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We propose the "President reacts to news" channel of stock returns by studying the financial market impact of the Twitter account of the 45th president of the United States, Donald Trump. We use machine learning algorithms to classify topic and textual sentiment of 1,400 economy-related tweets...
Persistent link: https://www.econbiz.de/10012643914
The possibility to investigate the impact of news on stock prices has observed a strong evolution thanks to the recent use of natural language processing (NLP) in finance and economics. In this paper, we investigate COVID-19 news, elaborated with the "Natural Language Toolkit" that uses machine...
Persistent link: https://www.econbiz.de/10012271363
Persistent link: https://www.econbiz.de/10014279055
The possibility to investigate the impact of news on stock prices has observed a strong evolution thanks to the recent use of natural language processing (NLP) in finance and economics. In this paper, we investigate COVID-19 news, elaborated with the ”Natural Language Toolkit” that uses...
Persistent link: https://www.econbiz.de/10012823402