Eachempati, Prajwal; Srivastava, Praveen Ranjan - In: Qualitative Research in Financial Markets 14 (2021) 1, pp. 53-75
Purpose: This study aims to develop two sentiment indices sourced from news stories and corporate disclosures of the firms in the National Stock Exchange NIFTY 50 Index by extracting sentiment polarity. Subsequently, the two indices would be compared for the predictive accuracy of the stock...