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News media analytics in finance: a survey

News media analytics in finance: a survey We survey the works applying text analytics to the study of news media in financial markets beyond intraday horizons, and expand into the fundamental economic theory and concepts relevant to the field. We compare and contrast the news sources, textual analysis methods and empirical modelling approaches adopted within the literature. We distil and categorise the key empirical insights, and summarise the bibliographic history of the literature so far. While this rapidly growing field has yielded many exciting discoveries, there are a number of promising avenues for future research which will only benefit from continued advances in computational technology. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Accounting & Finance Wiley

News media analytics in finance: a survey

Accounting & Finance , Volume 60 (2) – Jun 1, 2020

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References (136)

Publisher
Wiley
Copyright
Accounting and Finance © 2020 AFAANZ
ISSN
0810-5391
eISSN
1467-629X
DOI
10.1111/acfi.12466
Publisher site
See Article on Publisher Site

Abstract

We survey the works applying text analytics to the study of news media in financial markets beyond intraday horizons, and expand into the fundamental economic theory and concepts relevant to the field. We compare and contrast the news sources, textual analysis methods and empirical modelling approaches adopted within the literature. We distil and categorise the key empirical insights, and summarise the bibliographic history of the literature so far. While this rapidly growing field has yielded many exciting discoveries, there are a number of promising avenues for future research which will only benefit from continued advances in computational technology.

Journal

Accounting & FinanceWiley

Published: Jun 1, 2020

Keywords: ; ; ; ;

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