The use of dictionaries in financial sentiment analysis and other financial and economic applications remains widespread because keyword-based methods appear more transparent and explainable than more advanced techniques commonly used in computer science. However, this paper demonstrates the...

In this paper, we find that price and earnings momentum are pervasive features of international equity markets even when controlling for data-snooping biases. For Europe, we show price momentum to be subsumed by earnings momentum on an aggregate level. However, this rationale can hardly be...

In this study, we explore the susceptibility of financial sentiment analysis to adversarial attacks that manipulate financial texts. With the rise of AI readership in the financial sector, companies are adapting their language and disclosures to fit AI processing better, leading to concerns...