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Good Debt or Bad Debt: Detecting Semantic Orientations in Economic Texts

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Cited by:

  1. Wehrheim, Lino, 2021. "The sound of silence: On the (in)visibility of economists in the media," Working Papers 30, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
  2. Yuke Zhang, 2025. "Interpretable Machine Learning for Macro Alpha: A News Sentiment Case Study," Papers 2505.16136, arXiv.org.
  3. Mantas Lukauskas & Vaida Pilinkienė & Jurgita Bruneckienė & Alina Stundžienė & Andrius Grybauskas & Tomas Ruzgas, 2022. "Economic Activity Forecasting Based on the Sentiment Analysis of News," Mathematics, MDPI, vol. 10(19), pages 1-22, September.
  4. Martina Halouskov'a & v{S}tefan Ly'ocsa, 2025. "Forecasting U.S. equity market volatility with attention and sentiment to the economy," Papers 2503.19767, arXiv.org.
  5. Alejandro Lopez-Lira & Jihoon Kwon & Sangwoon Yoon & Jy-yong Sohn & Chanyeol Choi, 2025. "Bridging Language Models and Financial Analysis," Papers 2503.22693, arXiv.org.
  6. Abdollahi, Hooman & Junttila, Juha-Pekka & Lehkonen, Heikki, 2024. "Clustering asset markets based on volatility connectedness to political news," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
  7. Chen, Cathy Yi-Hsuan & Fengler, Matthias R. & Härdle, Wolfgang Karl & Liu, Yanchu, 2022. "Media-expressed tone, option characteristics, and stock return predictability," Journal of Economic Dynamics and Control, Elsevier, vol. 134(C).
  8. Chiu, I-Chan & Hung, Mao-Wei, 2025. "Finance-specific large language models: Advancing sentiment analysis and return prediction with LLaMA 2," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
  9. Dimitrios K. Nasiopoulos & Konstantinos I. Roumeliotis & Damianos P. Sakas & Kanellos Toudas & Panagiotis Reklitis, 2025. "Financial Sentiment Analysis and Classification: A Comparative Study of Fine-Tuned Deep Learning Models," IJFS, MDPI, vol. 13(2), pages 1-27, May.
  10. Yi-Hsuan Chen, Cathy & Fengler, Matthias & Härdle, Wolfgang Karl & Liu, Yanchu, 2018. "Textual Sentiment, Option Characteristics, and Stock Return Predictability," Economics Working Paper Series 1808, University of St. Gallen, School of Economics and Political Science.
  11. Travis Adams & Andrea Ajello & Diego Silva & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Papers 2305.16164, arXiv.org.
  12. Paola Cerchiello & Giancarlo Nicola, 2017. "Assessing News Contagion in Finance," DEM Working Papers Series 139, University of Pavia, Department of Economics and Management.
  13. Kirtac, Kemal & Germano, Guido, 2024. "Sentiment trading with large language models," Finance Research Letters, Elsevier, vol. 62(PB).
  14. Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024. "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  15. Paola Cerchiello & Giancarlo Nicola & Samuel Rönnqvist & Peter Sarlin, 2017. "Deep Learning Bank Distress from News and Numerical Financial Data," DEM Working Papers Series 140, University of Pavia, Department of Economics and Management.
  16. Neng Wang & Hongyang Yang & Christina Dan Wang, 2023. "FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets," Papers 2310.04793, arXiv.org, revised Nov 2023.
  17. Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu, 2023. "Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models," Papers 2310.04027, arXiv.org, revised Nov 2023.
  18. Agam Shah & Sudheer Chava, 2023. "Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks," Papers 2305.16633, arXiv.org.
  19. Chandan Singh & Armin Askari & Rich Caruana & Jianfeng Gao, 2023. "Augmenting interpretable models with large language models during training," Nature Communications, Nature, vol. 14(1), pages 1-11, December.
  20. Fabian Billert & Stefan Conrad, 2024. "A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40," Papers 2409.20397, arXiv.org.
  21. Xu Gong & Keqin Guan & Qiyang Chen, 2022. "The role of textual analysis in oil futures price forecasting based on machine learning approach," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(10), pages 1987-2017, October.
  22. Ankur Sinha & Satishwar Kedas & Rishu Kumar & Pekka Malo, 2022. "SEntFiN 1.0: Entity‐aware sentiment analysis for financial news," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 73(9), pages 1314-1335, September.
  23. Darko B. Vuković & Senanu Dekpo-Adza & Stefana Matović, 2025. "AI integration in financial services: a systematic review of trends and regulatory challenges," Palgrave Communications, Palgrave Macmillan, vol. 12(1), pages 1-29, December.
  24. Priyank Sonkiya & Vikas Bajpai & Anukriti Bansal, 2021. "Stock price prediction using BERT and GAN," Papers 2107.09055, arXiv.org.
  25. Kemal Kirtac & Guido Germano, 2025. "Large language models in finance : what is financial sentiment?," Papers 2503.03612, arXiv.org, revised Mar 2025.
  26. Samuel Ronnqvist & Peter Sarlin, 2016. "Bank distress in the news: Describing events through deep learning," Papers 1603.05670, arXiv.org, revised Dec 2016.
  27. Alex Kim & Sangwon Yoon, 2023. "Corporate Bankruptcy Prediction with Domain-Adapted BERT," Papers 2312.03194, arXiv.org.
  28. Fengbin Zhu & Junfeng Li & Liangming Pan & Wenjie Wang & Fuli Feng & Chao Wang & Huanbo Luan & Tat-Seng Chua, 2025. "FinTMMBench: Benchmarking Temporal-Aware Multi-Modal RAG in Finance," Papers 2503.05185, arXiv.org.
  29. Sinha, Ankur & Kedas, Satishwar & Kumar, Rishu & Malo, Pekka, 2019. "Buy, Sell or Hold: Entity-Aware Classification of Business News," IIMA Working Papers WP 2019-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
  30. Tri Minh Phan, 2024. "Sentiment-semantic word vectors: A new method to estimate management sentiment," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 160(1), pages 1-22, December.
  31. Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
  32. Bommes, Elisabeth & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2018. "Textual Sentiment and Sector specific reaction," IRTG 1792 Discussion Papers 2018-043, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
  33. Bilal Taskin & Fuat Akal, 2025. "Tales of Turbulence: BERT-based Multimodal Analysis of FED Communication Dynamics Amidst COVID-19 Through FOMC Minutes," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 117-146, January.
  34. Abel Díaz Berenguer & Yifei Da & Matías Nicolás Bossa & Meshia Cédric Oveneke & Hichem Sahli, 2024. "Causality-driven multivariate stock movement forecasting," PLOS ONE, Public Library of Science, vol. 19(4), pages 1-41, April.
  35. Chao Li & Alexander Ryota Keeley & Shutaro Takeda & Daikichi Seki & Shunsuke Managi, 2025. "ESG Tendencies From News Investigated by AI Trained by Human Intelligence," Business Strategy and the Environment, Wiley Blackwell, vol. 34(2), pages 1880-1895, February.
  36. Ankur Sinha & Chaitanya Agarwal & Pekka Malo, 2025. "FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data," Papers 2502.18471, arXiv.org.
  37. Dolaeva, Aishat & Beliaeva, Uliana & Grigoriev, Dmitry & Semenov, Alexander & Rysz, Maciej, 2025. "Analyzing and forecasting P/E ratios using investor sentiment in panel data regression and LSTM models," International Review of Economics & Finance, Elsevier, vol. 98(C).
  38. Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019. "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers 1906.00059, arXiv.org.
  39. Yong Xie & Dakuo Wang & Pin-Yu Chen & Jinjun Xiong & Sijia Liu & Sanmi Koyejo, 2022. "A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Predictions," Papers 2205.01094, arXiv.org, revised Jul 2022.
  40. Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
  41. Tingsong Jiang & Qingyun Zeng, 2023. "Financial sentiment analysis using FinBERT with application in predicting stock movement," Papers 2306.02136, arXiv.org, revised Jun 2025.
  42. Yi Yang & Yixuan Tang & Kar Yan Tam, 2023. "InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning," Papers 2309.13064, arXiv.org.
  43. Asier Guti'errez-Fandi~no & Miquel Noguer i Alonso & Petter Kolm & Jordi Armengol-Estap'e, 2021. "FinEAS: Financial Embedding Analysis of Sentiment," Papers 2111.00526, arXiv.org, revised Nov 2021.
  44. Shangyang Mou & Qiang Xue & Xunquan Chen & Jinhui Chen & Ryoichi Takashima & Tetsuya Takiguchi & Yasuo Ariki, 2025. "Prefix tuning with prompt augmentation for efficient financial news summarization," Journal of Computational Social Science, Springer, vol. 8(1), pages 1-16, February.
  45. Paola Cerchiello & Giancarlo Nicola, 2018. "Assessing News Contagion in Finance," Econometrics, MDPI, vol. 6(1), pages 1-19, February.
  46. Julian Junyan Wang & Victor Xiaoqi Wang, 2025. "Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks," Papers 2503.16974, arXiv.org, revised Jun 2025.
  47. Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez, 2024. "Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning," Papers 2409.11408, arXiv.org.
  48. Bledar Fazlija & Pedro Harder, 2022. "Using Financial News Sentiment for Stock Price Direction Prediction," Mathematics, MDPI, vol. 10(13), pages 1-20, June.
  49. Jean Lee & Nicholas Stevens & Soyeon Caren Han & Minseok Song, 2024. "A Survey of Large Language Models in Finance (FinLLMs)," Papers 2402.02315, arXiv.org.
  50. David M. Goldberg & Nohel Zaman & Arin Brahma & Mariano Aloiso, 2022. "Are mortgage loan closing delay risks predictable? A predictive analysis using text mining on discussion threads," Journal of the Association for Information Science & Technology, Association for Information Science & Technology, vol. 73(3), pages 419-437, March.
  51. Boyu Zhang & Hongyang Yang & Xiao-Yang Liu, 2023. "Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models," Papers 2306.12659, arXiv.org.
  52. Andrea Ajello & Diego Silva & Travis Adams & Francisco Vazquez-Grande, 2023. "More than Words: Twitter Chatter and Financial Market Sentiment," Finance and Economics Discussion Series 2023-034, Board of Governors of the Federal Reserve System (U.S.).
  53. Runmei Luo & Yong Ye, 2024. "Pressure from words: The tone of investors in Chinese earnings communication conferences and managerial myopia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 64(1), pages 833-868, March.
  54. Leippold, Markus, 2023. "Sentiment spin: Attacking financial sentiment with GPT-3," Finance Research Letters, Elsevier, vol. 55(PB).
  55. Ingrid E. Fisher & Margaret R. Garnsey & Mark E. Hughes, 2016. "Natural Language Processing in Accounting, Auditing and Finance: A Synthesis of the Literature with a Roadmap for Future Research," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 23(3), pages 157-214, July.
  56. Song, Piaopeng & Lu, Hanglin & Zhang, Yongjie, 2024. "Unveiling tone manipulation in MD&A: Evidence from ChatGPT experiments," Finance Research Letters, Elsevier, vol. 67(PA).
  57. Zonghan Wu & Junlin Wang & Congyuan Zou & Chenhan Wang & Yilei Shao, 2025. "Towards Competent AI for Fundamental Analysis in Finance: A Benchmark Dataset and Evaluation," Papers 2506.07315, arXiv.org.
  58. Thomas R. Cook & Sophia Kazinnik & Anne Lundgaard Hansen & Peter McAdam, 2023. "Evaluating Local Language Models: An Application to Bank Earnings Calls," Research Working Paper RWP 23-12, Federal Reserve Bank of Kansas City.
  59. Xiao-Yang Liu & Guoxuan Wang & Hongyang Yang & Daochen Zha, 2023. "FinGPT: Democratizing Internet-scale Data for Financial Large Language Models," Papers 2307.10485, arXiv.org, revised Nov 2023.
  60. Duygu Ider & Stefan Lessmann, 2022. "Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision," Papers 2204.05781, arXiv.org, revised Mar 2023.
  61. Moritz Scherrmann, 2023. "Multi-Label Topic Model for Financial Textual Data," Papers 2311.07598, arXiv.org.
  62. Raeid Saqur & Ken Kato & Nicholas Vinden & Frank Rudzicz, 2024. "NIFTY Financial News Headlines Dataset," Papers 2405.09747, arXiv.org.
  63. Borchert, Philipp & Coussement, Kristof & De Weerdt, Jochen & De Caigny, Arno, 2024. "Industry-sensitive language modeling for business," European Journal of Operational Research, Elsevier, vol. 315(2), pages 691-702.
  64. Haavio, Markus & Heikkinen, Joni & Jalasjoki, Pirkka & Kilponen, Juha & Paloviita, Maritta & Vänni, Ilona, 2024. "Reading between the lines: Uncovering asymmetry in the central bank loss function," Bank of Finland Research Discussion Papers 6/2024, Bank of Finland.
  65. Jimin Huang & Mengxi Xiao & Dong Li & Zihao Jiang & Yuzhe Yang & Yifei Zhang & Lingfei Qian & Yan Wang & Xueqing Peng & Yang Ren & Ruoyu Xiang & Zhengyu Chen & Xiao Zhang & Yueru He & Weiguang Han & S, 2024. "Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications," Papers 2408.11878, arXiv.org, revised Jun 2025.
  66. Agam Shah & Arnav Hiray & Pratvi Shah & Arkaprabha Banerjee & Anushka Singh & Dheeraj Eidnani & Sahasra Chava & Bhaskar Chaudhury & Sudheer Chava, 2024. "Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis," Papers 2402.11728, arXiv.org, revised Oct 2024.
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