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News media analytics in finance: a survey
- Source :
- Accounting & Finance. 60:1385-1434
- Publication Year :
- 2019
- Publisher :
- Wiley, 2019.
-
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.
- Subjects :
- 050208 finance
business.industry
05 social sciences
Economics, Econometrics and Finance (miscellaneous)
Sentiment analysis
Financial market
Empirical modelling
Media coverage
Data science
Field (computer science)
Analytics
Accounting
Political science
0502 economics and business
050207 economics
business
Finance
Analysis method
News media
Subjects
Details
- ISSN :
- 1467629X and 08105391
- Volume :
- 60
- Database :
- OpenAIRE
- Journal :
- Accounting & Finance
- Accession number :
- edsair.doi...........0829c42ced7f3fc1453e3ad17cf3aba9