Thomas Renault

Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

106-112 Boulevard de l'hopital

106-112 Boulevard de l'Hôpital

Paris Cedex 13, 75647

France

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 28,157

SSRN RANKINGS

Top 28,157

in Total Papers Downloads

2,221

SSRN CITATIONS
Rank 11,642

SSRN RANKINGS

Top 11,642

in Total Papers Citations

96

CROSSREF CITATIONS

10

Scholarly Papers (8)

1.

Market Manipulation and Suspicious Stock Recommendations on Social Media

Number of pages: 42 Posted: 31 Jul 2017 Last Revised: 01 Apr 2018
Thomas Renault
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 897 (33,201)
Citation 8

Abstract:

Loading...

Asset Pricing, Market Manipulation, Social Media, Twitter

2.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 06 Apr 2021
Cathy Yi‐Hsuan Chen, Li Guo and Thomas Renault
University of Glasgow, Adam Smith Business School, Fudan University - School of Economics and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 386 (97,116)
Citation 7

Abstract:

Loading...

Cryptocurrency; Sentiment; Momentum, Return Predictability, Bitcoin

3.

Market Reaction to News and Investor Attention in Real Time

Number of pages: 50 Posted: 31 Jul 2017 Last Revised: 16 Aug 2017
Deniz Erdemlioglu, Roland L. Gillet and Thomas Renault
IESEG School of Management, LEM-CNRS 9221, France, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 376 (100,087)
Citation 1

Abstract:

Loading...

Investor attention, News announcements, Stock returns, High-frequency data, Big data, Volatility, Jumps, Social media, Textual analysis, Information retrieval

Economic Uncertainty Before and During the COVID-19 Pandemic

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-88
Number of pages: 25 Posted: 01 Jul 2020
Federal Reserve Banks - Federal Reserve Bank of AtlantaFederal Reserve Bank of Cleveland, Washington University in St. Louis - School of Law, ITAM - Business School, Stanford University - Department of Economics, Bank of England, Stanford University, University of Chicago, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Nottingham, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England and Bank of England - Monetary Analysis
Downloads 87 (362,752)
Citation 8

Abstract:

Loading...

forward-looking uncertainty measures, volatility, COVID-19, coronavirus

Economic Uncertainty Before and During the Covid-19 Pandemic

NBER Working Paper No. w27418
Number of pages: 26 Posted: 22 Jun 2020 Last Revised: 27 Jun 2021
Federal Reserve Banks - Federal Reserve Bank of AtlantaFederal Reserve Bank of Cleveland, Northwestern University, Kellogg School of Management, Department of Finance, Instituto Tecnológico Autónomo de México (ITAM), Stanford University - Department of Economics, Bank of England, Stanford University, University of Chicago, University of Nottingham - School of Economics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Nottingham, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 80 (382,041)

Abstract:

Loading...

Economic Uncertainty Before and During the Covid-19 Pandemic

Bank of England Working Paper No. 876
Number of pages: 25 Posted: 01 Jul 2020
Federal Reserve Banks - Federal Reserve Bank of AtlantaFederal Reserve Bank of Cleveland, affiliation not provided to SSRN, Instituto Tecnológico Autónomo de México (ITAM), Stanford University - Department of Economics, Bank of England, Stanford University, University of Chicago, University of Nottingham - School of Economics, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Federal Reserve Banks - Federal Reserve Bank of Dallas, University of Nottingham, Federal Reserve Banks - Federal Reserve Bank of Atlanta, Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Bank of England and London School of Economics & Political Science (LSE) - London School of Economics
Downloads 44 (515,113)
Citation 4

Abstract:

Loading...

Forward-looking uncertainty measures, volatility, Covid-19, coronavirus

5.

Words are Not All Created Equal: A New Measure of ECB Communication

Number of pages: 54 Posted: 05 Jun 2017
Matthieu Picault and Thomas Renault
University of Orleans - Laboratoire d'économie d'Orléans and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 173 (217,045)
Citation 13

Abstract:

Loading...

ECB, central banking, textual analysis, monetary policy, stock market volatility, interest rates, Taylor rule

6.

When Machines Read the Web: Market Efficiency and Costly Information Acquisition at the Intraday Level

Number of pages: 45 Posted: 04 Jun 2018 Last Revised: 31 Mar 2019
Roland L. Gillet and Thomas Renault
Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 117 (295,735)

Abstract:

Loading...

Market Efficiency, Intraday Analysis, Costly Information Acquisition, Event-Study, Twitter, Short-Seller

7.

Media Sentiment on Monetary Policy: Determinants and Relevance for Inflation Expectations

Number of pages: 41 Posted: 23 Oct 2020
Matthieu Picault, Julien Pinter and Thomas Renault
University of Orleans - Laboratoire d'économie d'Orléans, Charles University - Institute of Economic Studies and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 61 (437,670)

Abstract:

Loading...

central bank communication, European Central Bank, textual analysis, inflation expectations, media sentiment

8.

Intraday Online Investor Sentiment and Return Patterns in the U.S. Stock Market

Journal of Banking and Finance, Forthcoming
Posted: 01 Aug 2017
Thomas Renault
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)

Abstract:

Loading...

Asset Pricing, Investor Sentiment, Intraday Return Predictability, Textual Analysis, Machine Learning, Social Media