Are Stock Markets Driven More by Sentiments than Efficiency?
In this paper, we investigate whether the sentiment contained in text of news items influences a company’s stock price. With the means of sentiment analysis, a quantitative approach for measuring sentiment in text, we derive scores for positive and negative sentiment contained in news. Next, we rela...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
De Gruyter Poland
2016-01-01
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| Series: | Journal of Engineering, Project, and Production Management |
| Subjects: | |
| Online Access: | http://www.ppml.url.tw/EPPM_Journal/volumns/06_01_January_2016/ID_108_06_01_53_62.pdf |