create a website

ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Bluteau, Keven ; Ardia, David ; Algaba, Andres ; Borms, Samuel.
In: Journal of Economic Surveys.
RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

Full description at Econpapers || Download paper

Cited: 58

Citations received by this document

Cites: 163

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Exploiting News Analytics for Volatility Forecasting. (2025). Bodilsen, Simon Tranberg ; Lunde, Asger.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:40:y:2025:i:1:p:18-36.

    Full description at Econpapers || Download paper

  2. Effects of Quantitative Easing on Economic Sentiment: Evidence from Three Large Economies. (2025). Üngör, MURAT ; Baker, Benjamin ; Ngr, Murat.
    In: Comparative Economic Studies.
    RePEc:pal:compes:v:67:y:2025:i:1:d:10.1057_s41294-024-00233-1.

    Full description at Econpapers || Download paper

  3. The dual role of sentiment on housing prices in China. (2025). Fang, Zhuangzhi ; Wang, Zhenxin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:97:y:2025:i:c:s105905602400724x.

    Full description at Econpapers || Download paper

  4. Capturing international influences in U.S. monetary policy through a NLP approach. (2025). Ferrara, Laurent ; de Roux, Nicolas.
    In: EconomiX Working Papers.
    RePEc:drm:wpaper:2025-23.

    Full description at Econpapers || Download paper

  5. Forecasting Inflation Using News Indices. (2025). Volgina, Elizaveta.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:84:y:2025:i:1:p:26-59.

    Full description at Econpapers || Download paper

  6. Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market. (2024). Zhao, Yinxin ; Liang, Mengru ; Yan, BO.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:44:y:2024:i:5:p:744-766.

    Full description at Econpapers || Download paper

  7. Nowcasting Euro area GDP with news sentiment: A tale of two crises. (2024). Saiz, Lorena ; Ashwin, Julian ; Kalamara, Eleni.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:39:y:2024:i:5:p:887-905.

    Full description at Econpapers || Download paper

  8. Testing for signal-to-noise ratio in linear regression: a test under large or massive sample. (2024). Ji, Philip I ; Kim, Jae H.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:18:y:2024:i:10:d:10.1007_s11846-023-00706-0.

    Full description at Econpapers || Download paper

  9. Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. (2024). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Celani, Alessandro.
    In: Socio-Economic Planning Sciences.
    RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417.

    Full description at Econpapers || Download paper

  10. More than words: Fed Chairs’ communication during congressional testimonies. (2024). Kryvtsov, Oleksiy ; Han, Xinfen ; Alexopoulos, Michelle ; Zhang, XU.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:142:y:2024:i:c:s0304393223001022.

    Full description at Econpapers || Download paper

  11. The impact of macroeconomic news sentiment on interest rates. (2024). Audrino, Francesco ; Offner, Eric A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002254.

    Full description at Econpapers || Download paper

  12. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

    Full description at Econpapers || Download paper

  13. Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517.

    Full description at Econpapers || Download paper

  14. Immigration Narrative and Home Prices. (2024). Mazzotta, Stefano.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000741.

    Full description at Econpapers || Download paper

  15. Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Sengupta, Rajeswari ; Pratap, Bhanu ; Mathur, Aakriti.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112.

    Full description at Econpapers || Download paper

  16. Role of Artificial Intelligence and Big Data in Sustainable Entrepreneurship. (2024). Abushanab, Rula.
    In: Journal of Artificial Intelligence General science (JAIGS) ISSN:3006-4023.
    RePEc:das:njaigs:v:5:y:2024:i:1:p:275-294:id:199.

    Full description at Econpapers || Download paper

  17. The effect of the U.S.–China trade war on Chinese corporate innovation: A curse or a blessing?. (2024). Li, Leona Shao-Zhi ; Liu, Yize ; Yuan, Jia.
    In: Working Papers.
    RePEc:boa:wpaper:202418.

    Full description at Econpapers || Download paper

  18. Can Corporate Social Responsibility Lead to Social License? A Sentiment and Emotion Analysis. (2024). Oh, Chang Hoon ; Ham, Shuna Shu ; Shapiro, Daniel.
    In: Journal of Management Studies.
    RePEc:bla:jomstd:v:61:y:2024:i:2:p:445-476.

    Full description at Econpapers || Download paper

  19. Economic Policy Uncertainty in Central America and the Dominican Republic. (2024). Ghirelli, Corinna ; Diakonova, Marina ; Quionez, Juan.
    In: Occasional Papers.
    RePEc:bde:opaper:2426e.

    Full description at Econpapers || Download paper

  20. Optimal Text-Based Time-Series Indices. (2024). Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2405.10449.

    Full description at Econpapers || Download paper

  21. The Forecasting Power of the ifo Business Survey. (2023). Lehmann, Robert.
    In: Journal of Business Cycle Research.
    RePEc:spr:jbuscr:v:19:y:2023:i:1:d:10.1007_s41549-022-00079-5.

    Full description at Econpapers || Download paper

  22. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2023). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
    In: KAE Working Papers.
    RePEc:sgh:kaewps:2023095.

    Full description at Econpapers || Download paper

  23. Ekonomia narracji – początki nowego nurtu. (2023). Baszczak, Ukasz.
    In: Gospodarka Narodowa. The Polish Journal of Economics.
    RePEc:sgh:gosnar:y:2023:i:1:p:66-81.

    Full description at Econpapers || Download paper

  24. Macroeconomic Forecasting with the Use of News Data. (2023). Mikhaylov, Dmitry.
    In: Working Papers.
    RePEc:rnp:wpaper:w20220250.

    Full description at Econpapers || Download paper

  25. The Role of Inflation Targeting in Anchoring Long-Run Inflation Expectations: Evidence from India. (2023). Kishor, N ; Pratap, Bhanu.
    In: MPRA Paper.
    RePEc:pra:mprapa:118951.

    Full description at Econpapers || Download paper

  26. Sentiment and the belief in fake news during the 2020 presidential primaries. (2023). Carpenter, Jeffrey ; Adamo, Christopher.
    In: Oxford Open Economics.
    RePEc:oup:ooecxx:v:2:y:2023:i::p:512-47..

    Full description at Econpapers || Download paper

  27. Sentiment-based indicators of real estate market stress and systemic risk: international evidence. (2023). Stolbov, Mikhail ; Shchepeleva, Maria.
    In: Annals of Finance.
    RePEc:kap:annfin:v:19:y:2023:i:3:d:10.1007_s10436-023-00429-y.

    Full description at Econpapers || Download paper

  28. Effects of oil market sentiment on macroeconomic variables. (2023). da Silva Bejarano Aragón, Edilean ; Besarria, Cássio ; de Medeiros, Rennan Kertlly ; da Nobrega, Cassio.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003537.

    Full description at Econpapers || Download paper

  29. News-based sentiment and the value premium. (2023). Fabozzi, Francesco A ; Nazemi, Abdolreza.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000657.

    Full description at Econpapers || Download paper

  30. Daily news sentiment and monthly surveys: A mixed-frequency dynamic factor model for nowcasting consumer confidence. (2023). Boudt, Kris ; Borms, Samuel ; Verbeken, Brecht ; Algaba, Andres.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:39:y:2023:i:1:p:266-278.

    Full description at Econpapers || Download paper

  31. A central bankers’ sentiment index of global financial cycle. (2023). Yang, Fuyu ; Yu, Zhen ; Liu, Wei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005330.

    Full description at Econpapers || Download paper

  32. Nowcasting GDP using tone-adjusted time varying news topics: Evidence from the financial press. (2023). de Winter, Jasper ; van Dijk, Dorinth.
    In: Working Papers.
    RePEc:dnb:dnbwpp:766.

    Full description at Econpapers || Download paper

  33. The Influence of Central Banks Projections and Economic Narrative on Professional Forecasters Expectations: Evidence from Mexico. (2023). Bazdresch, Santiago ; Antón-Sarabia, Arturo ; Lelo-de-Larrea Alejandra, ; Santiago, Bazdresch.
    In: Working Papers.
    RePEc:bdm:wpaper:2023-21.

    Full description at Econpapers || Download paper

  34. Ekonomia narracji – początki nowego nurtu. (2023). Baszczak, Ukasz.
    In: Gospodarka Narodowa-The Polish Journal of Economics.
    RePEc:ags:polgne:359353.

    Full description at Econpapers || Download paper

  35. Machine learning methods in finance: Recent applications and prospects. (2022). Wiegratz, Kevin ; Hoang, Daniel.
    In: Working Paper Series in Economics.
    RePEc:zbw:kitwps:158.

    Full description at Econpapers || Download paper

  36. Moving to a world beyond p-value. (2022). Kim, Jae H.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:16:y:2022:i:8:d:10.1007_s11846-021-00504-6.

    Full description at Econpapers || Download paper

  37. Can news-based economic sentiment predict bubbles in precious metal markets?. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Financial Innovation.
    RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00341-w.

    Full description at Econpapers || Download paper

  38. Towards a “Text as Data” Approach in the History of Economics: An Application to Adam Smith’s Classics. (2022). Ballandonne, Matthieu ; Cersosimo, Igor.
    In: OSF Preprints.
    RePEc:osf:osfxxx:mg3zb_v1.

    Full description at Econpapers || Download paper

  39. Towards a “Text as Data” Approach in the History of Economics: An Application to Adam Smith’s Classics. (2022). Ballandonne, Matthieu ; Cersosimo, Igor.
    In: OSF Preprints.
    RePEc:osf:osfxxx:mg3zb.

    Full description at Econpapers || Download paper

  40. Saved by the bell? Equity market responses to surprise Covid-19 lockdowns and central bank interventions. (2022). Sengupta, Rajeswari ; Mathur, Aakriti ; Pratap, Bhanu.
    In: Indira Gandhi Institute of Development Research, Mumbai Working Papers.
    RePEc:ind:igiwpp:2022-001.

    Full description at Econpapers || Download paper

  41. Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis. (2022). Simionescu, Mihaela.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003912.

    Full description at Econpapers || Download paper

  42. To what extent do network effects moderate the relationship between social media propagated news and investors’ perceptions?. (2022). Hassan, Gazi ; Cameron, Michael ; Feroz, Noushad Khan.
    In: Research in Economics.
    RePEc:eee:reecon:v:76:y:2022:i:3:p:170-188.

    Full description at Econpapers || Download paper

  43. When central bank research meets Google search: A sentiment index of global financial stress. (2022). Stolbov, Mikhail ; Shchepeleva, Maria ; Karminsky, Alexander.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001640.

    Full description at Econpapers || Download paper

  44. Media abnormal tone, earnings announcements, and the stock market. (2022). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418121000598.

    Full description at Econpapers || Download paper

  45. Network based evidence of the financial impact of Covid-19 pandemic. (2022). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710.

    Full description at Econpapers || Download paper

  46. Immigration narrative sentiment from TV news and the stock market. (2022). Mazzotta, Stefano.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000259.

    Full description at Econpapers || Download paper

  47. Macroeconomic Forecasting Using Data from Social Media. (2022). Shulyak, Elena.
    In: Russian Journal of Money and Finance.
    RePEc:bkr:journl:v:81:y:2022:i:4:p:86-112.

    Full description at Econpapers || Download paper

  48. A New Measure of 19th Century US Suicides. (2021). Kronenberg, Christoph.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:157:y:2021:i:2:d:10.1007_s11205-021-02674-y.

    Full description at Econpapers || Download paper

  49. Smells Like Animal Spirits: The Effect of Corporate Sentiment on Investment. (2021). La Cava, Gianni.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp2021-11.

    Full description at Econpapers || Download paper

  50. Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Scaramozzino, Roberta ; Cerchiello, Paola.
    In: DEM Working Papers Series.
    RePEc:pav:demwpp:demwp0198.

    Full description at Econpapers || Download paper

  51. Pandemic Economics. (2021). , Peter.
    In: Books.
    RePEc:elg:eebook:20401.

    Full description at Econpapers || Download paper

  52. Economic sentiment during the COVID pandemic: Evidence from search behaviour in the EU. (2021). van der Wielen, Wouter ; Barrios, Salvador.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304148.

    Full description at Econpapers || Download paper

  53. The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul.
    In: European Economic Review.
    RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

    Full description at Econpapers || Download paper

  54. Words and deeds in managing expectations: Empirical evidence from an inflation targeting economy. (2021). Stanisławska, Ewa ; Łyziak, Tomasz ; Baranowski, Pawel ; Stanisawska, Ewa ; Dory, Wirginia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:49-67.

    Full description at Econpapers || Download paper

  55. Facial expressions and the business cycle. (2021). Clements, Adam ; Aromi, J. Daniel.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001528.

    Full description at Econpapers || Download paper

  56. Enrichment of the Banque de France s monthly business survey: lessons from textual analysis of business leaders comments. (2021). Martial, Ranvier ; Mathilde, Gerardin.
    In: Working papers.
    RePEc:bfr:banfra:821.

    Full description at Econpapers || Download paper

  57. Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2110.10800.

    Full description at Econpapers || Download paper

  58. A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics. (2020). Bormetti, Giacomo ; Lillo, Fabrizio ; Vassallo, Danilo.
    In: Papers.
    RePEc:arx:papers:1910.01407.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Adämmer, P. and Schüssler, R.A. (2019) Forecasting the equity premium: mind the news! Forthcoming in Review of Finance.
    Paper not yet in RePEc: Add citation now
  2. Allee, K.D. and DeAngelis, M.D. (2015) The structure of voluntary disclosure narratives: evidence from tone dispersion. Journal of Accounting Research 53(2): 241–274.

  3. Andreou, E., Gagliardini, P., Ghysels, E. and Rubin, M. (2019) Inference in group factor models with an application to mixed frequency data. Econometrica 87(4): 1267–1305.

  4. Angeletos, G.‐M., Collard, F. and Dellas, H. (2018) Quantifying confidence. Econometrica 86(5): 1689–1726.

  5. Antweiler, W. and Frank, M.Z. (2004) Is all that talk just noise? The information content of internet stock message boards. Journal of Finance 59(3): 1259–1294.

  6. Araújo, M., Diniz, J.P., Bastos, L., Soares, E., Júnior, M., Ferreira, M., Riberio, F. and Benevenuto, F. (2016) iFeel 2.0: a multilingual benchmarking system for sentence‐level sentiment analysis. In Proceedings of the 10th International AAAI Conference on Web and Social Media (pp. 758–759).
    Paper not yet in RePEc: Add citation now
  7. Ardia, D., Bluteau, K. and Boudt, K. (2019a) Media and the stock market: their relationship and abnormal dynamics around earnings announcements. Working Paper.
    Paper not yet in RePEc: Add citation now
  8. Ardia, D., Bluteau, K. and Boudt, K. (2019b) Questioning the news about economic growth: sparse forecasting using thousands of news‐based sentiment values. International Journal of Forecasting 35(4): 1370–1386.

  9. Arslan‐Ayaydin, Ö., Boudt, K. and Thewissen, J. (2016) Managers set the tone: equity incentives and the tone of earnings press releases. Journal of Banking and Finance 72: 132–147.

  10. Baccianella, S., Esuli, A. and Sebastiani, F. (2010) SentiWordNet 3.0: an enhanced lexical resource for sentiment analysis and opinion mining. In Proceedings of the 7th Conference on International Language Resources and Evaluation.
    Paper not yet in RePEc: Add citation now
  11. Bajo, E. and Raimondo, C. (2017) Media sentiment and IPO underpricing. Journal of Corporate Finance 46: 139–153.

  12. Baker, M. and Wurgler, J. (2006) Investor sentiment and the cross‐section of stock returns. Journal of Finance 61(4): 1645–1680.
    Paper not yet in RePEc: Add citation now
  13. Baker, M. and Wurgler, J. (2007) Investor sentiment in the stock market. Journal of Economic Perspectives 21(2): 129–152.

  14. Baker, S.R., Bloom, N. and Davis, S.J. (2016) Measuring economic policy uncertainty. The Quarterly Journal of Economics 131(4): 1593–1636.

  15. Bannier, C., Pauls, T. and Walter, A. (2019) Content analysis of business communication: introducing a German dictionary. Journal of Business Economics 89(1): 79–123.

  16. Barsky, R.B. and Sims, E.R. (2012) Information, animal spirits, and the meaning of innovations in consumer confidence. American Economic Review 102(4): 1343–1377.

  17. Benhabib, J. and Spiegel, M.M. (2019) Sentiments and economic activity: evidence from US states. Economic Journal 129(618): 715–733.

  18. Benoit, K., Watanabe, K., Wang, H., Nulty, P., Obeng, A., Müller, S. and Matsuo, A. (2018) quanteda: An R package for the quantitative analysis of textual data. Journal of Open Source Software 3(30): 774.
    Paper not yet in RePEc: Add citation now
  19. Bholat, D., Hans, S., Santos, P. and Schonhardt‐Bailey, C. (2015) Text mining for central banks. Technical report, Centre for Central Banking Studies, Bank of England.

  20. Bird, S., Klein, E. and Loper, E. (2009) Natural Language Processing with Python. Beijing: O'Reilly Media.
    Paper not yet in RePEc: Add citation now
  21. Blair, R.C. and Cole, S.R. (2002) Two‐sided equivalence testing of the difference between two means. Journal of Modern Applied Statistical Methods 1(1): 139–142.
    Paper not yet in RePEc: Add citation now
  22. Blei, D.M. and Lafferty, J.D. (2006) Dynamic topic models. In Proceedings of the 23rd International Conference on Machine Learning (ICML '06), pp. 113–120. ACM.
    Paper not yet in RePEc: Add citation now
  23. Blei, D.M. and Lafferty, J.D. (2007) A correlated topic model of Science. Annals of Applied Statistics 1(1): 17–35.
    Paper not yet in RePEc: Add citation now
  24. Blei, D.M., Ng, A.Y. and Jordan, M.I. (2003) Latent Dirichlet allocation. Journal of Machine Learning Research 3: 993–1022.
    Paper not yet in RePEc: Add citation now
  25. Boiten, M. (2019) rJST: Joint Sentiment Topic Modelling, R package.
    Paper not yet in RePEc: Add citation now
  26. Bojanowski, P., Grave, E., Joulin, A. and Mikolov, T. (2017) Enriching word vectors with subword information. Transactions of the Association for Computational Linguistics 5: 135–146.
    Paper not yet in RePEc: Add citation now
  27. Borovkova, S., Garmaev, E., Lammers, P. and Rustige, J. (2017) SenSR: a sentiment‐based systemic risk indicator. Technical Report 553, De Nederlandsche Bank.

  28. Boudt, K. and Thewissen, J. (2019) Jockeying for position in CEO letters: impression management and sentiment analytics. Financial Management 48(1): 77–115.

  29. Boudt, K., Thewissen, J. and Torsin, W. (2018) When does the tone of earnings press releases matter?International Review of Financial Analysis 57: 231–245.

  30. Bradley, M.M. and Lang, P.J. (1999) Affective norms for English words (ANEW): instruction manual and affective ratings. Technical report.
    Paper not yet in RePEc: Add citation now
  31. Calomiris, C.W. and Mamaysky, H. (2019) How news and its context drive risk and returns around the world. Journal of Financial Economics 133(2): 299–336.

  32. Caporin, M. and Poli, F. (2017) Building news measures from textual data and an application to volatility forecasting. Econometrics 5(3): 1–46.

  33. Casey, G.P. and Owen, A.L. (2013) Good news, bad news, and consumer confidence. Social Science Quarterly 94(1): 292–315.

  34. Ceron, A., Curini, L., Iacus, S.M. and Porro, G. (2014) Every tweet counts? How sentiment analysis of social media can improve our knowledge of citizens' political preferences with an application to Italy and France. New Media & Society 16(2): 340–358.
    Paper not yet in RePEc: Add citation now
  35. Chang, C.‐C., Hsieh, P.‐F. and Wang, Y.‐H. (2015) Sophistication, sentiment, and misreaction. Journal of Financial and Quantitative Analysis 50(4): 903–928.

  36. Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C. and Newey, W. (2017) Double/debiased/Neyman machine learning of treatment effects. American Economic Review 107(5): 261–265.

  37. Chiou, L. and Tucker, C. (2017) Content aggregation by platforms: the case of the news media. Journal of Economics & Management Strategy 26(4): 782–805.

  38. Croushore, D. and Stark, T. (2003) A real‐time data set for macroeconomists: does the data vintage matter?Review of Economics and Statistics 85(3): 605–617.
    Paper not yet in RePEc: Add citation now
  39. Das, S.R. and Chen, M.Y. (2007) Yahoo! for Amazon: sentiment extraction from small talk on the web. Management Science 53(9): 1375–1388.

  40. De Clercq, O., Lefever, E., Jacobs, G., Carpels, T. and Hoste, V. (2017) Towards an integrated pipeline for aspect‐based sentiment analysis in various domains. In Proceedings of the 8th Workshop on Computational Approaches to Subjectivity, Sentiment and Social Media Analysis, pp. 136–142. ACM.
    Paper not yet in RePEc: Add citation now
  41. De Long, J.B., Shleifer, A., Summers, L.H. and Waldmann, R.J. (1990) Noise trader risk in financial markets. Journal of Political Economy 98(4): 703–738.

  42. Denny, M.J. and Spirling, A. (2018) Text preprocessing for unsupervised learning: why it matters, when it misleads, and what to do about it. Political Analysis 26(2): 168–189.

  43. Devlin, J., Chang, M.‐W., Lee, K. and Toutanova, K. (2018) BERT: pre‐training of deep bidirectional transformers for language understanding. Working Paper.
    Paper not yet in RePEc: Add citation now
  44. Diamond, D.W. and Dybvig, P.H. (1983) Bank runs, deposit insurance, and liquidity. Journal of Political Economy 91(3): 401–419.

  45. Eguchi, K. and Lavrenko, V. (2006) Sentiment retrieval using generative models. In Proceedings of the 2006 Conference on Empirical Methods in Natural Language Processing, pp. 345–354. ACM.
    Paper not yet in RePEc: Add citation now
  46. Ekman, P. and Friesen, W.V. (1976) Measuring facial movement. Environmental Psychology and Nonverbal Behavior 1(1): 56–75.
    Paper not yet in RePEc: Add citation now
  47. Engle, R., Giglio, S., Kelly, B., Lee, H. and Stroebel, J. (2020) Hedging climate change news. Review of Financial Studies 33(3): 1184–1216.

  48. Eshbaugh‐Soha, M. (2010) The tone of local presidential news coverage. Political Communication 27(2): 121–140.
    Paper not yet in RePEc: Add citation now
  49. Evans, J.A. and Aceves, P. (2016) Machine translation: mining text for social theory. Annual Review of Sociology 42: 21–50.
    Paper not yet in RePEc: Add citation now
  50. Eyben, F., Weninger, F., Gross, F. and Schuller, B. (2013) Recent developments in openSMILE, the Munich open‐source multimedia feature extractor. In Proceedings of the 21st ACM International Conference on Multimedia, MM '13, pp. 835–838. ACM.
    Paper not yet in RePEc: Add citation now
  51. Feinerer, I., Hornik, K. and Meyer, D. (2008) Text mining infrastructure in R. Journal of Statistical Software 25(5): 1–54.

  52. Feldman, R., Govindaraj, S., Livnat, J. and Segal, B. (2010) Management's tone change, post earnings announcement drift and accruals. Review of Accounting Studies 15(4): 915–953.
    Paper not yet in RePEc: Add citation now
  53. Feuerriegel, S. and Pröllochs, N. (2019) SentimentAnalysis: Dictionary‐Based Sentiment Analysis, R package.
    Paper not yet in RePEc: Add citation now
  54. Flaxman, S., Goel, S. and Rao, J. (2016) Filter bubbles, echo chambers, and online news consumption. Public Opinion Quarterly 80: 298–320.
    Paper not yet in RePEc: Add citation now
  55. Friedman, J., Hastie, T. and Tibshirani, R. (2010) Regularization paths for generalized linear models via coordinate descent. Journal of Statistical Software 33(1): 1–22.

  56. Fu, X., Yang, K., Huang, J.Z. and Cui, L. (2015) Dynamic non‐parametric joint sentiment topic mixture model. Knowledge‐Based Systems 82: 102–114.
    Paper not yet in RePEc: Add citation now
  57. Gandomi, A. and Haider, M. (2015) Beyond the hype: big data concepts, methods, and analytics. International Journal of Information Management 35(2): 137–144.
    Paper not yet in RePEc: Add citation now
  58. García, D. (2013) Sentiment during recessions. Journal of Finance 68(3): 1267–1300.
    Paper not yet in RePEc: Add citation now
  59. Garz, M. (2014) Good news and bad news: evidence of media bias in unemployment reports. Public Choice 161(3–4): 499–515.

  60. Gelper, S. and Croux, C. (2010) On the construction of the European economic sentiment indicator. Oxford Bulletin of Economics and Statistics 72(1): 47–62.

  61. Gelper, S., Peres, R. and Eliashberg, J. (2018) Talk bursts: the role of spikes in pre‐release word‐of‐mouth dynamics. Journal of Marketing Research 55(6): 801–817.
    Paper not yet in RePEc: Add citation now
  62. Gentzkow, M. and Shapiro, J.M. (2010) What drives media slant? Evidence from U.S. daily newspapers. Econometrica 78(1): 35–71.

  63. Gentzkow, M., Kelly, B. and Taddy, M. (2019a) Text as data. Journal of Economic Literature 57(3): 535–574.
    Paper not yet in RePEc: Add citation now
  64. Gentzkow, M., Shapiro, J.M. and Taddy, M. (2019b) Measuring group differences in high‐dimensional choices: method and application to congressional speech. Econometrica 87: 1307–1340.

  65. Glanzer, M. and Cunitz, A.R. (1966) Two storage mechanisms in free recall. Journal of Verbal Learning and Verbal Behavior 5(4): 351–360.
    Paper not yet in RePEc: Add citation now
  66. Glasserman, P. and Mamaysky, H. (2019) Does unusual news forecast market stress?Journal of Financial and Quantitative Analysis 54(5): 1937–1974.

  67. Grimmer, J. and Stewart, B.M. (2013) Text as data: the promise and pitfalls of automatic content analysis methods for political texts. Political Analysis 21(3): 267–297.

  68. Hamilton, W.L., Clark, K., Leskovec, J. and Jurafsky, D. (2016) Inducing domain‐specific sentiment lexicons from unlabeled corpora. In Proceedings of the 2016 Conference on Empirical Methods in Natural Language Processing, pp. 595–605. ACM.
    Paper not yet in RePEc: Add citation now
  69. Hannun, A., Case, C., Casper, J., Catanzaro, B., Diamos, G., Elsen, E., Prenger, R., Satheesh, S., Sengupta, S., Coates, A. and Ng, A.Y. (2014) Deep speech: scaling up end‐to‐end speech recognition. Working Paper.
    Paper not yet in RePEc: Add citation now
  70. Hansen, P., Lunde, A. and Nason, J. (2011) The model confidence set. Econometrica 79: 453–497.

  71. Hatzivassiloglou, V. and McKeown, K.R. (1997) Predicting the semantic orientation of adjectives. In Proceedings of the 35th Annual Meeting of the Association of Computational Linguistics and 8th Conference of the European Chapter of the Association for Computational Linguistics, pp. 174–181.
    Paper not yet in RePEc: Add citation now
  72. He, Y., Lin, C., Gao, W. and Wong, K.‐F. (2013) Dynamic joint sentiment‐topic model. ACM Transactions on Intelligent Systems and Technology 5(1): 1–21.
    Paper not yet in RePEc: Add citation now
  73. Henry, E. (2008) Are investors influenced by how earnings press releases are written?Journal of Business Communication 45(4): 363–407.
    Paper not yet in RePEc: Add citation now
  74. Heston, S. and Sinha, N. (2017) News vs. sentiment: predicting stock returns from news stories. Financial Analysts Journal 73(3): 67–83.
    Paper not yet in RePEc: Add citation now
  75. Hoerl, A. and Kennard, R. (1970) Ridge regression: biased estimation for nonorthogonal problems. Technometrics 12(1): 55–67.
    Paper not yet in RePEc: Add citation now
  76. Hofmann, T. (2001) Unsupervised learning by probabilistic latent semantic analysis. Machine Learning 42(1–2): 177–196.
    Paper not yet in RePEc: Add citation now
  77. Honnibal, M. and Montani, I. (2017) spaCy 2: Natural Language Understanding with Bloom Embeddings, Convolutional Neural Networks and Incremental Parsing, Python library.
    Paper not yet in RePEc: Add citation now
  78. Hu, M. and Liu, B. (2004) Mining opinion features in customer reviews. In Proceedings of the 19th National Conference on Artificial Intelligence, AAAI'04, pp. 755–760. AAAI Press.
    Paper not yet in RePEc: Add citation now
  79. Huang, X., Teoh, S.H. and Zhang, Y. (2014) Tone management. Accounting Review 89(3): 1083–1113.
    Paper not yet in RePEc: Add citation now
  80. Hubert, P. and Labondance, F. (2018) Central bank sentiment. Working Paper.
    Paper not yet in RePEc: Add citation now
  81. Hutto, C.J. and Gilbert, E. (2014) VADER: a parsimonious rule‐based model for sentiment analysis of social media text. In Proceedings of the 8th International AAAI Conference on Weblogs and Social Media, Vol. 23, pp. 216–225.
    Paper not yet in RePEc: Add citation now
  82. Jegadeesh, N. and Wu, D. (2013) Word power: a new approach for content analysis. Journal of Financial Economics 110(3): 712–729.

  83. Kalogeropoulos, A. (2018) Economic news and personal economic expectations. Mass Communication and Society 21(2): 248–265.
    Paper not yet in RePEc: Add citation now
  84. Kanayama, H. and Nasukawa, T. (2006) Fully automatic lexicon expansion for domain‐oriented sentiment analysis. In Proceedings of the 2006 Conference on Empirical Methods in Natural Language Processing, pp. 355–363.
    Paper not yet in RePEc: Add citation now
  85. Kearney, C. and Liu, S. (2014) Textual sentiment in finance: a survey of methods and models. International Review of Financial Analysis 33: 171–185.

  86. Kelly, B.T., Manela, A. and Moreira, A. (2019) Text selection. Working Paper.
    Paper not yet in RePEc: Add citation now
  87. Keynes, J.M. (1936) The General Theory of Employment, Interest, and Money. London, UK: Palgrave Macmillan.

  88. Kräussl, R. and Mirgorodskaya, E. (2017) Media, sentiment and market performance in the long run. European Journal of Finance 23(11): 1059–1082.

  89. Kuhn, M. (2018) caret: Classification and Regression Training, R package.
    Paper not yet in RePEc: Add citation now
  90. Lütkepohl, H. (2017) Estimation of structural vector autoregressive models. Communications for Statistical Applications and Methods 24: 421–441.
    Paper not yet in RePEc: Add citation now
  91. Labille, K., Gauch, S. and Alfarhood, S. (2017) Creating domain‐specific sentiment lexicons via text mining. In Proceedings of the 6th KDD Workshop on Issues of Sentiment Discovery and Opinion Mining, pp. 1–9.
    Paper not yet in RePEc: Add citation now
  92. Lacy, S., Watson, B.R., Riffe, D. and Lovejoy, J. (2015) Issues and best practices in content analysis. Journalism & Mass Communication Quarterly 92(4): 791–811.
    Paper not yet in RePEc: Add citation now
  93. Larsen, V.H. and Thorsrud, L.A. (2018) Business cycle narratives. Technical Report 7468, CESifo.

  94. Larsen, V.H. and Thorsrud, L.A. (2019) The value of news for economic developments. Journal of Econometrics 210(1): 203–218.

  95. Larsen, V.H., Thorsrud, L.A. and Zhulanova, J. (2020) News‐driven inflation expectations and information rigidities. Forthcoming in Journal of Monetary Economics.

  96. Lewis, C. and Young, S. (2019) Fad or future? Automated analysis of financial text and its implications for corporate reporting. Accounting and Business Research 49(5): 587–615.

  97. Lin, C. and He, Y. (2009) Joint sentiment/topic model for sentiment analysis. In Proceedings of the 18th ACM Conference on Information and Knowledge Management, CIKM '09, pp. 375–384. ACM.
    Paper not yet in RePEc: Add citation now
  98. Liu, B. (2015) Sentiment Analysis: Mining Opinions, Sentiments, and Emotions. Cambridge: Cambridge University Press.
    Paper not yet in RePEc: Add citation now
  99. Loria, S. (2019) TextBlob: Simplified Text Processing, Python library.
    Paper not yet in RePEc: Add citation now
  100. Loughran, T. and McDonald, B. (2011) When is a liability not a liability? Textual analysis, dictionaries, and 10‐Ks. Journal of Finance 66(1): 35–65.

  101. Loughran, T. and McDonald, B. (2014) Measuring readability in financial disclosures. Journal of Finance 69(4): 1643–1671.

  102. Loughran, T. and McDonald, B. (2016) Textual analysis in accounting and finance: a survey. Journal of Accounting Research 54(4): 1187–1230.

  103. Lowry, D. (2008) Network TV news framing of good vs. bad economic news under Democrat and Republican presidents: a lexical analysis of political bias. Journalism & Mass Communication Quarterly 85(3): 483–498.
    Paper not yet in RePEc: Add citation now
  104. Ludvigson, S.C. (2004) Consumer confidence and consumer spending. Journal of Economic Perspectives 18(2): 29–50.

  105. Lukeš, J. and Søgaard, A. (2018) Sentiment analysis under temporal shift. In Proceedings of the 9th Workshop on Computational Approaches to Subjectivity, Sentiment and Social Media Analysis, pp. 65–71. ACM.
    Paper not yet in RePEc: Add citation now
  106. Manela, A. and Moreira, A. (2017) News implied volatility and disaster concerns. Journal of Financial Economics 123(1): 137–162.

  107. Mayew, W.J. and Venkatachalam, M. (2012) The power of voice: managerial affective states and future firm performance. Journal of Finance 67(1): 1–43.

  108. McCracken, M.W. and Ng, S. (2016) FRED‐MD: a monthly database for macroeconomic research. Journal of Business & Economic Statistics 34(4): 574–589.
    Paper not yet in RePEc: Add citation now
  109. Mikolov, T., Sutskever, I., Chen, K., Corrado, G. and Dean, J. (2013) Distributed representations of words and phrases and their compositionality. In Proceedings of the 26th International Conference on Neural Information Processing Systems, Vol. 2 (pp. 3111–3119).
    Paper not yet in RePEc: Add citation now
  110. Miller, G.A. (1995) WordNet: a lexical database for English. Communications of the ACM 38(11): 39–41.
    Paper not yet in RePEc: Add citation now
  111. Mohammad, S., Salameh, M. and Kiritchenko, S. (2016) How translation alters sentiment. Journal of Artificial Intelligence Research 55: 95–130.
    Paper not yet in RePEc: Add citation now
  112. Munezero, M.D., Montero, C.S., Sutinen, E. and Pajunen, J. (2014) Are they different? Affect, feeling, emotion, sentiment, and opinion detection in text. IEEE Transactions on Affective Computing 5(2): 101–111.
    Paper not yet in RePEc: Add citation now
  113. Nimark, K.P. and Pitschner, S. (2019) News media and delegated information choice. Journal of Economic Theory 181: 160–196.

  114. Nowak, A. and Smith, P. (2017) Textual analysis in real estate. Journal of Applied Econometrics 32(4): 896–918.

  115. Pang, B., Lee, L. and Vaithyanathan, S. (2002) Thumbs up? Sentiment classification using machine learning techniques. In Proceedings of the 2002 Conference on Empirical Methods in Natural Language Processing, Volume 10 of EMNLP '02, pp. 79–86.
    Paper not yet in RePEc: Add citation now
  116. Pennington, J., Socher, R. and Manning, C. (2014) GloVe: global vectors for word representation. In Proceedings of the 2014 Conference on Empirical Methods in Natural Language Processing, pp. 1532–1543. ACM.
    Paper not yet in RePEc: Add citation now
  117. Petalas, D.P., vanSchie, H. and Vettehen, P.H. (2017) Forecasted economic change and the self‐fulfilling prophecy in economic decision‐making. PLoS One 12(3): e0174353.

  118. Pham, H., Manzini, T., Liang, P.P. and Poczos, B. (2018) Seq2Seq2Sentiment: multimodal sequence to sequence models for sentiment analysis. In Proceedings of the Grand Challenge and Workshop on Human Multimodal Language, pp. 53–63. ACM.
    Paper not yet in RePEc: Add citation now
  119. Picault, M. and Renault, T. (2017) Words are not all created equal: a new measure of ECB communication. Journal of International Money and Finance 79: 136–156.

  120. Poria, S., Cambria, E., Howard, N., Huang, G.‐B. and Hussain, A. (2016) Fusing audio, visual and textual clues for sentiment analysis from multimodal content. Neurocomputing 174(A): 50–59.
    Paper not yet in RePEc: Add citation now
  121. Pröllochs, N., Feuerriegel, S. and Neumann, D. (2015) Generating domain‐specific dictionaries using Bayesian learning. In Proceedings of the European Conference on Information Systems, pp. 1–14.
    Paper not yet in RePEc: Add citation now
  122. Qin, D. (2011) Rise of VAR modelling approach. Journal of Economic Surveys 25(1): 156–174.

  123. Ravi, K. and Ravi, V. (2015) A survey on opinion mining and sentiment analysis: tasks, approaches and applications. Knowledge‐Based Systems 89: 14–46.
    Paper not yet in RePEc: Add citation now
  124. Remus, R., Quasthoff, U. and Heyer, G. (2010) SentiWS ‐ a publicly available German‐language resource for sentiment analysis. In Proceedings of the 7th Conference on International Language Resources and Evaluation, pp. 1168–1171. European Languages Resources Association (ELRA).
    Paper not yet in RePEc: Add citation now
  125. Ribeiro, F.N., Araújo, M., Gonçalves, P., Gonçalves, M.A. and Benevenuto, F. (2016) SentiBench ‐ a benchmark comparison of state‐of‐the‐practice sentiment analysis methods. EPJ Data Science 5: 1–23.
    Paper not yet in RePEc: Add citation now
  126. Ridout, T.N., Fowler, E.F. and Searles, K. (2012) Exploring the validity of electronic newspaper databases. International Journal of Social Research Methodology 15(6): 451–466.
    Paper not yet in RePEc: Add citation now
  127. Riffe, D., Lacy, S., Watson, B.R. and Fico, F. (2019) Analyzing Media Messages: Using Quantitative Content Analysis in Research. New York: Routledge.
    Paper not yet in RePEc: Add citation now
  128. Roberts, M.E., Stewart, B.M. and Airoldi, E.M. (2016) A model of text for experimentation in the social sciences. Journal of the American Statistical Association 111(515): 988–1003.

  129. Rogers, J.L., Van Buskirk, A. and Zechman, S.L.C. (2011) Disclosure tone and shareholder litigation. Accounting Review 86(6): 2155–2183.
    Paper not yet in RePEc: Add citation now
  130. Rousseeuw, P., Raymaekers, J. and Hubert, M. (2018) A measure of directional outlyingness with applications to image data and video. Journal of Computational and Graphical Statistics 27: 345–359.
    Paper not yet in RePEc: Add citation now
  131. Saleiro, P., Rodrigues, E., Soares, C. and Oliveira, E. (2017) TexRep: a text mining framework for online reputation monitoring. New Generation Computation 35(4): 365–389.
    Paper not yet in RePEc: Add citation now
  132. Saltzis, K. (2012) Breaking news online. Journalism Practice 6(5–6): 702–710.
    Paper not yet in RePEc: Add citation now
  133. Scheufele, D.A. and Tewksbury, D. (2007) Framing, agenda setting, and priming: the evolution of three media effects models. Journal of Communication 57(1): 9–20.
    Paper not yet in RePEc: Add citation now
  134. Shapiro, A.H., Südhof, M. and Wilson, D. (2018) Measuring news sentiment. Technical Report 2017‐01, Federal Reserve Bank of San Francisco.
    Paper not yet in RePEc: Add citation now
  135. Silge, J. and Robinson, D. (2016) tidytext: text mining and analysis using tidy data principles in R. Journal of Open Source Software 1(3): 37.
    Paper not yet in RePEc: Add citation now
  136. Soleymani, M., Garcia, D., Jou, B., Schuller, B., Chang, S.‐F. and Pantic, M. (2017) A survey of multimodal sentiment analysis. Image and Vision Computing 65: 3–14.
    Paper not yet in RePEc: Add citation now
  137. Soo, C.K. (2018) Quantifying sentiment with news media across local housing markets. The Review of Financial Studies 31(10): 3689–3719.

  138. Stone, P.J., Dunphy, D.C. and Smith, M.S. (1963) The general inquirer: a computer approach to content analysis. In Proceedings of the American Federation of Information Processing Societies spring joint computer conference, pp. 241–256.
    Paper not yet in RePEc: Add citation now
  139. Strapparava, C. and Valitutti, A. (2004) WordNet‐Affect: An affective extension of WordNet. In Proceedings of the 4th International Conference on Language Resources and Evaluation.
    Paper not yet in RePEc: Add citation now
  140. Täckström, O. and McDonald, R. (2011) Discovering fine‐grained sentiment with latent variable structured prediction models. In P. Clough, C. Foley, C. Gurrin, G.J.F. Jones, W. Kraaij, H. Lee and V. Mudoch (eds), Proceedings of the Advances in Information Retrieval, pp. 368–374. Springer.
    Paper not yet in RePEc: Add citation now
  141. Taboada, M. (2016) Sentiment analysis: An overview from linguistics. Annual Review of Linguistics 2: 325–347.
    Paper not yet in RePEc: Add citation now
  142. Taboada, M., Brooke, J., Tofiloski, M., Voll, K. and Stede, M. (2011) Lexicon‐based methods for sentiment analysis. Computational Linguistics 37(2): 267–307.
    Paper not yet in RePEc: Add citation now
  143. Taddy, M. (2013a) Measuring political sentiment on Twitter: Factor optimal design for multinomial inverse regression. Technometrics 55(4): 415–425.
    Paper not yet in RePEc: Add citation now
  144. Taddy, M. (2013b) Multinomial inverse regression for text analysis. Journal of the American Statistical Association 108(503): 755–770.
    Paper not yet in RePEc: Add citation now
  145. Taddy, M. (2015a) Distributed multinomial regression. Annals of Applied Statistics 9(3): 1394–1414.
    Paper not yet in RePEc: Add citation now
  146. Taddy, M. (2015b) Document classification by inversion of distributed language representations. In Proceedings of the 53rd Annual Meeting of the Association for Computational Linguistics and the 7th International Joint Conference on Natural Language Processing, pp. 45–49.
    Paper not yet in RePEc: Add citation now
  147. Taddy, M. (2018) textir: Inverse Regression for Text Analysis, R package.
    Paper not yet in RePEc: Add citation now
  148. Teoh, S.H. (2018) The promise and challenges of new datasets for accounting research. Accounting, Organizations and Society 68–69: 109–117.
    Paper not yet in RePEc: Add citation now
  149. Tetlock, P.C. (2007) Giving content to investor sentiment: the role of media in the stock market. Journal of Finance 62(3): 1139–1168.

  150. Tetlock, P.C., Saar‐Tsechansky, M. and Macskassy, S. (2008) More than words: quantifying language to measure firms' fundamentals. Journal of Finance 63(3): 1437–1467.

  151. Thorsrud, L.A. (2018) Words are the new numbers: a newsy coincident index of the business cycle. Journal of Business & Economic Statistics 38(2): 393–409.
    Paper not yet in RePEc: Add citation now
  152. Tibshirani, R.J. (1996) Regression shrinkage and selection via the Lasso. Journal of the Royal Statistical Society: Series B 58(1): 267–288.
    Paper not yet in RePEc: Add citation now
  153. Turney, P. (2002) Thumbs up or thumbs down? Semantic orientation applied to unsupervised classification of reviews. In Proceedings of the 40th Annual Meeting on Association for Computational Linguistics, ACL '02, pp. 417–424. ACM.
    Paper not yet in RePEc: Add citation now
  154. Tversky, A. and Kahneman, D. (1981) The framing of decisions and the psychology of choice. Science 211(4481): 453–458.
    Paper not yet in RePEc: Add citation now
  155. Van de Kauter, M., Desmet, B. and Hoste, V. (2015) The good, the bad and the implicit: a comprehensive approach to annotating explicit and implicit sentiment. Language Resources & Evaluation 49(3): 685–720.
    Paper not yet in RePEc: Add citation now
  156. Varian, H.R. (2014) Big data: new tricks for econometrics. Journal of Economic Perspectives 28(2): 3–28.

  157. Wang, H., Divakaran, A., Vetro, A., Chang, S.‐F. and Sun, H. (2003) Survey of compressed‐domain features used in audio‐visual indexing and analysis. Journal of Visual Communication and Image Representation 14(2): 150–183.
    Paper not yet in RePEc: Add citation now
  158. Wang, J., Shen, H.T., Song, J. and Ji, J. (2014) Hashing for similarity search: a survey. Working Paper.
    Paper not yet in RePEc: Add citation now
  159. Wischnewsky, A., Jansen, D.‐J. and Neuenkirch, M. (2019) Financial stability and the Fed: evidence from congressional hearings. Technical Report 633, De Nederlandsche Bank.

  160. Young, L. and Soroka, S. (2012) Affective news: the automated coding of sentiment in political texts. Political Communication 29(2): 205–231.
    Paper not yet in RePEc: Add citation now
  161. Zhang, M.‐L. and Zhou, Z.‐H. (2014) A review on multi‐label learning algorithms. IEEE Transactions on Knowledge and Data Engineering 26(8): 1819–1837.
    Paper not yet in RePEc: Add citation now
  162. Zhang, X., Zhao, J. and LeCun, Y. (2015) Character‐level convolutional networks for text classification. In C. Cortes, N.D. Lawrence, D.D. Lee, M. Sugiyama and R. Garnett (eds ), Advances in Neural Information Processing Systems (pp. 649–657). Red Hook, NY: Curran Associates, Inc.
    Paper not yet in RePEc: Add citation now
  163. Zou, H. and Hastie, T. (2005) Regularization and variable selection via the elastic net. Journal of the Royal Statistical Society: Series B 67(2): 301–320.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x.

    Full description at Econpapers || Download paper

  2. Mining the emotional information in the audio of earnings conference calls : A deep learning approach for sentiment analysis of securities analysts follow-up behavior. (2023). Chen, Yuan ; Zhou, Xiaofeng ; Han, Dongmei.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s105752192300220x.

    Full description at Econpapers || Download paper

  3. The diligent effect of investor relation officers in conference calls: Evidence from China. (2023). Ye, Yong ; Luo, Runmei ; Xiao, Lin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001357.

    Full description at Econpapers || Download paper

  4. Corporate culture and board gender diversity: Evidence from textual analysis. (2023). Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn ; Wongsinhirun, Nopparat.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000509.

    Full description at Econpapers || Download paper

  5. Tone emphasis and insider trading. (2023). Jin, Qinglu ; Cheng, Lin ; Ma, Hui.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000688.

    Full description at Econpapers || Download paper

  6. Corporate culture, cultural diversification, and independent directors: Evidence from earnings conference calls. (2023). Jiraporn, Pornsit ; Chindasombatcharoen, Pongsapak ; Chatjuthamard, Pattanaporn.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000958.

    Full description at Econpapers || Download paper

  7. Customers’ managerial expectations and suppliers’ asymmetric cost management. (2023). Liang, Peng ; Hu, Nan ; Cavusoglu, Hasan.
    In: Production and Operations Management.
    RePEc:bla:popmgt:v:32:y:2023:i:6:p:1975-1993.

    Full description at Econpapers || Download paper

  8. When Investors Speak, Do Firms Listen? The Role of Investors Dividend‐related Complaints from Online Earnings Communication Conferences. (2023). Lin, LE ; Liao, KE ; Xie, Deren.
    In: Abacus.
    RePEc:bla:abacus:v:59:y:2023:i:1:p:32-75.

    Full description at Econpapers || Download paper

  9. Rent-Seeking and the Volume of Tax Laws: The Tax Cuts and Jobs Act of 2017. (2022). Qu, Hao ; Swenson, Charles.
    In: Applied Economics and Finance.
    RePEc:rfa:aefjnl:v:9:y:2022:i:1:p:37-53.

    Full description at Econpapers || Download paper

  10. The Information Asymmetry Effects of Expanded Disclosures About Derivative and Hedging Activities. (2022). Steffen, Thomas D.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:8:p:6298-6325.

    Full description at Econpapers || Download paper

  11. Disclosure Sentiment: Machine Learning vs. Dictionary Methods. (2022). Frankel, Richard ; Lee, Joshua ; Jennings, Jared.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:7:p:5514-5532.

    Full description at Econpapers || Download paper

  12. Narrative disclosure tone: A review and areas for future research. (2022). Abdelfattah, Tarek ; Tao, Lei ; Bassyouny, Hesham.
    In: Journal of International Accounting, Auditing and Taxation.
    RePEc:eee:jiaata:v:49:y:2022:i:c:s1061951822000660.

    Full description at Econpapers || Download paper

  13. Media abnormal tone, earnings announcements, and the stock market. (2022). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418121000598.

    Full description at Econpapers || Download paper

  14. Corporate complexity, managerial myopia, and hostile takeover exposure: Evidence from textual analysis. (2022). Ongsakul, Viput ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001453.

    Full description at Econpapers || Download paper

  15. Non‐financial disclosure and information asymmetry: A stakeholder view on US listed firms. (2021). Romito, Stefano ; Vurro, Clodia.
    In: Corporate Social Responsibility and Environmental Management.
    RePEc:wly:corsem:v:28:y:2021:i:2:p:595-605.

    Full description at Econpapers || Download paper

  16. Can CSR Disclosure Protect Firm Reputation During Financial Restatements?. (2021). Shan, Yuan George ; Chang, Millicent ; Zhang, LU.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:173:y:2021:i:1:d:10.1007_s10551-020-04527-z.

    Full description at Econpapers || Download paper

  17. Reporting Technologies and Textual Readability: Evidence from the XBRL Mandate. (2021). Li, Xitong ; Zuo, Luo ; Zhu, Hongwei.
    In: Information Systems Research.
    RePEc:inm:orisre:v:32:y:2021:i:3:p:1025-1042.

    Full description at Econpapers || Download paper

  18. Can management tone predict IPO performance? – Evidence from mandatory online roadshows in China. (2021). Yan, Zhipeng ; Zheng, Yingfei ; Sun, Wujun ; Bian, Shibo ; Li, Ruihai ; Jia, Dekui.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000950.

    Full description at Econpapers || Download paper

  19. Capturing Retailers’ Brand and Customer Focus. (2021). Skiera, Bernd ; Reinartz, Werner ; Han, Simeng.
    In: Journal of Retailing.
    RePEc:eee:jouret:v:97:y:2021:i:4:p:582-596.

    Full description at Econpapers || Download paper

  20. Emotions in macroeconomic news and their impact on the European bond market. (2021). Tiozzo Pezzoli, Luca ; Consoli, Sergio ; Tosetti, Elisa.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001236.

    Full description at Econpapers || Download paper

  21. Product market competition, disclosure framing, and casting in earnings conference calls. (2021). Sterin, Mikhail ; Allee, Kristian D ; Do, Chuong.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:72:y:2021:i:1:s0165410121000203.

    Full description at Econpapers || Download paper

  22. Corporate integrity and hostile takeover threats: Evidence from machine learning and “CEO luck”. (2021). Ongsakul, Viput ; Chaivisuttangkun, Sirithida ; Jiraporn, Pornsit ; Chatjuthamard, Pattanaporn.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001234.

    Full description at Econpapers || Download paper

  23. Media abnormal tone, earnings announcements, and the stock market. (2021). Boudt, Kris ; Bluteau, Keven ; Ardia, David.
    In: Papers.
    RePEc:arx:papers:2110.10800.

    Full description at Econpapers || Download paper

  24. Emotions in Macroeconomic News and their Impact on the European Bond Market. (2021). Tiozzo Pezzoli, Luca ; Consoli, Sergio ; Tosetti, Elisa.
    In: Papers.
    RePEc:arx:papers:2106.15698.

    Full description at Econpapers || Download paper

  25. Does Accounting Conservatism Discipline Qualitative Disclosure? Evidence From Tone Management in the MD&A. (2020). Deangelis, Matthew D ; D'Augusta, Carlo .
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:37:y:2020:i:4:p:2287-2318.

    Full description at Econpapers || Download paper

  26. On the “Realities” of Investor‐Manager Interactivity: Baudrillard, Hyperreality, and Management Q&A Sessions†. (2020). Abraham, Santhosh ; Bamber, Matthew.
    In: Contemporary Accounting Research.
    RePEc:wly:coacre:v:37:y:2020:i:2:p:1290-1325.

    Full description at Econpapers || Download paper

  27. Empirische Kapitalmarktforschung zu Conference Calls: Eine Literaturanalyse. (2020). Bohmer, Tobias ; Kaya, Devrimi ; Maier, Christian.
    In: Schmalenbach Journal of Business Research.
    RePEc:spr:sjobre:v:72:y:2020:i:2:d:10.1007_s41471-019-00080-2.

    Full description at Econpapers || Download paper

  28. Bankruptcy prediction and the discriminatory power of annual reports: empirical evidence from financially distressed German companies. (2020). Ohliger, Thorsten ; Lohmann, Christian.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:90:y:2020:i:1:d:10.1007_s11573-019-00938-1.

    Full description at Econpapers || Download paper

  29. What Does It Mean When Managers Talk About Trust?. (2020). Breuer, Wolfgang ; Salzmann, Astrid Juliane ; Knetsch, Andreas.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:166:y:2020:i:3:d:10.1007_s10551-018-4072-2.

    Full description at Econpapers || Download paper

  30. Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). deHaan, Ed ; Marinovic, Ivan ; Blankespoor, Elizabeth.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

    Full description at Econpapers || Download paper

  31. ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Bluteau, Keven ; Ardia, David ; Algaba, Andres ; Borms, Samuel.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

    Full description at Econpapers || Download paper

  32. A Textual Analysis of US Corporate Social Responsibility Reports. (2020). Clarkson, Peter M ; Ponn, Jordan ; Wang, Jingjing ; Richardson, Gordon D ; Rudzicz, Frank ; Tsang, Albert.
    In: Abacus.
    RePEc:bla:abacus:v:56:y:2020:i:1:p:3-34.

    Full description at Econpapers || Download paper

  33. Automatic summarization of earnings releases : Attributes and effects on investors’ judgments. (2019). Hollander, Stephan ; Cardinaels, Eddy ; White, Brian.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:721f64f4-033e-453b-a3e7-2bbc535d7575.

    Full description at Econpapers || Download paper

  34. Automatic summarization of earnings releases: attributes and effects on investors’ judgments. (2019). Hollander, Stephan ; Cardinaels, Eddy ; White, Brian J.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:24:y:2019:i:3:d:10.1007_s11142-019-9488-0.

    Full description at Econpapers || Download paper

  35. Content analysis of business communication: introducing a German dictionary. (2019). Bannier, Christina ; Pauls, Thomas ; Walter, Andreas.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:89:y:2019:i:1:d:10.1007_s11573-018-0914-8.

    Full description at Econpapers || Download paper

  36. Delivering performance: the capital market framing of financial numbers from a preparer perspective. (2019). Ahblom, Per ; Sjogren, Ebba.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102819.

    Full description at Econpapers || Download paper

  37. Jockeying for Position in CEO Letters: Impression Management and Sentiment Analytics. (2019). Thewissen, James ; Boudt, Kris.
    In: Financial Management.
    RePEc:bla:finmgt:v:48:y:2019:i:1:p:77-115.

    Full description at Econpapers || Download paper

  38. Management deception, big-bath accounting, and information asymmetry: Evidence from linguistic analysis. (2018). Hope, Ole-Kristian ; Wang, Jingjing.
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:70:y:2018:i:c:p:33-51.

    Full description at Econpapers || Download paper

  39. Incorrect Inferences When Using Residuals as Dependent Variables. (2018). Chen, Wei ; Melessa, Samuel ; Hribar, Paul.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:56:y:2018:i:3:p:751-796.

    Full description at Econpapers || Download paper

  40. Disclosure “Scriptability”. (2018). Deangelis, Matthew D ; Allee, Kristian D ; Moon, James R.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:56:y:2018:i:2:p:363-430.

    Full description at Econpapers || Download paper

  41. Linguistic Complexity in Firm Disclosures: Obfuscation or Information?. (2018). Gow, Ian D ; Taylor, Daniel J ; Bushee, Brian J.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:56:y:2018:i:1:p:85-121.

    Full description at Econpapers || Download paper

  42. Impression Management in The Letters to Shareholders of Listed Entities: A Romanian Case Study. (2018). Sandulescu, Maria ; Albu, Catalin-Nicolae.
    In: Journal of Accounting and Management Information Systems.
    RePEc:ami:journl:v:17:y:2018:i:3:p:353-373.

    Full description at Econpapers || Download paper

  43. Firm-Level Political Risk: Measurement and Effects. (2017). Hassan, Tarek ; Hollander, Stephan ; van Lent, Laurence ; Tahoun, Ahmed.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:24029.

    Full description at Econpapers || Download paper

  44. Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard ; Wagner, Alexander ; Dzieliński, Michał ; Dzieliski, Micha.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23425.

    Full description at Econpapers || Download paper

  45. The Q&A: Under surveillance. (2017). Abraham, Santhosh ; Bamber, Matthew.
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:58:y:2017:i:c:p:15-31.

    Full description at Econpapers || Download paper

  46. Straight Talkers and Vague Talkers: The Effects of Managerial Style in Earnings Conference Calls. (2017). Zeckhauser, Richard.
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp17-017.

    Full description at Econpapers || Download paper

  47. Firm-level political risk: Measurement and effects. (2017). Hassan, Tarek ; Hollander, Stephan ; van Lent, Laurence ; Tahoun, Ahmed.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12436.

    Full description at Econpapers || Download paper

  48. Using unstructured and qualitative disclosures to explain accruals. (2016). Frankel, Richard ; Lee, Joshua ; Jennings, Jared.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:62:y:2016:i:2:p:209-227.

    Full description at Econpapers || Download paper

  49. Textual Analysis in Accounting and Finance: A Survey. (2016). Loughran, Tim ; McDonald, Bill.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:54:y:2016:i:4:p:1187-1230.

    Full description at Econpapers || Download paper

  50. The Evolving Disclosure Landscape: How Changes in Technology, the Media, and Capital Markets Are Affecting Disclosure. (2015). Miller, Gregory S ; Skinner, Douglas J.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:53:y:2015:i:2:p:221-239.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-10-05 18:41:45 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.