News Based Sentiment Indicators PDF Download
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Author | : Chengyu Huang |
Publisher | : International Monetary Fund |
Total Pages | : 56 |
Release | : 2019-12-06 |
Genre | : Business & Economics |
ISBN | : 1513523171 |
Download News-based Sentiment Indicators Book in PDF, ePub and Kindle
We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like “fear”, “risk”, “hedging”, “opinion”, and, “crisis”, as well as “positive” and “negative” sentiments, in news articles from the Financial Times. We assess the performance of our sentiment indices as “news-based” early warning indicators (EWIs) for financial crises. We find that sentiment indices spike and/or trend up ahead of financial crises.
Author | : Anna Marszal |
Publisher | : |
Total Pages | : 0 |
Release | : 2022 |
Genre | : |
ISBN | : |
Download What News Can Really Tell Us? Book in PDF, ePub and Kindle
Author | : Chengyu Huang |
Publisher | : International Monetary Fund |
Total Pages | : 56 |
Release | : 2019-12-06 |
Genre | : Business & Economics |
ISBN | : 1513518372 |
Download News-based Sentiment Indicators Book in PDF, ePub and Kindle
We construct sentiment indices for 20 countries from 1980 to 2019. Relying on computational text analysis, we capture specific language like “fear”, “risk”, “hedging”, “opinion”, and, “crisis”, as well as “positive” and “negative” sentiments, in news articles from the Financial Times. We assess the performance of our sentiment indices as “news-based” early warning indicators (EWIs) for financial crises. We find that sentiment indices spike and/or trend up ahead of financial crises.
Author | : Sergio Consoli |
Publisher | : Springer Nature |
Total Pages | : 357 |
Release | : 2021 |
Genre | : Application software |
ISBN | : 3030668916 |
Download Data Science for Economics and Finance Book in PDF, ePub and Kindle
This open access book covers the use of data science, including advanced machine learning, big data analytics, Semantic Web technologies, natural language processing, social media analysis, time series analysis, among others, for applications in economics and finance. In addition, it shows some successful applications of advanced data science solutions used to extract new knowledge from data in order to improve economic forecasting models. The book starts with an introduction on the use of data science technologies in economics and finance and is followed by thirteen chapters showing success stories of the application of specific data science methodologies, touching on particular topics related to novel big data sources and technologies for economic analysis (e.g. social media and news); big data models leveraging on supervised/unsupervised (deep) machine learning; natural language processing to build economic and financial indicators; and forecasting and nowcasting of economic variables through time series analysis. This book is relevant to all stakeholders involved in digital and data-intensive research in economics and finance, helping them to understand the main opportunities and challenges, become familiar with the latest methodological findings, and learn how to use and evaluate the performances of novel tools and frameworks. It primarily targets data scientists and business analysts exploiting data science technologies, and it will also be a useful resource to research students in disciplines and courses related to these topics. Overall, readers will learn modern and effective data science solutions to create tangible innovations for economic and financial applications.
Author | : Christoph Sandner |
Publisher | : |
Total Pages | : 220 |
Release | : 2012 |
Genre | : |
ISBN | : |
Download What's on the News Today? Book in PDF, ePub and Kindle
Author | : Juliane A. Lischka |
Publisher | : Springer |
Total Pages | : 139 |
Release | : 2015-11-04 |
Genre | : Language Arts & Disciplines |
ISBN | : 3658115416 |
Download Economic News, Sentiment, and Behavior Book in PDF, ePub and Kindle
This book explores the relations between objective, media-related, and social attitudinal as well as behavioral realities of private, expert, and corporate agents in the traditions of mass communication, journalism studies and behavioral economics. Results based on time series analyses for German data show that the news reports in a volatile manner on the economy and may influence its development through third-person effects. Bad economic news does not cause a decrease in private purchase intentions. Bad news may lead to a change in corporate decisions, such as advertising expenditures, because corporate decision makers may presume changes in consumer behavior through news.
Author | : Svetlana Borovkova |
Publisher | : |
Total Pages | : 25 |
Release | : 2017 |
Genre | : |
ISBN | : |
Download Sector News Sentiment Indices Book in PDF, ePub and Kindle
We present the sector-based news sentiment indices, which track, for a given industry or sector, the current media sentiment about this sector. The sentiment index for a particular sector has a natural relationship to the basket of stocks of publicly traded companies operating in this sector or the corresponding sector's ETF. We empirically investigate this relationship for 11 sectors and show that this relationship is particularly significant at times of market downturns. We demonstrate the added value of such sentiment indices in sector-rotation investment strategies.
Author | : Samuel P. Fraiberger |
Publisher | : International Monetary Fund |
Total Pages | : 33 |
Release | : 2018-12-10 |
Genre | : Business & Economics |
ISBN | : 1484389212 |
Download Media Sentiment and International Asset Prices Book in PDF, ePub and Kindle
We assess the impact of media sentiment on international equity prices using more than 4.5 million Reuters articles published across the globe between 1991 and 2015. News sentiment robustly predicts daily returns in both advanced and emerging markets, even after controlling for known determinants of stock prices. But not all news-sentiment is alike. A local (country-specific) increase in news optimism (pessimism) predicts a small and transitory increase (decrease) in local returns. By contrast, changes in global news sentiment have a larger impact on equity returns around the world, which does not reverse in the short run. We also find evidence that news sentiment affects mainly foreign – rather than local – investors: although local news optimism attracts international equity flows for a few days, global news optimism generates a permanent foreign equity inflow. Our results confirm the value of media content in capturing investor sentiment.
Author | : Anna Marszal |
Publisher | : |
Total Pages | : 0 |
Release | : 2022 |
Genre | : |
ISBN | : |
Download What News Can Really Tell Us?$bevidence from a News-based Sentiment Index for Financial Markets Analysis Book in PDF, ePub and Kindle
Author | : The Financial Edits |
Publisher | : by Mocktime Publication |
Total Pages | : 32 |
Release | : 2023-04-01 |
Genre | : Business & Economics |
ISBN | : |
Download [Top 10] Sentiment Indicators - Technical Analysis Book in PDF, ePub and Kindle
[Top 10] Sentiment Indicators - Technical Analysis