Within the growing landscape at the frontier of text mining, sentiment analysis, and econometrics, the field sentometrics has emerged. Researchers in sentometrics study how the qualitative sentiment embedded in textual data becomes a quantitative variable — and how that variable behaves once it enters an econometric analysis.
This hub is where our team publishes what it builds. Not a directory of the field: search engines do that better, and a list that falls behind misleads. What you will find here is what we produce and keep alive — the indices, the papers behind them, the packages that compute them, the students who work on them, and everything we do to make all of it reusable.
New here? Read the survey paper, then the R package sentometrics. If you want to work with us, start here.
Concern about climate change cannot be observed, so it has to be measured. We built a daily index from the US press — risk and sentiment in every climate article, weighted by how much attention the media were paying — and showed that green stocks outperform brown ones when that concern rises unexpectedly.
Newspaper archives turned into macroeconomic indicators. A hundred years of economic policy uncertainty for Quebec, read through French-Canadian sources that the existing Canadian index had missed — and a daily bilingual index for Belgium.
Sentiment can be computed in many ways and pooled into a time series in many more. We treated that multiplicity as the problem to solve rather than a nuisance: define the field, then ship the software that lets anyone work in it.
Sentometrics is run by a small team across HEC Montréal, Université de Sherbrooke and Vrije Universiteit Brussel.
Sentometrics is also a training programme. Since 2016 the field has produced doctoral theses, master’s theses and open-source packages across five universities in three countries. This is the lineage — every thesis links to its entry here, which carries the full text.
Alaa Kassem (EPU Quebec, Economics Letters 2021) · Mohammad Abbas Meghani (Thirty years of academic finance, Journal of Economic Surveys 2024) · Thien Duy Tran and Thomas Lortie-Cloutier (green and brown stocks, Finance Research Letters 2022 and 2023).
Beyond these, the sentiment and NLP strand of more than sixty supervised master’s projects — many with industry partners — has been built on the indices and software published here.
Want to work on sentometrics? See how to get started.
Everything here is built to be reused. The indices are free for academic research, the packages are on CRAN and GitHub, and the methodology is documented in open-access papers.
Research professorship in Sentometrics (HEC Montréal, 2020) · National Bank of Belgium research award 2020 · Best paper 2018–2019, International Journal of Forecasting · Open data quality award, Canadian Open Data Society, 2024 · Research impact award, HEC Montréal, 2025
