
Browsing LIF-SAFE Working Papers by Author "Anese, Gianluca"
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Impact of public news sentiment on stock market index return and volatility
Anese, Gianluca; Corazza, Marco; Costola, Michele; Pelizzon, Loriana (2021-10-11)Recent advances in natural language processing have contributed to the development of market sentiment measures through text content analysis in news providers and social media. The effectiveness of these sentiment variables ...