News Media Analytics in Finance: A Survey
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
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.
| Original language | English |
|---|---|
| Pages (from-to) | 1385-1434 |
| Number of pages | 50 |
| Journal | Accounting and Finance |
| Volume | 60 |
| Issue number | 2 |
| Early online date | 18 Mar 2019 |
| DOIs | |
| Publication status | Published - 1 Jun 2020 |
| Externally published | Yes |