Building a Sentiment Dictionary for News Analytics using Stock Prices-Reference-Cited by-同舟云学术

Building a Sentiment Dictionary for News Analytics using Stock Prices

Published:2017 Issue:4 Volume:24 Page:547-577
ISSN:1340-7619
Container-title:Journal of Natural Language Processing
language:en
Short-container-title:Journal of Natural Language Processing

Author:

Goshima Keiichi¹,Takahashi Hiroshi²

Affiliation:

1. Interdisciplinary Graduate School of Science and Engineering, Tokyo Institute of Technology

2. Graduate School of Business Administration, Keio University

Publisher

Association for Natural Language Processing

Link

https://www.jstage.jst.go.jp/article/jnlp/24/4/24_547/_pdf

Reference12 articles.

1. Bishop, C. M. (2006). Pattern Recognition and Machine Learning. Springer.

2. Campbell, J. Y., Lo, A. W., and MacKinlay, A. C. (1997). The Econometrics of Financial Markets. Princeton University Press.

3. Fama, E. F. and French, K. R. (1993). “Common Risk Factors in the Returns on Stock and Bonds.” Journal of Financial Economics, 33 (1), pp. 3–56.

4. Games, P. A. and Howell, J. F. (1976). “Pairwise Multiple Comparison Procedures With Unequal N’s and/or Variances: A Monte Carlo Study.” Journal of Educational Statistics, 1 (2), pp. 113–125.

5. Henry, A. (2008). “Are Investors Influenced by How Earnings Press Releases Are Written?” Journal of Business Communication, 45 (4), pp. 363–407.

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