Semantic Scholar Open Access 2014 524 sitasi

Textual Sentiment in Finance: A Survey of Methods and Models

C. Kearney Shan Liu

Lihat Sumber DOI

Abstrak

We survey the textual sentiment literature, comparing and contrasting the various information sources, content analysis methods, and empirical models that have been used to date. We summarize the important and influential findings about how textual sentiment impacts on individual, firm-level and market-level behavior and performance, and vice versa. We point to what is agreed and what remains controversial. Promising directions for future research are emerging from the availability of more accurate and efficient sentiment measures resulting from increasingly sophisticated textual content analysis coupled with more extensive field-specific dictionaries. This is enabling more wide-ranging studies that use increasingly sophisticated models to help us better understand behavioral finance patterns across individuals, institutions and markets.

Topik & Kata Kunci

Business

Penulis (2)

C. Kearney

Shan Liu

Format Sitasi

APA MLA BibTeX

Kearney, C., Liu, S. (2014). Textual Sentiment in Finance: A Survey of Methods and Models. https://doi.org/10.1016/J.IRFA.2014.02.006

Akses Cepat

Lihat di Sumber doi.org/10.1016/J.IRFA.2014.02.006

Informasi Jurnal

Tahun Terbit: 2014
Bahasa: en
Total Sitasi: 524×
Sumber Database: Semantic Scholar
DOI: 10.1016/J.IRFA.2014.02.006
Akses: Open Access ✓