A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news
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DOI: 10.1016/j.jfineco.2021.06.002
Abstract: By applying machine learning to accurately and cost effectively classify photos based on sentiment, we introduce a daily market-level investor sentiment index (Photo Pessimism) from a large sample of news photos. Between 1926 and 2018,… read more here.
Keywords: photo pessimism; news; pessimism; machine learning ... See more keywords