the adaptive logic behind physical beauty, demonstrating that many sexual cues computed from face and body shape are not arbitrary, but function as reliable indicators of phenotypic and genetic quality. The same approach could be extended from physical to psychological cues if evolutionary psychology built stronger ties with personality psychology, psychometrics and behavioral genetics. A major challenge for mate choice research is to develop more explicit computational models at three levels, specifying: (1) the perceptual adaptations that register sexual cues given sensory input, (2) the judgment adaptations that integrate multiple cues into assessments of overall attractiveness, and (3) the search strategies that people follow in trying to form mutually attracted pairs. We describe both recent efforts and possible extensions in these directions. The resulting confluence between evolutionary principles, cognitive models and game-theoretic insights can put mate choice research at the vanguard of an emerging [`]evolutionary cognitive science' more concerned with domain-specific mental adaptations than with domain-general intelligence.},
  added-at = {2010-01-14T13:36:44.000+0100},
  author = {Miller, Geoffrey F. and Todd, Peter M.},
  biburl = {http://www.bibsonomy.org/bibtex/2c752cfc60f99373efa401a24277bd979/enterldestodes},
  doi = {DOI: 10.1016/S1364-6613(98)01169-3},
  file = {:source/miller_todd_mate_choice_turns_cognitive.pdf:PDF},
  interhash = {8a68767c8b230ca23eb2ecff7ee3a021},
  intrahash = {c752cfc60f99373efa401a24277bd979},
  issn = {1364-6613},
  journal = {Trends in Cognitive Sciences},
  keywords = {sexualselection},
  number = 5,
  pages = {190 - 198},
  review = {Ein erster Versuch der Anwendung von OS (Rangfolge) auf Mate Choice. Allerdings wenig in Richtung},
  timestamp = {2010-01-14T13:36:44.000+0100},
  title = {Mate choice turns cognitive},
  url = {http://www.sciencedirect.com/science/article/B6VH9-3T75YJ3-B/2/9524ff5e95eaf55f3fefedc17129c8ad},
  volume = 2,
  year = 1998
}

@article{eglo2005,
  abstract = {We extend the Longstaff-Schwartz algorithm for approximately solving optimal stopping problems on high-dimensional state spaces. We reformulate the optimal stopping problem for Markov processes in discrete time as a generalized statistical learning problem. Within this setup we apply deviation inequalities for suprema of empirical processes to derive consistency criteria, and to estimate the convergence rate and sample complexity. Our results strengthen and extend earlier results obtained by Clément, Lamberton and Protter [Finance and Stochastics 6 (2002) 449-471].},
  added-at = {2010-01-14T13:36:38.000+0100},
  author = {Egloff, Daniel},
  biburl = {http://www.bibsonomy.org/bibtex/2a6aced5fbc31e20542db3ea01edb874e/enterldestodes},
  copyright = {Copyright © 2005 Institute of Mathematical Statistics},
  interhash = {c4e8b2433a91ad0f8d03026cb2d20012},
  intrahash = {a6aced5fbc31e20542db3ea01edb874e},
  issn = {10505164},
  journal = {The Annals of Applied Probability},
  jstor_articletype = {primary_article},
  jstor_formatteddate = {May, 2005},
  keywords = {},
  number = 2,
  pages = {1396--1432},
  publisher = {Institute of Mathematical Statistics},
  review = {- Auch zum Starten für weitere Suche - Es geht um die Bewertung von Amerikanischen Optionen - Man findet im 2. Abschnitt auch eine Reihe von alternativen Lösungen},
  timestamp = {2010-01-14T13:36:38.000+0100},
  title = {Monte Carlo Algorithms for Optimal Stopping and Statistical Learning},
  url = {http://www.jstor.org/stable/30038358},
  volume = 15,
  year = 2005
}

@article{bm2000,
  added-at = {2010-01-14T13:36:37.000+0100},
  author = {Bearden, J. Neil and Murphy, Ryan O.},
  biburl = {http://www.bibsonomy.org/bibtex/2e1ad1f92d684bb0d21cb4bb7fa55fbc1/enterldestodes},
  file = {:source/bearden_murphy_on_generalized_secretary_problems.pdf:PDF},
  interhash = {1098cf986c008bddb3af214a9e8d5167},
  intrahash = {e1ad1f92d684bb0d21cb4bb7fa55fbc1},
  keywords = {},
  timestamp = {2010-01-14T13:36:37.000+0100},
  title = {On Generalized Secretary Problems},
  url = {http://www.springerlink.com/content/q1gm6u85u737u212/},
  year = 2000
}

@article{1983,
  abstract = {The development of what has come to be known as the secretary problem is traced from its origins in the early 1960's. All published work to date on the problem and its extensions is reviewed. /// Ce resume trace le developpement des son origine pendant la premiere periode des annees 60 de ce qu'on appelle le probleme du secretaire. Il passe en revue tous les travaux sur ce probleme et ses extensions qui ont deja ete publies.},
  added-at = {2010-01-14T09:19:00.000+0100},
  author = {Freeman, P. R.},
  biburl = {http://www.bibsonomy.org/bibtex/2bdd2066734c03830aecf9b4b2210e010/enterldestodes},
  copyright = {Copyright © 1983 International Statistical Institute (ISI)},
  interhash = {dc591c4b10a751eda3a8302393708620},
  intrahash = {bdd2066734c03830aecf9b4b2210e010},
  issn = {03067734},
  journal = {International Statistical Review / Revue Internationale de Statistique},
  jstor_articletype = {primary_article},
  jstor_formatteddate = {Aug., 1983},
  keywords = {},
  number = 2,
  pages = {189--206},
  publisher = {International Statistical Institute (ISI)},
  timestamp = {2010-01-14T09:19:00.000+0100},
  title = {The Secretary Problem and Its Extensions: A Review},
  url = {http://www.jstor.org/stable/1402748},
  volume = 51,
  year = 1983
}

@article{gm66,
  abstract = {The classical dowry, secretary, or beauty contest problem is extended in several directions. In trying to find sequentially the maximum of a random sequence of fixed length, the chooser can have one or several choices (section 2), no information about the distribution of the values (section 2), or at the other extreme, full information about the distribution and the value of the observation itself (section 3). He can have an opponent who alters the properties of the sequence (section 4). The payoff function may be 0 or 1 (sections 2-4), or it may be the value of the observation itself as in certain investment problems (section 5). Both theoretical and numerical results are given for optimum and near optimum play.},
  added-at = {2010-01-14T09:15:59.000+0100},
  at = {2008-06-09 18:32:01},
  author = {Gilbert, John P. and Mosteller, Frederick},
  biburl = {http://www.bibsonomy.org/bibtex/21f22460f983c2c5e0398f8b197737437/enterldestodes},
  doi = {10.2307/2283044},
  interhash = {16cc075cbd53ea12f60c08091a0c2fe5},
  intrahash = {1f22460f983c2c5e0398f8b197737437},
  journal = {Journal of the American Statistical Association},
  keywords = {},
  number = 313,
  pages = {35--73},
  priority = {2},
  publisher = {American Statistical Association},
  review = {- Basis für die Informationssuche - Ausgearbeitet:},
  timestamp = {2010-01-14T09:15:59.000+0100},
  title = {Recognizing the Maximum of a Sequence},
  url = {http://dx.doi.org/10.2307/2283044},
  volume = 61,
  year = 1966
}

@article{rsp05,
  added-at = {2010-01-14T09:15:55.000+0100},
  author = {Franz Rothlauf, Daniel Schunk and Pfeiffer, Jella},
  biburl = {http://www.bibsonomy.org/bibtex/2c9ed76d255e9d89f2fff6106a7aa673d/enterldestodes},
  howpublished = {http://wi.bwl.uni-mainz.de/Dateien/workingpaper-decision-behavior.pdf},
  interhash = {71578e121c5839f00079f8da9d03227b},
  intrahash = {c9ed76d255e9d89f2fff6106a7aa673d},
  keywords = {},
  month = {January},
  review = {- Zum Weiterhanteln in Richtung Consumer Behaviour},
  timestamp = {2010-01-14T09:15:55.000+0100},
  title = {Classification of Human Decision Behavior: Finding Modular Decision Rules with Genetic Algorithms},
  year = 2005
}

@article{ferg1989,
  abstract = {In Martin Gardner's Mathematical Games column in the February 1960 issue of Scientific American, there appeared a simple problem that has come to be known today as the Secretary Problem, or the Marriage Problem. It has since been taken up and developed by many eminent probabilists and statisticians and has been extended and generalized in many different directions so that now one can say that it constitutes a "field" within mathematics-probability-optimization. The object of this article is partly historical (to give a fresh view of the origins of the problem, touching upon Cayley and Kepler), partly review of the field (listing the subfields of recent interest), partly serious (to answer the question posed in the title), and partly entertainment. The contents of this paper were first given as the Allen T. Craig lecture at the University of Iowa, 1988.},
  added-at = {2010-01-14T09:15:54.000+0100},
  author = {Ferguson, Thomas S.},
  biburl = {http://www.bibsonomy.org/bibtex/2001e714ef4d791d0057ba99ce705ec8d/enterldestodes},
  copyright = {Copyright © 1989 Institute of Mathematical Statistics},
  interhash = {2e9d802b2fe1e4e0cd4ccd302554468f},
  intrahash = {001e714ef4d791d0057ba99ce705ec8d},
  issn = {08834237},
  journal = {Statistical Science},
  jstor_articletype = {primary_article},
  jstor_formatteddate = {Aug., 1989},
  keywords = {},
  number = 3,
  pages = {282--289},
  publisher = {Institute of Mathematical Statistics},
  timestamp = {2010-01-14T09:15:54.000+0100},
  title = {Who Solved the Secretary Problem?},
  url = {http://www.jstor.org/stable/2245639},
  volume = 4,
  year = 1989
}

@article{sabherwal2008,
  abstract = {Abstract:

Purpose – The purpose of this paper is to examine stocks that are most actively discussed by online posters and see if the messages posted about these stocks have information or if they are just noise.
Design/methodology/approach – This study uses messages posted on TheLion.com, which reports a real time list of the ten most actively discussed stocks. The stocks in this list at the daily market close during 2005-2006 are examined. An event study is performed to estimate the daily abnormal returns on these stocks. Contemporaneous and lead–lag regressions of abnormal returns against message posting activities are performed.
Findings – Online posters prefer thinly traded micro-cap stocks. On average, there is an abnormal return of 19.4 per cent on a stock the day it is one of the ten most talked about stocks. The number of messages posted about a stock on a given day is not only positively related with the stock's abnormal return on that day but it also positively predicts the next day's abnormal return.
Research limitations/implications – It may be interesting to examine if the investor sentiment expressed in online messages has predictive power for micro-cap stocks.
Practical implications – The results provide evidence to regulators that online talk affects stock prices. They show investors that there are inefficiencies in the stock market. They also suggest that corporate managers, especially of small firms, should monitor the stock message boards.
Originality/value – This study focuses on the micro-cap stocks favored by online posters and finds that online talk has the power to predict the next-day returns.
},
  added-at = {2009-03-03T13:53:18.000+0100},
  author = {Sabherwal, Ying Zhang Sanjiv},
  biburl = {http://www.bibsonomy.org/bibtex/27e7ad81c587fd53bc83fd978392633f8/enterldestodes},
  interhash = {0446eb02bc49727e882905a6bd033802},
  intrahash = {7e7ad81c587fd53bc83fd978392633f8},
  keywords = {d3},
  timestamp = {2009-03-03T13:53:18.000+0100},
  title = {Online talk: does it matter?},
  year = 2008
}

@article{fanga2007,
  abstract = {We examine the relation between media coverage and the cross-sectional dispersion of stock
returns. We find a significant return premium on stocks with no media coverage: On average,
these stocks out-perform stocks with high media coverage by 0.23% per month, after accounting
for market, size, book-to-market, momentum, and liquidity. For small stocks, stocks with low
analyst following, and stocks primarily owned by individuals, the risk-adjusted return premium
is 0.65%-1% per month. These findings support the notion that information affects the cross-
sectional dispersion of returns as in the models of Merton (1987) and Easley and O’Hara (2004).
Liquidity and investor behavior, however, do not explain this return premium.
},
  added-at = {2009-03-03T13:34:44.000+0100},
  author = {Fanga, Joel Peress Lily},
  biburl = {http://www.bibsonomy.org/bibtex/2562e2d68ffd0b8d48ba327adf39da8c2/enterldestodes},
  interhash = {3728a3c121b3c71e51825778111fad9b},
  intrahash = {562e2d68ffd0b8d48ba327adf39da8c2},
  keywords = {d3},
  timestamp = {2009-03-03T13:34:44.000+0100},
  title = {Media Coverage and the Cross-Section of Stock Returns},
  year = 2007
}

@book{schmeling2007,
  abstract = {Finanzmärkte spielen eine zentrale Rolle in modernen Volkswirtschaften und sind
daher Gegenstand unzähliger theoretischer und empirischer Untersuchungen. Dennoch
können die bisherigen Ansätze im Rahmen des neoklassischen, rationalen Theoriegebäudes
das Geschehen auf Finanzmärkten weder erklären noch prognostizieren. Daher wurden in der
jüngeren Vergangenheit neue Theorien im Feld "Behavioral Finance" entwickelt, die zum
Ziel haben, das Verhalten von Investoren auf Finanzmärkten realistischer zu modellieren und
vom Ideal eines vollkommen rationalen Investors - angesichts psychologischer und
informatorischer Beschränkungen - abzurücken.
Die fünf Kapitel dieser Dissertation beinhalten empirische Tests von grundlegenden
Erkenntnissen der Behavioral Finance und untersuchen, ob die Annahme irrationaler oder
beschränkt rationaler Investoren sinnvoll ist, um Finanzmarktprozesse und das beobachtete
Verhalten von Investoren zu verstehen.
Hinsichtlich der Ergebnisse können zwei zentrale Schlussfolgerungen gezogen
werden. Erstens wird gezeigt, dass nicht-rationale Entscheidungsprozesse einen signifikanten
Einfluss auf Finanzmarktbewegungen und Investorenverhalten ausüben. Dieses Ergebnis zieht
sich durch alle fünf Kapitel der Arbeit und zeigt sich in der Prognosekraft von
Investorenstimmungen für zukünftige, langfristige Renditen, der empirischen Erklärungskraft
von Kurzfristorientierung und Verlustaversion für das Verhalten von erwarteten
Querschnittsrenditen und den systematischen Verzerrungen im Anlageverhalten von
institutionellen Investoren und Privatanlegern.
Eine zweite Schlussfolgerung betrifft die Rolle von institutionellen und privaten
Anlegern. Wie die empirischen Ergebnisse dieser Arbeit zeigen, verhalten sich diese beiden
Gruppen von Marktteilnehmern signifikant unterschiedlich. Während institutionelle Anleger
dem Ideal des rationalen Investors deutlich näher kommen, unterliegen private Anleger
stärker systematisch verzerrtem Verhalten und stellen durch ihr Verhalten tendenziell ein
Hindernis für effiziente Märkte dar.
Schlagwörter: Vermögenspreise, Behavioral Finance, Erwartete Renditen, Verlustaversion
},
  added-at = {2009-03-03T12:58:16.000+0100},
  annote = {VIII, 134 Bl.},
  author = {Schmeling, {Maik}},
  biburl = {http://www.bibsonomy.org/bibtex/23a839ad762a8df52402aa3bf02302c2e/enterldestodes},
  description = {imported},
  interhash = {f0a7429ff1188f283365ba8e09b0e931},
  intrahash = {3a839ad762a8df52402aa3bf02302c2e},
  keywords = {d3},
  timestamp = {2009-03-03T12:58:16.000+0100},
  title = {An empirical analysis of behavioral finance theories in international equity markets},
  url = {http://gso.gbv.de/DB=2.1/CMD?ACT=SRCHA&SRT=YOP&IKT=1016&TRM=ppn+551418273&sourceid=fbw_bibsonomy},
  year = 2007
}

@article{schmitz2007,
  abstract = {In this paper we present results from an event study based on a unique data set of corporate news
in the media. The data is provided by Media Tenor, a research institute which collects and rates
all corporate news from the most important German daily newspapers and TV news. Our analysis
is based on roughly 300,000 corporate news on 125 large- and medium-sized companies in 5 large
daily newspapers and 7 TV news shows from Germany between July 1998 and October 2006. Since
analysts rate the news, we have an exogenous measure whether news are good or bad news for a
company. Based on this data we can show that the incorporation of information in prices is fairly
fast. The main price reaction occurs on the day of the arrival of the new information. This price
jump is especially large if the news coverage in the media is accompanied by ad hoc announcements
made by the corporation itself. While there is only a very short-term post-event drift after good news,
prices tend to drift for several days after bad news. The post-event trading volume is significantly
higher than before the news for several days for good as well as bad news. To provide a test of the
model of Hong and Stein (1999) we define several proxies for the speed of the information diffusion
through different investor groups. We find that for smaller companies with lower abnormal media
coverage the information diffusion is indeed slower, as predicted by theory. We further combine the
media coverage data with individual investors transaction data in stocks and bank-issued warrants
from a large German online broker. Our results indicate that individual investors, especially stock
investors, as compared to warrant investors, react slower to new information as the market does. A
tendency to react to bad news by buying put warrants, because selling stocks short was impossible
for private investors during our sample period, could not be observed.
},
  added-at = {2009-03-03T12:54:50.000+0100},
  author = {Schmitz∗, Philipp},
  biburl = {http://www.bibsonomy.org/bibtex/2f6a10fc29661debb295a96f478343943/enterldestodes},
  interhash = {8de0eac18df84eeabf8e9386fec152ab},
  intrahash = {f6a10fc29661debb295a96f478343943},
  keywords = {d3},
  timestamp = {2009-03-03T12:54:50.000+0100},
  title = {Market and Individual Investors Reactions to Corporate News in the Media},
  year = 2007
}

@article{myaew2008,
  abstract = {Abstract
In this study, we measure managerial affective states during earnings conference calls by
analyzing conference call audio files using vocal emotion analysis software. We hypothesize and
find that negative affect displayed by managers discussing their firms’ results and prospects is
informative about the firm’s financial future. In particular, we find that managers exhibiting
negative affect are less likely to meet or beat earnings expectations over each of the three
subsequent quarters. However, market participants do not immediately impound these
implications. Negative affect is not associated with analyst forecast revisions of next quarter’s
earnings. Over the subsequent 180 trading days, cumulative abnormal returns are negatively
associated with negative affect, revealing that the market eventually impounds the implications
of negative affect into price. Together our findings suggest that vocal cues contain useful
information about firms’ fundamentals, incremental to, and of comparable magnitude to,
qualitative information conveyed by the linguistic content.
},
  added-at = {2009-03-03T12:52:13.000+0100},
  author = {Mayew, Mohan Venkatachalam William J.},
  biburl = {http://www.bibsonomy.org/bibtex/21bb9e10c609dea18cda0bcc08bc2ed8a/enterldestodes},
  interhash = {5052a15a7e453a1573a63f4ffafbab39},
  intrahash = {1bb9e10c609dea18cda0bcc08bc2ed8a},
  keywords = {d3},
  timestamp = {2009-03-03T12:52:13.000+0100},
  title = {The Power of Voice: Managerial Affective States and Future Firm Performance},
  year = 2008
}

@inproceedings{conf/isi/ZhouMWG08,
  added-at = {2009-03-03T12:49:31.000+0100},
  author = {Zhou, Yingjie and Magdon-Ismail, Malik and Wallace, William A. and Goldberg, Mark},
  biburl = {http://www.bibsonomy.org/bibtex/2838085ef04c30731aaa9dc4cfaf95292/enterldestodes},
  booktitle = {ISI Workshops},
  crossref = {conf/isi/2008w},
  date = {2008-06-16},
  description = {dblp},
  editor = {Yang, Christopher C. and Chen, Hsinchun and Chau, Michael and Chang, Kuiyu and Lang, Sheau-Dong and Chen, Patrick S. and Hsieh, Raymond and Zeng, Daniel and Wang, Fei-Yue and Carley, Kathleen M. and Mao, Wenji and Zhan, Justin},
  ee = {http://dx.doi.org/10.1007/978-3-540-69304-8_33},
  interhash = {85cfb23ccb9180abe93cd4037f71b4ed},
  intrahash = {838085ef04c30731aaa9dc4cfaf95292},
  isbn = {978-3-540-69136-5},
  keywords = {d3},
  pages = {331-342},
  publisher = {Springer},
  series = {Lecture Notes in Computer Science},
  timestamp = {2009-03-03T12:49:31.000+0100},
  title = {A Generative Model for Statistical Determination of Information Content from Conversation Threads.},
  url = {http://dblp.uni-trier.de/db/conf/isi/isiw2008.html#ZhouMWG08},
  volume = 5075,
  year = 2008
}

@inproceedings{conf/kes/TakahashiTTT06,
  added-at = {2009-03-03T12:48:38.000+0100},
  author = {Takahashi, Satoru and Takahashi, Masakazu and Takahashi, Hiroshi and Tsuda, Kazuhiko},
  biburl = {http://www.bibsonomy.org/bibtex/2f58d10d12aa8d00b98ad81be20680183/enterldestodes},
  booktitle = {KES (2)},
  crossref = {conf/kes/2006-2},
  date = {2006-11-15},
  description = {dblp},
  editor = {Gabrys, Bogdan and Howlett, Robert J. and Jain, Lakhmi C.},
  ee = {http://dx.doi.org/10.1007/11893004_40},
  interhash = {a61ea349a4dbf198272cf77124e56157},
  intrahash = {f58d10d12aa8d00b98ad81be20680183},
  isbn = {3-540-46537-5},
  keywords = {d3},
  pages = {310-316},
  publisher = {Springer},
  series = {Lecture Notes in Computer Science},
  timestamp = {2009-03-03T12:48:38.000+0100},
  title = {Analysis of Stock Price Return Using Textual Data and Numerical Data Through Text Mining.},
  url = {http://dblp.uni-trier.de/db/conf/kes/kes2006-2.html#TakahashiTTT06},
  volume = 4252,
  year = 2006
}

@article{mizrach2005,
  abstract = {We analyze the trading activity in an Internet chat room with approximately 1,300 participants.
Traders make posts in real time about their activities. We find these traders are more skilled than
retail investors analyzed in other studies. 55% make profits after transaction costs, and they earn
$153 per trade. Traders hold their winners 25% longer than their losers. They have statistically
significant α’s of 0.41% per day after controlling for the Fama-French factors and momentum. 38%
of profits persist in the next year. Traders improve their skill over time, earning an extra $189 per
month for each year of trading experience. They also gain expertise in trading particular stocks.
Traders who raise their Herfindahl index by 0.1 raise their profitability by $46 per trade. 42%
trade both long and short, with equal success rates, and almost double the profit per trade when
short.
},
  added-at = {2009-03-03T11:24:29.000+0100},
  author = {Mizrach, Susan Weerts Bruce},
  biburl = {http://www.bibsonomy.org/bibtex/20ab8485060fae67b8e89ad75af584591/enterldestodes},
  interhash = {db547df32201ef305be986608dc52494},
  intrahash = {0ab8485060fae67b8e89ad75af584591},
  keywords = {d3},
  timestamp = {2009-03-03T11:24:29.000+0100},
  title = {Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room},
  year = 2005
}

@inproceedings{conf/ht/ChoudhurySJS08a,
  abstract = {ABSTRACT
In this paper, we develop a simple model to study and analyze
communication dynamics in the blogosphere and use these
dynamics to determine interesting correlations with stock market
movement. This work can drive targeted advertising on the web as
well as facilitate understanding community evolution in the
blogosphere. We describe the communication dynamics by several
simple contextual properties of communication, e.g. the number
of posts, the number of comments, the length and response time of
comments, strength of comments and the different information
roles that can be acquired by people (early responders / late
trailers, loyals / outliers). We study a “technology-savvy”
community called Engadget (http://www.engadget.com). There
are two key contributions in this paper: (a) we identify
information roles and the contextual properties for four
technology companies, and (b) we model them as a regression
problem in a Support Vector Machine framework and train the
model with stock movements of the companies. It is interestingly
observed that the communication activity on the blogosphere has
considerable correlations with stock market movement. These
correlation measures are further cross-validated against two
baseline methods. Our results are promising yielding about 78%
accuracy in predicting the magnitude of movement and 87% for
the direction of movement.
},
  added-at = {2009-03-03T09:52:53.000+0100},
  author = {Choudhury, Munmun De and Sundaram, Hari and John, Ajita and Seligmann, Dorée D.},
  biburl = {http://www.bibsonomy.org/bibtex/287f74809a04b6de6a4cc7f34400d8bc9/enterldestodes},
  booktitle = {Hypertext},
  crossref = {conf/ht/2008},
  date = {2008-06-30},
  description = {dblp},
  editor = {Brusilovsky, Peter and Davis, Hugh C.},
  ee = {http://doi.acm.org/10.1145/1379092.1379106},
  interhash = {93724f712ac12828e64f6d5de04f790a},
  intrahash = {87f74809a04b6de6a4cc7f34400d8bc9},
  isbn = {978-1-59593-985-2},
  keywords = {d3},
  pages = {55-60},
  publisher = {ACM},
  timestamp = {2009-03-03T09:52:53.000+0100},
  title = {Can blog communication dynamics be correlated with stock market activity?},
  url = {http://dblp.uni-trier.de/db/conf/ht/ht2008.html#ChoudhurySJS08a},
  year = 2008
}