Media-based investor sentiment and stock returns : a textual analysis based on newspapers
Yu He, Linshan Qu, Ran Wei and Xuankai Zhao
Year of publication: |
2022
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Authors: | He, Yu ; Qu, Linshan ; Wei, Ran ; Zhao, Xuankai |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 7, p. 774-792
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Subject: | Dictionary method | information quality | media-based sentiment | Word2Vec | Anlageverhalten | Behavioural finance | Zeitung | Newspaper | Informationswert | Information value | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Emotion | Kapitalmarktrendite | Capital market returns |
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