Technical paper/Sentiment
Analyzing market sentiment based on the option-implied distribution of stock returns
The authors propose a means to assess market sentiment using the option-implied distribution of stock returns generated from option data, allowing for efficient optimization of complex portfolios.
Natural language processing-based detection of systematic anomalies among the narratives of consumer complaints
Does investors’ sentiment influence stock market volatility? Evidence from India during pre- and post-Covid-19 periods
The impact of economic sentiment on financial portfolios during the recent turmoil
Research on the premium for the joint lower-tail risk of liquidity and investor sentiment
The authors put forward the concept of the joint lower-tail risk of liquidity and investor sentiment and investigate the issue of lower-tail risk premiums in the Chinese stock market.
News-sentiment networks as a company risk indicator
This paper defines an algorithm for measuring sentiment-based network risk, to understand the relationship between news sentiment and company stock price movements, and to better understand connectivity among companies.