2022
DOI: 10.5117/ccr2022.2.003.vrie
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Cited by 4 publications
(1 citation statement)
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“…Similarly, Palmer, Roeder, and Muntermann (2021) build a domain-specific dictionary by assigning word polarity through a linear regression linking words and stock returns. De Vries (2022), following an approach introduced by Rheault et al (2016), uses a seed dictionary and a word embedding model to automatically identify additional words and their corresponding tonality. They are able to show considerable improvements of their approach compared with other dictionaries.…”
Section: Introductionmentioning
confidence: 99%
“…Similarly, Palmer, Roeder, and Muntermann (2021) build a domain-specific dictionary by assigning word polarity through a linear regression linking words and stock returns. De Vries (2022), following an approach introduced by Rheault et al (2016), uses a seed dictionary and a word embedding model to automatically identify additional words and their corresponding tonality. They are able to show considerable improvements of their approach compared with other dictionaries.…”
Section: Introductionmentioning
confidence: 99%