Paper Citation Record · LEDGER

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums

As of 15 August 2026, this Paper Citation Record lists 27 of 27 outbound references and 1 inbound Pith citation observation for arXiv:2502.05403.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2502.05403 v1

Coverage vector

measured 27 of 27 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-08T19:34:08.356059Z

measured 28 of 28 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-15T06:32:42.880941+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-08-08T19:34:08.356059Z

measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: pith, observed 2026-08-08T19:34:08.403382Z

Reference resolution

27 of 27 outbound references displayed

verified exact10
verified fuzzy9
unresolved4
parse uncertain0
malformed identifier0
metadata mismatch4

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 9995076b-6fae-4308-89be-9c58861b5501 · outbound

This paper cites Evaluating Impact of Social Me- dia Posts by Executives on Stock Prices.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Evaluating Impact of Social Me- dia Posts by Executives on Stock Prices

Reference 1

Resolution: metadata mismatch; raw_fallback, observed 2026-08-08T19:34:08.817719Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 11ef1c8e-b0aa-4456-aa04-88a98381234b · outbound

This paper cites FinReport: Explainable Stock Earnings Fore- casting via News Factor Analyzing Model.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums FinReport: Explainable Stock Earnings Fore- casting via News Factor Analyzing Model

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-08T19:34:08.258747Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 53333e2a-e303-4159-848f-f29a7ef216a7 · outbound

This paper cites Constructing Financial Sentimental F actors in Chinese Market Using Natural Language Pro- cessing.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Constructing Financial Sentimental F actors in Chinese Market Using Natural Language Pro- cessing

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.923594Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 656386b5-057c-4e38-90da-2129a8f40db9 · outbound

This paper cites an unresolved cited work.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Unresolved cited work

Reference 4

Resolution: unresolved; no resolver link, observed 2026-08-08T19:34:08.270447Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a636fd98-2c70-4b3e-9323-93cc988993dd · outbound

This paper cites Twitter mood predicts the stock market.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Twitter mood predicts the stock market

Reference 5

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.683962Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation d706062a-fe41-423f-ac04-b564a2af5539 · outbound

This paper cites Sentiment Analysis of Twitter Data for Predicting Stock Market Movements.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Sentiment Analysis of Twitter Data for Predicting Stock Market Movements

Reference 6

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.670358Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 9c08152d-7860-45ca-a50e-4c8e7c80bfc1 · outbound

This paper cites Stock movemen t prediction from tweets and historical prices.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Stock movemen t prediction from tweets and historical prices

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.913231Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 186a0503-ab7d-4e72-abaf-031c30ca5a48 · outbound

This paper cites an unresolved cited work.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Unresolved cited work

Reference 9

Resolution: unresolved; raw_fallback, observed 2026-08-08T19:34:08.902527Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 28a1cead-7398-415e-aec0-5a7075802a96 · outbound

This paper cites Leveraging Large Language Models to Detect Influence Campaigns in Social Media.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Leveraging Large Language Models to Detect Influence Campaigns in Social Media

Reference 10

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.643923Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation ce901843-5d4a-4b28-a693-0a9c38eb04dc · outbound

This paper cites Predicting the Ef fects of News Sentiments on the Stock Market.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Predicting the Ef fects of News Sentiments on the Stock Market

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.892514Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation c02636f9-e721-4d7a-b891-6ae61b3e9af0 · outbound

This paper cites BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights

Reference 12

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.550425Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation c459ce00-f56e-4fcc-9d1b-2421e4eb864d · outbound

This paper cites Constructing Trading Str ategy Ensembles by Classifying Market States.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Constructing Trading Str ategy Ensembles by Classifying Market States

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.882205Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 4fd90aaf-d43b-438d-8637-8bba7566f0c8 · outbound

This paper cites Taureau: A Stock Market Movement Infer ence Framework Based on Twitter Sentiment Analysis.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Taureau: A Stock Market Movement Infer ence Framework Based on Twitter Sentiment Analysis

Reference 14

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.871398Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 8d6e2fb5-6ab3-464c-8424-b46e704a9b70 · outbound

This paper cites Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Stock Movement and Volatility Prediction from Tweets, Macroeconomic Factors and Historical Prices

Reference 15

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.522006Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 0e6ea8a8-fa37-4427-8808-d2dd0d5c9f75 · outbound

This paper cites Sentim ent Analysis of Twitter Data for Pre- dicting Stock Market Movements.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Sentim ent Analysis of Twitter Data for Pre- dicting Stock Market Movements

Reference 16

Resolution: metadata mismatch; raw_fallback, observed 2026-08-08T19:34:08.507832Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 65ed5af1-7eda-485b-9e66-dfad55f1f465 · outbound

This paper cites Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Astock: A New Dataset and Automated Stock Trading based on Stock-specific News Analyzing Model

Reference 17

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.439428Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation b64d7999-2a13-40b7-b630-14de1ac30f6c · outbound

This paper cites Papers with Code, 2024.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Papers with Code, 2024

Reference 18

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.860376Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation c215e53f-e65e-493f-85a3-aa335681cad7 · outbound

This paper cites Using Twitter Attribute Information to Predict Stock Prices.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Using Twitter Attribute Information to Predict Stock Prices

Reference 19

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.425109Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation ad571c5c-a7c6-4460-acbb-3de89645ba92 · outbound

This paper cites XLM-T: Multilingual Language Models in Twitter for Sentiment Analysis and Beyond.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums XLM-T: Multilingual Language Models in Twitter for Sentiment Analysis and Beyond

Reference 20

Resolution: unresolved; no resolver link, observed 2026-08-08T19:34:08.340981Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 9f187df7-8522-4c95-b070-8862a031bfd9 · outbound

This paper cites A subreddit focused on stock market di scussions, particularly related to high-risk retail investing and market sentiment.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums A subreddit focused on stock market di scussions, particularly related to high-risk retail investing and market sentiment

Reference 21

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.849793Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 1a96ea82-7403-4f6b-8d45-21e530923cf0 · outbound

This paper cites A subreddit dedi cated to discussions on stock market investing and trading strategies.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums A subreddit dedi cated to discussions on stock market investing and trading strategies

Reference 22

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.839636Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation a955ee09-6f08-4368-bf89-a78903bc4bd2 · outbound

This paper cites A platform providing comprehensive insig hts into stock market data and earnings reports.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums A platform providing comprehensive insig hts into stock market data and earnings reports

Reference 23

Resolution: verified fuzzy; raw_fallback, observed 2026-08-08T19:34:08.829368Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation b6f1be76-8a74-4f6d-b434-8cacb9cf67e9 · outbound

This paper cites Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums

Reference 24

Resolution: metadata mismatch; local_arxiv, observed 2026-08-08T19:34:08.409651Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 983fddf6-9c03-4c97-8325-911a663ba3f8 · outbound

This paper cites Constructing Financial Sentimental Factors in Chinese Market Using Natural Language Processing.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Constructing Financial Sentimental Factors in Chinese Market Using Natural Language Processing

Reference 2018

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.697628Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 08422b79-d86a-4b5c-b5eb-25d5ed4f742c · outbound

This paper cites Constructing trading strategy ensembles by classifying market states.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums Constructing trading strategy ensembles by classifying market states

Reference 2020

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.657080Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 73958dfe-630f-46ad-8444-5f8e8109413c · outbound

This paper cites Taureau: A Stock Market Movement Inference Framework Based on Twitter Sentiment Analysis.

Reference 2023

Resolution: verified exact; local_arxiv, observed 2026-08-08T19:34:08.536688Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Observation 16690058-0a70-44f6-aa5c-d342a6b5c148 · outbound

This paper cites https://doi.org/10.1109/BigData.2018.8621884.

Analyzing public sentiment to gauge key stock events and determine volatility in conjunction with time and options premiums https://doi.org/10.1109/BigData.2018.8621884

Reference 4710

Resolution: metadata mismatch; raw_fallback, observed 2026-08-08T19:34:08.630484Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-15T06:32:42.880941+00:00.

Pith citing papers

Observation b6f1be76-8a74-4f6d-b434-8cacb9cf67e9 · inbound