Articles with "sentiment attention" as a keyword



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The impact of sentiment and attention measures on stock market volatility

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Published in 2020 at "International Journal of Forecasting"

DOI: 10.1016/j.ijforecast.2019.05.010

Abstract: We analyze the impact of sentiment and attention variables on volatility by using a novel and extensive dataset that combines social media, news articles, information consumption, and search engine data. Applying a state-of-the-art sentiment classification… read more here.

Keywords: sentiment attention; attention; attention measures; volatility ... See more keywords