Publications Database

Welcome to the new Schulich Peer-Reviewed Publication Database!

The database is currently in beta-testing and will be updated with more features as time goes on. In the meantime, stakeholders are free to explore our faculty’s numerous works. The left-hand panel affords the ability to search by the following:

  • Faculty Member’s Name;
  • Area of Expertise;
  • Whether the Publication is Open-Access (free for public download);
  • Journal Name; and
  • Date Range.

At present, the database covers publications from 2012 to 2020, but will extend further back in the future. In addition to listing publications, the database includes two types of impact metrics: Altmetrics and Plum. The database will be updated annually with most recent publications from our faculty.

If you have any questions or input, please don’t hesitate to get in touch.

 

Search Results

Chengcheng Charlie Huang and Pauline Shum Nolan (2025). "Dumb Money? Social Network Attention Herding, Sentiment, and Markets", Journal of Finance and Data Science, 11, 100169.

Open Access Download

Keywords
Abstract Wallstreetbets (WSB) is the perfect echo chamber to study retail investor behaviour and markets. We introduce a direct measure of individual stock attention and the concept of forum-wide attention herding. We fine-tune a large language model to classify investor sentiment. We find that WSB sentiment is inversely related to the VIX. In general, more individual stock attention leads to more stock purchases, and sentiment is a contrarian predictor of future returns. However, when attention herds on a stock with high user engagement, trades peak but there is no reversal in returns. Finally, our monthly attention herding portfolio generates sizable alphas.