Where and about what? Price relevant narratives depend on topic and media type

Sha Liu, Paul Gaskell and Frank McGroarty

Economics Letters, 2022, vol. 213, issue C

Abstract: The role of traditional or social media-expressed tone on stock prices is nuanced. Negative tone of traditional media articles is much more likely to convey material information than web messages. Some topics, regardless of source, are unusually negative, causing fluctuations in investor sentiment and temporary price deviations.

Keywords: Negative tone; Traditional media; Social media; Textual analysis; Investor sentiment (search for similar items in EconPapers)
JEL-codes: G12 G14 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:213:y:2022:i:c:s0165176522000507

DOI: 10.1016/j.econlet.2022.110363

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