Paper Citation Record · LEDGER

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading

As of 11 August 2026, this Paper Citation Record lists 15 of 15 outbound references and 0 inbound Pith citation observations for arXiv:2508.07408.

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

pith.paper-citation-record.v1
2508.07408 v1

Coverage vector

measured 15 of 15 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-05T22:12:06.262304Z

measured 15 of 15 standing notices

One-hop event checks from named stored sources.

Source: scholarly_work_events, retraction_status_cache, observed 2026-08-11T06:34:44.6726+00:00

measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

Source: paper_references, paper_reference_links

measured 0 of 1 external citation measurements

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

Source: cited_works

Reference resolution

15 of 15 outbound references displayed

verified exact6
verified fuzzy5
unresolved4
parse uncertain0
malformed identifier0
metadata mismatch0

External citation measurements

No source-named external measurement is stored.

Outbound references

Observation 12ad3cff-dcfa-4b66-845e-7eed18539b28 · outbound

This paper cites and Frank, M.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading and Frank, M

Reference 1

Resolution: unresolved; no resolver link, observed 2026-08-05T22:12:06.201014Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation cacf618e-7721-42ab-8911-a6e5cb2aaf27 · outbound

This paper cites Twitter mood predicts the stock market.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading Twitter mood predicts the stock market

Reference 2

Resolution: unresolved; no resolver link, observed 2026-08-05T22:12:06.205308Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation 666321d6-895f-4817-b667-e888260904d0 · outbound

This paper cites Twitter sentiment and stock returns.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading Twitter sentiment and stock returns

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T22:12:06.638232Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation 8df073b3-9dbf-438b-be85-2c302096add0 · outbound

This paper cites and Rao, M.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading and Rao, M

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T22:12:06.626644Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation f90c2873-e60f-4687-aab6-d1f9b2fd4c1f · outbound

This paper cites and Rossouw, S.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading and Rossouw, S

Reference 5

Resolution: verified exact; raw_fallback, observed 2026-08-05T22:12:06.494125Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation dd44ccb0-ecec-498a-a674-be46ad3891ea · outbound

This paper cites and Kurov, A.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading and Kurov, A

Reference 6

Resolution: verified exact; doi, observed 2026-08-05T22:12:06.333469Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation c5f0ff4f-a251-4bce-aa95-cd5426ea49e7 · outbound

This paper cites T., Kelly, B.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading T., Kelly, B

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T22:12:06.614600Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation 2aad0e98-4ffc-4dc2-aa43-0985bac43121 · outbound

This paper cites How to maximize sharpe ratio in trading strategies.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading How to maximize sharpe ratio in trading strategies

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T22:12:06.603074Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation c830bf5b-727d-4973-84e8-0c1ed173e02c · outbound

This paper cites The effects of social media on stock market behaviour.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading The effects of social media on stock market behaviour

Reference 9

Resolution: verified exact; doi, observed 2026-08-05T22:12:06.321658Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation f9ae00e0-2766-42ab-aef9-7ca3640f47de · outbound

This paper cites A Tweet-based Dataset for Company-Level Stock Return Prediction.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading A Tweet-based Dataset for Company-Level Stock Return Prediction

Reference 10

Resolution: verified exact; local_arxiv, observed 2026-08-05T22:12:06.368479Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation 5a555157-a8dc-44c8-b91d-d6a015f86dc0 · outbound

This paper cites O., Tumasjan, A., Sandner, P.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading O., Tumasjan, A., Sandner, P

Reference 11

Resolution: verified exact; doi, observed 2026-08-05T22:12:06.309001Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation a495d193-6356-4f25-bd06-5a1e8dff9d95 · outbound

This paper cites and Tas, O.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading and Tas, O

Reference 12

Resolution: verified exact; doi, observed 2026-08-05T22:12:06.295692Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation 7f97ac13-eab6-4f9d-9871-c2609a90021a · outbound

This paper cites What is alternative data? https://www.investopedia.com/what-is-alternative-data-6889002, 5 2024.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading What is alternative data? https://www.investopedia.com/what-is-alternative-data-6889002, 5 2024

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-05T22:12:06.590820Z

Source-reported events for the cited work

No event found in the named queried sources as of 2026-08-11T06:34:44.6726+00:00.

Observation 81aba56d-f41c-49a5-bb68-f73b188628ac · outbound

This paper cites Pre-trained Large Language Models for Financial Sentiment Analysis.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading Pre-trained Large Language Models for Financial Sentiment Analysis

Reference 14

Resolution: unresolved; no resolver link, observed 2026-08-05T22:12:06.257225Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Observation a7cc37d4-816c-41b9-b4bc-e5d248edba05 · outbound

This paper cites write newline.

Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading write newline

Reference 15

Resolution: unresolved; no resolver link, observed 2026-08-05T22:12:06.262304Z

Source-reported events for the cited work

Unavailable: canonical work link unavailable.

Pith citing papers

No inbound Pith citation observations are available.