The Impact of Sentiment in the News Media on Daily and Monthly Stock Market Returns.
Justin CaseAdam E. ClementsPublished in: AusDM (2021)
Keyphrases
- stock market
- financial news
- trading signals
- news media
- trading rules
- short term
- financial time series
- financial data
- online news
- stock price
- stock exchange
- sentiment analysis
- stock data
- stock market data
- stock trading
- news articles
- news stories
- sentiment classification
- stock index futures
- listed companies
- stock returns
- text classification
- natural language
- social media
- long term