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

6

DOWNLOADS
Rank 42,116

SSRN RANKINGS

Top 42,116

in Total Papers Downloads

1,011

SSRN CITATIONS

3

CROSSREF CITATIONS

4

Scholarly Papers (6)

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 413 (70,720)
Citation 3

Abstract:

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Asset Pricing, Market Manipulation, Social Media, Twitter

2.

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 307 (99,214)

Abstract:

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

3.

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 123 (230,892)
Citation 4

Abstract:

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

4.

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 90 (286,296)

Abstract:

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

5.

What Makes Cryptocurrencies Special? Investor Sentiment and Return Predictability During the Bubble

Number of pages: 36 Posted: 28 Jun 2019 Last Revised: 12 Jul 2019
University of Glasgow, Adam Smith Business School, affiliation not provided to SSRN, Singapore Management University, Lee Kong Chian School of Business and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 78 (312,453)
Citation 3

Abstract:

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Cryptocurrency; Sentiment; Bubble; Return Predictability

6.

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:

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