Textual analysis for China’s financial markets: a review and discussion

Alan Huang, Wenfeng Wu and Tong Yu

China Finance Review International, 2019, vol. 10, issue 1, 1-15

Abstract: Purpose - This is a literature survey paper. The purpose of this paper is to focus on the latest developments in textual analysis on China’s financial markets, highlighting its differences from existing works in the US markets. Design/methodology/approach - The authors review the literature and carry out an experiment of sentiment analysis based on a small sample of Chinese news articles. Findings - Based on the experiment of sentiment analysis, there is limited evidence on the association between sentiment and other contemporaneous or future returns. Originality/value - The supply of financial textual information has grown exponentially in the past decades. Technological advancements in recent years make the programming-based analysis an effective tool to digest such information. The authors highlight the use of credible textual information and discuss directions of research in this important field.

Keywords: Textual analysis; Natural language processing; Chinese financial market; Information content of news (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:eme:cfripp:cfri-08-2019-0134

DOI: 10.1108/CFRI-08-2019-0134

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