Matches in SemOpenAlex for { <https://semopenalex.org/work/W3208404603> ?p ?o ?g. }
- W3208404603 abstract "Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables depends on the implemented techniques and the type of source on which they are based. In this paper, we investigate the impact of the release of public financial news on the S&P 500. Using automatic labeling techniques based on either stock index returns or dictionaries, we apply a classification problem based on long short-term memory neural networks to extract alternative proxies of investor sentiment. Our findings provide evidence that there exists an impact of those sentiments in the market in a 20-min time frame. We find that dictionary-based sentiment provides meaningful results that outperform those based on stock index returns, which partly fails in the mapping process between news and financial returns." @default.
- W3208404603 created "2021-11-08" @default.
- W3208404603 creator A5002326608 @default.
- W3208404603 creator A5002838332 @default.
- W3208404603 creator A5057994644 @default.
- W3208404603 creator A5090147268 @default.
- W3208404603 date "2023-04-25" @default.
- W3208404603 modified "2023-09-26" @default.
- W3208404603 title "Impact of public news sentiment on stock market index return and volatility" @default.
- W3208404603 cites W1965235124 @default.
- W3208404603 cites W2014545475 @default.
- W3208404603 cites W2015174807 @default.
- W3208404603 cites W2019759670 @default.
- W3208404603 cites W2038466413 @default.
- W3208404603 cites W2090588899 @default.
- W3208404603 cites W2250539671 @default.
- W3208404603 cites W2331563096 @default.
- W3208404603 cites W2554619162 @default.
- W3208404603 cites W2613906735 @default.
- W3208404603 cites W2734498027 @default.
- W3208404603 cites W2745672448 @default.
- W3208404603 cites W2766718178 @default.
- W3208404603 cites W2781475041 @default.
- W3208404603 cites W2785939461 @default.
- W3208404603 cites W2788057825 @default.
- W3208404603 cites W2892468315 @default.
- W3208404603 cites W2912723748 @default.
- W3208404603 cites W2933053849 @default.
- W3208404603 cites W2935595597 @default.
- W3208404603 cites W2945325682 @default.
- W3208404603 cites W2973508239 @default.
- W3208404603 cites W3047459543 @default.
- W3208404603 cites W3104130320 @default.
- W3208404603 cites W3108759814 @default.
- W3208404603 cites W3113308796 @default.
- W3208404603 cites W3122617818 @default.
- W3208404603 cites W3123492911 @default.
- W3208404603 cites W3124495159 @default.
- W3208404603 cites W3125266524 @default.
- W3208404603 cites W3125284286 @default.
- W3208404603 cites W3125952890 @default.
- W3208404603 cites W3157312612 @default.
- W3208404603 cites W3158053678 @default.
- W3208404603 cites W3159134512 @default.
- W3208404603 cites W3211982634 @default.
- W3208404603 cites W339040192 @default.
- W3208404603 cites W4307244430 @default.
- W3208404603 doi "https://doi.org/10.1007/s10287-023-00454-2" @default.
- W3208404603 hasPublicationYear "2023" @default.
- W3208404603 type Work @default.
- W3208404603 sameAs 3208404603 @default.
- W3208404603 citedByCount "0" @default.
- W3208404603 crossrefType "journal-article" @default.
- W3208404603 hasAuthorship W3208404603A5002326608 @default.
- W3208404603 hasAuthorship W3208404603A5002838332 @default.
- W3208404603 hasAuthorship W3208404603A5057994644 @default.
- W3208404603 hasAuthorship W3208404603A5090147268 @default.
- W3208404603 hasBestOaLocation W32084046032 @default.
- W3208404603 hasConcept C10138342 @default.
- W3208404603 hasConcept C106159729 @default.
- W3208404603 hasConcept C127413603 @default.
- W3208404603 hasConcept C136764020 @default.
- W3208404603 hasConcept C149782125 @default.
- W3208404603 hasConcept C151730666 @default.
- W3208404603 hasConcept C154945302 @default.
- W3208404603 hasConcept C162324750 @default.
- W3208404603 hasConcept C19244329 @default.
- W3208404603 hasConcept C204036174 @default.
- W3208404603 hasConcept C2777382242 @default.
- W3208404603 hasConcept C2780299701 @default.
- W3208404603 hasConcept C2780762169 @default.
- W3208404603 hasConcept C41008148 @default.
- W3208404603 hasConcept C66402592 @default.
- W3208404603 hasConcept C78519656 @default.
- W3208404603 hasConcept C86803240 @default.
- W3208404603 hasConcept C88389905 @default.
- W3208404603 hasConcept C91602232 @default.
- W3208404603 hasConceptScore W3208404603C10138342 @default.
- W3208404603 hasConceptScore W3208404603C106159729 @default.
- W3208404603 hasConceptScore W3208404603C127413603 @default.
- W3208404603 hasConceptScore W3208404603C136764020 @default.
- W3208404603 hasConceptScore W3208404603C149782125 @default.
- W3208404603 hasConceptScore W3208404603C151730666 @default.
- W3208404603 hasConceptScore W3208404603C154945302 @default.
- W3208404603 hasConceptScore W3208404603C162324750 @default.
- W3208404603 hasConceptScore W3208404603C19244329 @default.
- W3208404603 hasConceptScore W3208404603C204036174 @default.
- W3208404603 hasConceptScore W3208404603C2777382242 @default.
- W3208404603 hasConceptScore W3208404603C2780299701 @default.
- W3208404603 hasConceptScore W3208404603C2780762169 @default.
- W3208404603 hasConceptScore W3208404603C41008148 @default.
- W3208404603 hasConceptScore W3208404603C66402592 @default.
- W3208404603 hasConceptScore W3208404603C78519656 @default.
- W3208404603 hasConceptScore W3208404603C86803240 @default.
- W3208404603 hasConceptScore W3208404603C88389905 @default.
- W3208404603 hasConceptScore W3208404603C91602232 @default.
- W3208404603 hasIssue "1" @default.
- W3208404603 hasLocation W32084046031 @default.
- W3208404603 hasLocation W32084046032 @default.
- W3208404603 hasOpenAccess W3208404603 @default.