Zachary McGurk

Personal Details

First Name:	Zachary
Middle Name:
Last Name:	McGurk
Suffix:
RePEc Short-ID:	pmc332
Terminal Degree:	2016 Department of Economics; College of Business and Economics; West Virginia University (from RePEc Genealogy)

Affiliation

Economics and Finance Department
Canisius College

Buffalo, New York (United States)
http://www.canisius.edu/ecofin/
RePEc:edi:efcanus (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Zachary McGurk & Adam Nowak & Joshua C. Hall, 2020. "Stock returns and investor sentiment: textual analysis and social media," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(3), pages 458-485, July.
   • Zachary McGurk & Adam Nowak & Joshua C. Hall, 2019. "Stock Returns and Investor Sentiment: Textual Analysis and Social Media," Working Papers 19-03, Department of Economics, West Virginia University.

   Cited by:

   1. Monica Martinez-Blasco & Vanessa Serrano & Francesc Prior & Jordi Cuadros, 2023. "Analysis of an event study using the Fama–French five-factor model: teaching approaches including spreadsheets and the R programming language," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-34, December.
   2. Zeitun, Rami & Rehman, Mobeen Ur & Ahmad, Nasir & Vo, Xuan Vinh, 2023. "The impact of Twitter-based sentiment on US sectoral returns," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
   3. Runmei Luo & Yong Ye, 2024. "Pressure from words: The tone of investors in Chinese earnings communication conferences and managerial myopia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 833-868, March.
   4. John Garcia, 2021. "Analyst herding and firm-level investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(4), pages 461-494, December.
   5. Wenbo Ma & Xinjie Wang & Yuan Wang & Ge Wu, 2021. "Measuring misleading information in IPO prospectuses," Review of Quantitative Finance and Accounting, Springer, vol. 57(3), pages 819-843, October.
   6. Chen, Ting-Hsuan & Liu, Shih-Ching & Wu, Chia-Hui, 2024. "The influence of CEO ethics on climate change policy from the perspective of utilitarianism and deontology," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
   7. Wang, Gaoshan & Yu, Guangjin & Shen, Xiaohong, 2021. "The effect of online environmental news on green industry stocks: The mediating role of investor sentiment," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
   8. Mitashi Sinha & Ritvika Jalan & Rohini Singh, 2020. "Investigating the financial impact of coronavirus on leading stock indices," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 11(3), pages 08-22, September.
   9. Zongwu Cai & Pixiong Chen, 2022. "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202216, University of Kansas, Department of Economics, revised Nov 2022.
   10. Eryka Probierz & Adam Galuszka & Katarzyna Klimczak & Karol Jedrasiak & Tomasz Wisniewski & Tomasz Dzida, 2021. "Financial Sentiment on Twitter's Community and it's Connection to Polish Stock Market Movements in Context of Behavior Modelling," European Research Studies Journal, European Research Studies Journal, vol. 0(4B), pages 56-65.
   11. David Kuo Chuen Lee & Chong Guan & Yinghui Yu & Qinxu Ding, 2024. "A Comprehensive Review of Generative AI in Finance," FinTech, MDPI, vol. 3(3), pages 1-19, September.
   12. Marco Caiffa & Vincenzo Farina & Lucrezia Fattobene, 2021. "CEO Duality: Newspapers and Stock Market Reactions," JRFM, MDPI, vol. 14(1), pages 1-18, January.
   13. Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024. "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
   14. Hyung Jong Na & Yong Ha Kim & Hyun Jin Jo, 2023. "The Impact of YouTube on Present and Future Firm Value: Using Unstructured Text Analysis," Sustainability, MDPI, vol. 15(5), pages 1-19, February.
   15. Amir Fekrazad & Syed M. Harun & Naafey Sardar, 2022. "Social media sentiment and the stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(2), pages 397-419, April.
   16. Andrew Todd & James Bowden & Yashar Moshfeghi, 2024. "Text‐based sentiment analysis in finance: Synthesising the existing literature and exploring future directions," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 31(1), March.
   17. Aneeta Elsa Simon & Manu K.S., 2023. "Does Sentiments Impact the Returns of Commodity Derivatives? An Evidence from Multi-commodity Exchange India," Vision, , vol. 27(1), pages 79-92, February.
   18. Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022. "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).

2. McGurk, Zachary, 2020. "US real estate inflation prediction: Exchange rates and net foreign assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 75(C), pages 53-66.

   Cited by:

   1. Jiang, Yanhui & Qu, Bo & Hong, Yun & Xiao, Xiyue, 2024. "Dynamic connectedness of inflation around the world: A time-varying approach from G7 and E7 countries," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 111-125.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-FMK: Financial Markets (1) 2015-01-19

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