Measuring news sentiment

DOI10.1016/j.jeconom.2020.07.053OpenAlexW2595186334MaRDI QIDQ2673174

Adam Hale Shapiro, Daniel J. Wilson, Moritz Sudhof

Publication date: 9 June 2022

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.frbsf.org/economic-research/files/wp2017-01.pdf

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Related Items (4)

Corporate credit risk counter-cyclical interdependence: a systematic analysis of cross-border and cross-sector correlation dynamics ⋮ Extrapolative asset pricing ⋮ Forecasting with Economic News ⋮ Words speak as loudly as actions: central bank communication and the response of equity prices to macroeconomic announcements

Uses Software

• grplasso
• GloVe
• BERT
• VADER

Cites Work

• Sentiments
• Sentiments and Aggregate Demand Fluctuations
• Transparency and Deliberation Within the FOMC: A Computational Linguistics Approach*
• From Frequency to Meaning: Vector Space Models of Semantics

This page was built for publication: Measuring news sentiment