Measuring news sentiment

AH Shapiro, M Sudhof, DJ Wilson - Journal of econometrics, 2022 - Elsevier
… -series measure of news sentiment, we provide an overview of text-based sentiment-scoring …
primarily on “lexical” techniques, which measure the sentiment of a set of text based on the …

[PDF][PDF] News sentiment in the time of COVID-19

SR Buckman, AH Shapiro, M Sudhof, DJ Wilson - FRBSF Economic Letter, 2020 - frbsf.org
… newly developed Daily News Sentiment Index that provides … monthly time-series measures
of news sentiment, relying on a … sentiment measure in two ways. First, we update the set of …

[PDF][PDF] Measuring News Sentiment, Working Paper 2017-01

AH Shapiro, M Sudhof, DJ Wilson - 2020 - fraser.stlouisfed.org
… -series measure of news sentiment, we provide an overview of textbased sentiment-scoring …
primarily on “lexical” techniques, which measure the sentiment of a set of text based on the …

A semantic network approach to measuring sentiment

JA Danowski, B Yan, K Riopelle - Quality & quantity, 2021 - Springer
… volume of news stories. H4: sentiment is associated with uncertainty in news coverage of …
broadcast network news to 24-h business, general, and foreign news sentiment increased …

Four best practices for measuring news sentiment using 'off-the-shelf'dictionaries: A large-scale p-hacking experiment

C Chan, J Bajjalieh, L Auvil, H Wessler… - Computational …, 2021 - aup-online.com
… systematic biases introduced by invalid measurements can spoil subsequent analyses. … In
doing so, we show that the validity of these methods for measuring news sentiment is not self-…

Bad news or mad news? Sentiment scoring of negativity, fear, and anger in news content

S Soroka, L Young, M Balmas - The ANNALS of the …, 2015 - journals.sagepub.com
… more than a decade of US news content. We compare three different measures of fear and
anger and compare those results to a previously validated measure of general negativity. We …

[HTML][HTML] News-based business sentiment and its properties as an economic index

K Seki, Y Ikuta, Y Matsubayashi - Information Processing & Management, 2022 - Elsevier
measuring business sentiment based on textual data. Business sentiment has been measured
… In contrast, we focus on the input news texts used for measuring business sentiment and …

Measuring news media sentiment using big data for Chinese stock markets

S Shen, L Xia, Y Shuai, D Gao - Pacific-Basin Finance Journal, 2022 - Elsevier
sentiment measure, a media attention measure, a tone dispersion measure as well as an
emotional polarity measure … US newspapers to construct a news sentiment index for the US, we …

Intelligent portfolio construction via news sentiment analysis

MC Hung, PH Hsia, XJ Kuang, SK Lin - International Review of Economics …, 2024 - Elsevier
… Then, we concatenate the news and use it as a feature to measure news sentiment. …
Therefore, we apply BERT to our model to measure new sentiment. We categorize news sentiment

[PDF][PDF] Measuring News Sentiment of Korea Using Transformer

B Seo, Y Lee, H Cho - Korean Economic Review, 2024 - seo-beomseok.github.io
… a novel Korean news sentiment index (NSI) that measures the economic sentiment of the
Korean domestic economy by computing it on a daily basis using news texts scrapped from the …