Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Engineering
Link
http://link.springer.com/content/pdf/10.1007/s42521-019-00014-x.pdf
Reference20 articles.
1. Ahmad, K., Han, J., Hutson, E., Kearney, C., & Liu, S. (2016). Media-expressed negative tone and firm-level stock returns. Journal of Corporate Finance, 37, 152–172.
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3. Avery, C. N., Chevalier, J. A., & Zeckhauser, R. J. (2015). The “CAPS” prediction system and stock market returns. Review of Finance, 20(4), 1363–1381.
4. Bartov, E., Faurel, L., & Mohanram, P. S. (2017). Can Twitter help predict firm-level earnings and stock returns? The Accounting Review, 93(3), 25–57.
5. Chen, C. Y.-H., Despres, R., Guo, L., & Renault, T. (2019). ‘What makes cryptocurrencies special? investor sentiment and return predictability during the bubble’, Working Paper .
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