Measuring news sentiment

2020/11/24 by Adam Hale Shapiro, Moritz Sudhof, Daniel J. Wilson · 5 citations
Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Market Dynamics and Volatility #Media Influence and Politics #Stock Market Forecasting Methods

paper · doi:10.1016/j.jeconom.2020.07.053

openalex publication_date 2020/11/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/29

Citations

• Affective News: The Automated Coding of Sentiment in Political Texts
• Estimation and Inference of Impulse Responses by Local Projections
• Text as Data
• What Drives Media Slant? Evidence From U.S. Daily Newspapers
• Thumbs up? Sentiment Classification using Machine Learning Techniques
• Seeing stars: Exploiting class relationships for sentiment categorization with respect to rating scales
• Text-Based Network Industries and Endogenous Product Differentiation

Cited by

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• Media Sentiment and Oil Price Expectations
• Identifying and Quantifying Financial Bubbles with the Hyped Log-Periodic Power Law Model
• LLM on a Budget: Active Knowledge Distillation for Efficient Classification of Large Text Corpora
• Econometric forecasting using ubiquitous news text: Text-enhanced factor model