Typed states for the displayed outbound observations.
Source: paper_references, paper_reference_links, observed 2026-08-07T21:34:21.041829Z
Paper Citation Record · LEDGER
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock
As of 16 August 2026, this Paper Citation Record lists 46 of 46 outbound references and 0 inbound Pith citation observations for arXiv:2608.05899.
A citation records a reference. It does not transfer a finding from one paper to another.
Coverage vector
One-hop event checks from named stored sources.
Source: scholarly_work_events, retraction_status_cache, observed 2026-08-16T06:30:59.297886+00:00
Pith citing papers itemized under the disclosed page cap.
Source: paper_references, paper_reference_links
A source-named dated measurement, never combined with another source.
Source: cited_works
Reference resolution
46 of 46 outbound references displayed
- verified exact6
- verified fuzzy35
- unresolved5
- parse uncertain0
- malformed identifier0
- metadata mismatch0
External citation measurements
No source-named external measurement is stored.
Outbound references
Observation 6f5f370b-fa59-41b3-a894-7083283235ea · outbound
This paper cites Efficient capital markets: A review of theory and empirical work,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Efficient capital markets: A review of theory and empirical work,
Reference 1
- Resolution
- unresolved
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Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation cebcb2f9-a1f5-4e64-ae84-60f2366c359a · outbound
This paper cites NewsMTSC: A dataset for (multi-)target- dependent sentiment classification in political news articles,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock NewsMTSC: A dataset for (multi-)target- dependent sentiment classification in political news articles,
Reference 2
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.314209Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 79a3756e-ceaf-4bdb-bf84-c42b8d74c1ae · outbound
This paper cites Machine learning sen- timent analysis, COVID-19 news and stock market reactions,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Machine learning sen- timent analysis, COVID-19 news and stock market reactions,
Reference 3
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.301143Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5d88fd01-867a-4d5b-ae6c-3c71ae49681a · outbound
This paper cites Financial market sentiment and stock return during the COVID-19 pandemic,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Financial market sentiment and stock return during the COVID-19 pandemic,
Reference 4
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.287650Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0df61c34-7c4b-4119-a7e4-668d32f03b19 · outbound
This paper cites Feverish sentiment and global equity markets during the COVID-19 pandemic,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Feverish sentiment and global equity markets during the COVID-19 pandemic,
Reference 5
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.275554Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation c74e872c-14a8-453c-83d7-631e44382355 · outbound
This paper cites Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets,
Reference 6
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.263111Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 861eaede-520c-4e88-ad39-e87b474e1f55 · outbound
This paper cites Positive COVID-19 related sentiment, economic uncertainty and risk manage- ment implications,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Positive COVID-19 related sentiment, economic uncertainty and risk manage- ment implications,
Reference 7
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.251586Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a2fb3be9-66d0-4864-99b8-ea5e493be4a5 · outbound
This paper cites Economic news, social media sentiments, and stock returns: Which is a bigger driver?.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Economic news, social media sentiments, and stock returns: Which is a bigger driver?
Reference 8
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.228977Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation dd9d95e1-6ea5-4d6c-b6c1-4594c6bbafb0 · outbound
This paper cites Does it really pay off for investors to consider information from social media?.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Does it really pay off for investors to consider information from social media?
Reference 9
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.217688Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1e205824-dfdd-4da5-aa52-b10a65956c0c · outbound
This paper cites News vs. social media: Sentiment impact on stock performance of big tech companies,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock News vs. social media: Sentiment impact on stock performance of big tech companies,
Reference 10
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.204877Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 83c7f539-22f3-42a3-8025-09e90d507fac · outbound
This paper cites Investor attention and reaction in COVID- 19 crisis: sentiment analysis in the Indian stock market,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Investor attention and reaction in COVID- 19 crisis: sentiment analysis in the Indian stock market,
Reference 11
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.192490Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1f916624-feb6-43e7-b333-114aa6f341ef · outbound
This paper cites Does media sentiment affect stock prices? evidence from China’s STAR market,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Does media sentiment affect stock prices? evidence from China’s STAR market,
Reference 12
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.180829Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 78cfd5bf-bc09-4f51-bef0-e076848aaa93 · outbound
This paper cites The way digitalization is impacting international financial markets: Stock price synchronicity,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock The way digitalization is impacting international financial markets: Stock price synchronicity,
Reference 13
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.168804Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e6e9af5d-a191-497b-9047-e9096fa22a73 · outbound
This paper cites Firm-level investor sentiment and corporate announcement returns,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Firm-level investor sentiment and corporate announcement returns,
Reference 14
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.156989Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1bb33cc3-1caa-4b97-9bca-64cd69a3f5ac · outbound
This paper cites MulFSA: Multi-level Financial Sentiment Analysis Framework for Bond Market.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock MulFSA: Multi-level Financial Sentiment Analysis Framework for Bond Market
Reference 15
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T21:34:21.704236Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 053f9862-c3be-4349-9b2a-5eb531f73e65 · outbound
This paper cites Stock price prediction using FinBERT-enhanced sentiment with SHAP explainability and differential privacy,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Stock price prediction using FinBERT-enhanced sentiment with SHAP explainability and differential privacy,
Reference 16
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.145385Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6fb7de0e-2df4-4214-9802-d70457fdbf8c · outbound
This paper cites FinBERT: Financial Sentiment Analysis with Pre-trained Language Models.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock FinBERT: Financial Sentiment Analysis with Pre-trained Language Models
Reference 17
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T21:34:20.922878Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation c5bcba49-3d4c-4afe-840a-41a9a9716262 · outbound
This paper cites FinBERT: A pre- trained financial language representation model for financial text min- ing,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock FinBERT: A pre- trained financial language representation model for financial text min- ing,
Reference 18
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.134573Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation f079eb2b-bd99-4279-b205-576b9ef8b88f · outbound
This paper cites Advanced financial sentiment analysis using FinBERT to explore sen- timent dynamics,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Advanced financial sentiment analysis using FinBERT to explore sen- timent dynamics,
Reference 19
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.122144Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bfa8a912-2665-476e-b1c0-009bd40f25c4 · outbound
This paper cites FinEntity: Entity- level sentiment classification for financial texts,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock FinEntity: Entity- level sentiment classification for financial texts,
Reference 20
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.110191Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 29e1702e-ec85-454a-82cb-eb18704bedb8 · outbound
This paper cites Entity-level sentiment analysis (ELSA): An exploratory task survey,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Entity-level sentiment analysis (ELSA): An exploratory task survey,
Reference 21
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.096334Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation fd119adf-196d-4a6f-bdd6-e62567c76e2a · outbound
This paper cites A multi-source entity-level sentiment corpus for the finan- cial domain: the FinLin corpus,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock A multi-source entity-level sentiment corpus for the finan- cial domain: the FinLin corpus,
Reference 22
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.084755Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 644b79a4-ae56-43fa-9dde-e4a5f44b50ca · outbound
This paper cites Evaluating large language models for stance detection on financial targets from SEC filing reports and earnings call transcripts,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Evaluating large language models for stance detection on financial targets from SEC filing reports and earnings call transcripts,
Reference 23
- Resolution
- verified exact
- raw_fallback, observed 2026-08-07T21:34:21.674294Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e251b5a1-049f-4b85-aa65-b9fef3662bfc · outbound
This paper cites Beyond correlation: Refutation-validated aspect-based sentiment analysis for explainable energy market returns,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Beyond correlation: Refutation-validated aspect-based sentiment analysis for explainable energy market returns,
Reference 24
- Resolution
- verified exact
- raw_fallback, observed 2026-08-07T21:34:21.590517Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation bed3831b-3f0b-4001-ad1b-e4fdef1016e0 · outbound
This paper cites Are ChatGPT and GPT-4 general-purpose solvers for financial text analytics? a study on several typical tasks,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Are ChatGPT and GPT-4 general-purpose solvers for financial text analytics? a study on several typical tasks,
Reference 25
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.071753Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b0070528-d6f1-425d-a444-3a8d6556dc6b · outbound
This paper cites Large language models in finance : what is financial sentiment?.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Large language models in finance : what is financial sentiment?
Reference 26
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T21:34:21.506717Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation b2ae1559-3aed-46bd-ac1e-805839fa1c5b · outbound
This paper cites Reasoning or overthinking: Evaluating large language models on financial sentiment analysis,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Reasoning or overthinking: Evaluating large language models on financial sentiment analysis,
Reference 27
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.057457Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1cd3cf08-dd70-4481-81cb-c03bed00d49a · outbound
This paper cites Can AI Read Between The Lines? Benchmarking LLMs On Financial Nuance.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Can AI Read Between The Lines? Benchmarking LLMs On Financial Nuance
Reference 28
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T21:34:21.490657Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 5d99a096-9e73-416b-9c02-da9392d443ec · outbound
This paper cites Prompt Sentiment: The Catalyst for LLM Change.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Prompt Sentiment: The Catalyst for LLM Change
Reference 29
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T21:34:20.974056Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 09fd617e-1c47-4077-8907-ecfb1e07f2b5 · outbound
This paper cites Fin-Bias: Comprehensive Evaluation for LLM Decision-Making under human bias in Finance Domain.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Fin-Bias: Comprehensive Evaluation for LLM Decision-Making under human bias in Finance Domain
Reference 30
- Resolution
- verified exact
- local_arxiv, observed 2026-08-07T21:34:21.462419Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 1de9ba9e-4e11-4ec8-8003-9434e61e2225 · outbound
This paper cites Look-Ahead-Bench: a standardized benchmark of look-ahead bias in point-in-time LLMs for finance,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Look-Ahead-Bench: a standardized benchmark of look-ahead bias in point-in-time LLMs for finance,
Reference 31
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T21:34:20.982483Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation 7daf55f2-17db-473e-8088-18f19c8f9b07 · outbound
This paper cites Fake date tests: Can we trust in-sample accuracy of LLMs in macroeconomic forecasting?.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Fake date tests: Can we trust in-sample accuracy of LLMs in macroeconomic forecasting?
Reference 32
- Resolution
- unresolved
- no resolver link, observed 2026-08-07T21:34:20.986076Z
Source-reported events for the cited work
Unavailable: canonical work link unavailable.
Observation aa550487-e901-4192-9ff9-2c4df59889c2 · outbound
This paper cites Incorporating stock market signals for Twitter stance detection,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Incorporating stock market signals for Twitter stance detection,
Reference 33
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:22.000631Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 7fc7141d-8cd1-4cf5-badb-94dc72e55c21 · outbound
This paper cites Examining time-varying causality: investor sentiment and asset spreads across COVID and Ukraine war periods,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Examining time-varying causality: investor sentiment and asset spreads across COVID and Ukraine war periods,
Reference 34
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.972457Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 931d4f62-2b77-4acf-99c4-3151d93ab702 · outbound
This paper cites Investor sentiments and stock markets during the COVID-19 pandemic,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Investor sentiments and stock markets during the COVID-19 pandemic,
Reference 35
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.959702Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 0cdd6280-67f0-43ac-ad15-adc5a3c2ce0b · outbound
This paper cites News and markets in the time of COVID-19,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock News and markets in the time of COVID-19,
Reference 36
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.947096Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation a67e504d-f574-4411-944e-327f317f5bc7 · outbound
This paper cites Firm level return–volatility analysis using dynamic panels,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Firm level return–volatility analysis using dynamic panels,
Reference 37
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.934619Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 92d1c5b6-b9a1-48b2-a8c4-6b979da883e0 · outbound
This paper cites Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter,
Reference 38
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.921520Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 3a9d8cf9-ef9d-4b3d-a02f-5f5201ba9189 · outbound
This paper cites Impact of COVID-19 on stock indices volatility: Long-memory persistence, structural breaks, or both?.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Impact of COVID-19 on stock indices volatility: Long-memory persistence, structural breaks, or both?
Reference 39
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.869962Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation ebee71e2-4211-4430-be88-11bb0048f3c9 · outbound
This paper cites Structural breaks in interactive effects panels and the stock market reaction to COVID-19,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Structural breaks in interactive effects panels and the stock market reaction to COVID-19,
Reference 40
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.808808Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation dd14c68c-b099-4976-b78c-1b842c7d023c · outbound
This paper cites Multiple structural breaks in interactive effects panel data models,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Multiple structural breaks in interactive effects panel data models,
Reference 41
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.786565Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation e66a0f35-3d76-4ba3-8bf1-27a7d46bfb70 · outbound
This paper cites Testing and estimating structural breaks in time series and panel data in Stata,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Testing and estimating structural breaks in time series and panel data in Stata,
Reference 42
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.772695Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 4c296bce-78d4-479c-abc3-15a671f9b4b2 · outbound
This paper cites Estimation of panel group structure models with structural breaks in group memberships and coefficients,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Estimation of panel group structure models with structural breaks in group memberships and coefficients,
Reference 43
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.760521Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 35610969-3d1f-40d8-8a9f-53672d3a4e09 · outbound
This paper cites Discovering what mattered: Detecting unknown treatment as breaks in panel models,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Discovering what mattered: Detecting unknown treatment as breaks in panel models,
Reference 44
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.748156Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 6e967d8a-40c5-4bf4-b726-75ce8de88cba · outbound
This paper cites Vector autoregressive-based Granger causality test in the presence of instabilities,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Vector autoregressive-based Granger causality test in the presence of instabilities,
Reference 45
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.734803Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Observation 70231382-070a-4e60-a90a-e99bd91cc62d · outbound
This paper cites Disaster resilience and asset prices,.
Quantitative Analysis of Media Bias and Stock Price Dynamics: The 2020 Shock Disaster resilience and asset prices,
Reference 46
- Resolution
- verified fuzzy
- raw_fallback, observed 2026-08-07T21:34:21.720880Z
Source-reported events for the cited work
No event found in the named queried sources as of 2026-08-16T06:30:59.297886+00:00.
Pith citing papers
No inbound Pith citation observations are available.