Thirty years of academic finance

Sun, 01 Sep 2024 00:00:00 +0000

The field’s own literature treated as the corpus. The analysis identifies research topics, traces their prevalence over time and across journals, and finds that most journals have broadened their topical coverage — becoming more generalist.

Econometrics meets sentiment: An overview of methodology and applications

Mon, 01 Jun 2020 00:00:00 +0000

The reference entry point to sentometrics. It walks through the full chain of an econometric analysis of textual sentiment — corpus construction, sentiment computation, aggregation into time series, and use in a model — and organises the applications across economics, finance and politics.

Start here, then read the software vignette.

Survey | Sentometrics Research

Thirty years of academic finance

Econometrics meets sentiment: An overview of methodology and applications