Technical paper/Sentiment
A three-stage fusion model for predicting financial distress considering semantic and sentiment information
The authors apply sentiment analysis to management discussion and analysis texts to aid the prediction of financial distress with an innovative three-phase fusion model.
Analyzing market sentiment based on the option-implied distribution of stock returns
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
The authors investigate the influence of economic sentiment on financial portfolios during Covid-19 and the Russia-Ukraine conflict before conducting a portfolio management analysis on their data.
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.