Sentiment Analysis of ESG disclosures on Stock Market

Sudeep R. Bapat, Saumya Kothari and Rushil Bansal

Papers from arXiv.org

Abstract: In this paper, we look at the impact of Environment, Social and Governance related news articles and social media data on the stock market performance. We pick four stocks of companies which are widely known in their domain to understand the complete effect of ESG as the newly opted investment style remains restricted to only the stocks with widespread information. We summarise live data of both twitter tweets and newspaper articles and create a sentiment index using a dictionary technique based on online information for the month of July, 2022. We look at the stock price data for all the four companies and calculate the percentage change in each of them. We also compare the overall sentiment of the company to its percentage change over a specific historical period.

Date: 2022-10
New Economics Papers: this item is included in nep-big, nep-fmk and nep-mst
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://arxiv.org/pdf/2210.00731 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2210.00731

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().