Sprenger, Timm O.; Sandner, Philipp G.; Tumasjan, Andranik - In: Journal of Business Finance & Accounting 41 (2014) 7-8, pp. 791-830
This study presents a methodology for identifying a broad range of real-world news events based on microblogging messages. Applying computational linguistics to a unique dataset of more than 400,000 S&P 500 stock-related Twitter messages, we distinguish between good and bad news and demonstrate...