Zhao, Futao; Yao, Zhong; Luan, Jing; Liu, Hao - In: Industrial Management & Data Systems 120 (2019) 3, pp. 508-525
Purpose: The purpose of this paper is to propose a methodology to construct a stock market sentiment lexicon by incorporating domain-specific knowledge extracted from diverse Chinese media outlets. Design/methodology/approach: This paper presents a novel method to automatically generate...