Paper Citation Record · LEDGER

The Hype Index: an NLP-driven Measure of Market News Attention

As of 22 August 2026, this Paper Citation Record lists 8 of 8 outbound references and 1 inbound Pith citation observation for arXiv:2506.06329.

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

pith.paper-citation-record.v1
2506.06329 v1

Coverage vector

measured 8 of 8 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-07T12:14:55.002168Z

measured 9 of 9 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-22T06:32:14.747728+00:00

measured 1 of 1 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links, observed 2026-06-29T13:58:27.276175Z

measured 0 of 1 external citation measurements

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

Source: arxiv_reference, observed 2026-06-29T14:03:29.562786Z

Reference resolution

8 of 8 outbound references displayed

verified exact2
verified fuzzy2
unresolved0
parse uncertain0
malformed identifier2
metadata mismatch2

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation e4a785ea-6261-474e-b103-d82f63ead3ff · outbound

This paper cites Measuring Geopolitical Risk.

The Hype Index: an NLP-driven Measure of Market News Attention Measuring Geopolitical Risk

Reference 1

Resolution: verified exact; doi, observed 2026-08-07T12:14:55.221529Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation d873c55c-03d2-472a-a308-b5a2a89a8d27 · outbound

This paper cites A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting.

The Hype Index: an NLP-driven Measure of Market News Attention A Hype-Adjusted Probability Measure for NLP Stock Return Forecasting

Reference 2

Resolution: metadata mismatch; raw_fallback, observed 2026-08-07T12:14:55.825658Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation cc58921d-4910-4862-a7ac-abef41eb7c3f · outbound

This paper cites Does the Stock Market Overreact?.

The Hype Index: an NLP-driven Measure of Market News Attention Does the Stock Market Overreact?

Reference 3

Resolution: verified exact; doi, observed 2026-08-07T12:14:55.112914Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 8d904da9-8f7e-4d1f-857f-3aa1479c5196 · outbound

This paper cites A sentiment analysis approach to the prediction of market volatil- ity.

The Hype Index: an NLP-driven Measure of Market News Attention A sentiment analysis approach to the prediction of market volatil- ity

Reference 4

Resolution: metadata mismatch; raw_fallback, observed 2026-08-07T12:14:55.631704Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 0bfbc1fa-dab9-4288-8363-38262c48c430 · outbound

This paper cites Does Unusual News Forecast Market Stress?.

The Hype Index: an NLP-driven Measure of Market News Attention Does Unusual News Forecast Market Stress?

Reference 5

Resolution: malformed identifier; doi_truncated, observed 2026-08-07T12:14:55.473478Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 82a989ec-5dd5-407f-b1d3-4c325eabc09b · outbound

This paper cites VADER: A Parsimonious Rule-based Model for Senti- ment Analysis of Social Media Text.

The Hype Index: an NLP-driven Measure of Market News Attention VADER: A Parsimonious Rule-based Model for Senti- ment Analysis of Social Media Text

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T12:14:56.048861Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 8e3f1188-1050-410b-a013-b32609573869 · outbound

This paper cites Martin.Speech and Language Processing: An Introduction to Natural Language Processing, Computational Linguistics, and Speech Recognition.

The Hype Index: an NLP-driven Measure of Market News Attention Martin.Speech and Language Processing: An Introduction to Natural Language Processing, Computational Linguistics, and Speech Recognition

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-07T12:14:55.937529Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.

Observation 02085942-4309-4bdd-80bf-832b6c873b0a · outbound

This paper cites Giving Content to Investor Sentiment: The Role of Media in the Stock Market.

The Hype Index: an NLP-driven Measure of Market News Attention Giving Content to Investor Sentiment: The Role of Media in the Stock Market

Reference 8

Resolution: malformed identifier; no resolver link, observed 2026-08-07T12:14:55.002168Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

Observation 0b3ee04e-39f8-4138-9f4c-78bd619a47cc · inbound

Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels cites this paper.

Historical Developments in Probability Measures for Asset Pricing: From State Prices to Modern Pricing Kernels The Hype Index: an NLP-driven Measure of Market News Attention

Reference 25

Resolution: verified exact; arxiv_id, observed 2026-06-29T14:03:29.564029Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-22T06:32:14.747728+00:00.