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Quantifying sentiment for the Japanese economy as predictors of stock prices

Ishijima, Hiroshi - 2014

Persistent link: https://www.econbiz.de/10010464989

The power of text-based indicators in forecasting the Italian economic activity

Aprigliano, Valentina; Emiliozzi, Simone; Guaitoli, Gabriele - 2021

Persistent link: https://www.econbiz.de/10012612865

Can we measure inflation expectations using Twitter?

Angelico, Cristina; Marcucci, Juri; Miccoli, Marcello; … - 2021

Persistent link: https://www.econbiz.de/10012612964

Media attention vs. sentiment as drivers of conditional volatility predictions : an application to Brexit

Guidolin, Massimo; Pedio, Manuela - 2020

Using data on international, on-line media coverage and tone of the Brexit referendum, we test whether it is media coverage or tone to provide the largest forecasting performance improvements in the prediction of the conditional variance of weekly FTSE 100 stock returns. We find that versions of...

Persistent link: https://www.econbiz.de/10012487265

News and narratives in financial systems : exploiting big data for systemic risk assessment

Nyman, Rickard; Kapadia, Sujit; Tuckett, David; … - 2018

Persistent link: https://www.econbiz.de/10011913791

Econometric forecasting using ubiquitous news text : text-enhanced factor model

Seo, Beomseok - 2023

Persistent link: https://www.econbiz.de/10014447774

Text data rule - don't they? : a study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators

Shrub, Yuliya; Rieger, Jonas; Müller, Henrik; Jentsch, … - 2022

propose a mixed-frequency model to investigate the potential of using text data in form of newspaper articles for nowcasting … German GDP growth. Newspaper text data appears to be very helpful in this regard as it directly explains economic and social … on commonly used macro variables with and without additionally included information from text data (extracted in an …