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- Corpus ID: 16177852
@inproceedings{Das2001YahooFA, title={Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web}, author={Sanjiv Ranjan Das and Mike Y. Chen}, year={2001}, url={https://api.semanticscholar.org/CorpusID:16177852}}
Five distinct classifier algorithms coupled by a voting scheme are found to perform well against human and statistical benchmarks and time series and cross-sectional aggregation of message information improves the quality of the resultant sentiment index.
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1,255 Citations
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Topics
Stock Message Boards (opens in a new tab)Investor Opinion (opens in a new tab)Investor Sentiment (opens in a new tab)
1,255 Citations
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- Maciej Kula
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This paper uses artificial intelligence text analysis methods to construct indices of economic sentiment from a database of 47,000 articles from the Financial Times, finding the FOMC is found to respond strongly even to uninformative components of newspaper sentiment.
- Sahil ZubairK. Cios
- 2015
Business, Computer Science
2015 48th Hawaii International Conference on…
Results indicate that correlations between the sentiment in the news and the S&P index are strong for five of the seven years analyzed.
- 6
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- Siavash KazemianShunan ZhaoGerald Penn
- 2014
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WASSA@ACL
This paper presents a family of trading strategies, and uses this application to re-examine some of the tacit assumptions behind how sentiment analyzers are generally evaluated, in spite of the contexts of their application.
- 9
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- Michael RechenthinW. StreetP. Srinivasan
- 2013
Computer Science, Business
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Examination of a popular stock message board finds slight daily predictability using supervised learning algorithms when combining daily sentiment with historical price information and questions if the existence of dishonest posters are capitalizing on the popularity of the boards by writing sentiment in line with their trading goals as a means of influencing others, and therefore undermining the purpose of the board.
- 32
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- P. HoulihanGermán G. Creamer
- 2017
Economics, Computer Science
The findings show that through the Fama–MacBeth regression method, social media–based sentiment measures can be used as risk factors in an asset pricing framework and these sentiment measures have predictive capability when used as features in a machine learning framework.
- 2
- Price Movements
- 2012
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An overview of common approaches to this topic is given and the content generated by the financial social network Seekingalpha.com is analyzed, finding that a large proportion of users’ attention is focused on only a few stocks.
- 1
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- Andreas MastelJürgen Jacobs
- 2012
Business, Computer Science
An overview of common approaches to this topic is given and the content generated by the financial social network Seekingalpha.com is analyzed, finding that a large proportion of users’ attention is focused on only a few stocks.
- 2
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- Dong-Jin PyoJungho Kim
- 2019
Economics, Business
Results show that an increase in the sentiment index predicts a positive stock return and reduction in its volatility, and evidence demonstrates that a higher sentiment index leads to an appreciation in the KRW against the USD and the lower exchange rate volatility.
- 7
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28 References
- Murray Z. FrankWerner Antweiler
- 2001
Economics, Business
It is found that stock messages posted on Yahooe Finance and Raging Bull help predict market volatility and disagreement among the posted messages is associated with increased trading volume.
- 2,007
- PDF
- James J. ChoiDavid LaibsonAndrew Metrick
- 2000
Economics, Business
We analyze the impact of a Web-based trading channel on the trading activity in two corporate 401(k) plans. Using detailed data on about 100,000 participants, we compare trading growth in these firms…
- 45
- PDF
- Peter D. Wysocki
- 1998
Business, Economics
This paper examines the cross-sectional and time-series determinants of message-posting volume on stock message boards on the Web. I test whether variation in message-posting volume is just noise or…
- 228
- Highly Influential
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- Robert TumarkinRobert F. Whitelaw
- 2001
Business, Economics
The anecdotal evidence is growing that postings in Internet financial forums affect stock prices, either because the postings contain new information or because they represent successful attempts to…
- 403
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- M. BagnoliM. BeneishSusan G. Watts
- 1998
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In this paper, we compare First Call analyst forecasts to unofficial forecasts of quarterly earnings per share commonly referred to as whisper forecasts. Our analysis yields the following results.…
- 160
- D. GodesDina Mayzlin
- 2002
Business
It is found that online conversations may offer an easy and cost-effective opportunity to measure word of mouth and it is shown that a measure of the dispersion of conversations across communities has explanatory power in a dynamic model of TV ratings.
- 2,690
- PDF
- Soumen ChakrabartiB. DomP. Indyk
- 1998
Computer Science
SIGMOD '98
This work has developed a text classifier that misclassified only 13% of the documents in the well-known Reuters benchmark; this was comparable to the best results ever obtained and its technique also adapts gracefully to the fraction of neighboring documents having known topics.
- 935
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- D. KollerM. Sahami
- 1997
Computer Science
ICML
This work proposes an approach that utilizes the hierarchical topic structure to decompose the classification task into a set of simpler problems, one at each node in the classification tree, which can be solved accurately by focusing only on a very small set of features, those relevant to the task at hand.
- 1,126
- Anat R. AdmatiP. Pfleiderer
- 2001
Business, Economics
A model where an altruistic sender, who may or may not be informed, broadcasts one of a finite set of messages to rational receivers shows that overconfidence can improve informativeness when broadcasting is costly.
- 10
- Soumen ChakrabartiB. DomR. AgrawalP. Raghavan
- 1998
Computer Science
The VLDB Journal
An automatic system that starts with a small sample of the corpus in which topics have been assigned by hand, and then updates the database with new documents as the corpus grows, assigning topics to these new documents with high speed and accuracy is described.
- 277
- Highly Influential
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