News media analytics in finance: a survey

Tom Marty, Bruce Vanstone and Tobias Hahn

Accounting and Finance, 2020, vol. 60, issue 2, 1385-1434

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.

Date: 2020
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https://doi.org/10.1111/acfi.12466

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