TY - JOUR

T1 - News Media Analytics in Finance: A Survey

AU - Marty, Thomas

AU - Vanstone, Bruce J

AU - Hahn, Tobias

PY - 2020/6/1

Y1 - 2020/6/1

N2 - 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.

AB - 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.

U2 - 10.1111/acfi.12466

DO - 10.1111/acfi.12466

M3 - Article

VL - 60

SP - 1385

EP - 1434

JO - Accounting and Finance

JF - Accounting and Finance

SN - 0810-5391

IS - 2

ER -