What news can really tell us? Evidence from a news-based sentiment index for financial markets analysis
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More about this item
Keywords
market sentiment; natural language processing; lexicon-based models; VADER; risk aversion; risk appetite; VIX index; news; volatility;All these keywords.
JEL classification:
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
- G4 - Financial Economics - - Behavioral Finance
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2022-10-31 (Big Data)
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