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Machine Learning Sentiment Analysis, Covid-19 News and Stock Market Reactions
(2020-09-15)
The possibility to investigate the impact of news on stock prices has observed a strong evolution thanks to the recent use of natural language processing (NLP) in finance and economics. In this paper, we investigate COVID-19 ...
Survey_CNHP_2020
Overall, we have collected 203,886 online articles that were published on three platforms between January 23, 2020 and June 22, 2020. Reuters.com and nytimes.com are the websites of the respective international news companies ...
VIX
VIX is the ticker symbol and the popular name for the Chicago Board Options Exchange's CBOE Volatility Index, a popular measure of the stock market's expectation of volatility based on S&P 500 index options. It is calculated ...
Robert Shiller
The data collection effort about investor attitudes that I have been conducting since 1989 has now resulted in a group of Stock Market Confidence Indexes produced by the Yale School of Management. These data are collected ...
S&P500
The Standard and Poor's 500, or simply the S&P 500, is a free-float weighted measurement stock market index of 500 of the largest companies listed on stock exchanges in the United States.
Twitter API
The Twitter API lets you read and write Twitter data. Thus, you can use it to compose tweets, read profiles, and access your followers' data and a high volume of tweets on particular subjects in specific locations. API stands ...
FRD
FirstRate Data is a leading provider of high resolution intraday stock market, crypto, futures and FX data. We source our historical stock data directly from major exchanges and fully adjusted for both splits and dividends. ...
TRTH
Tick History is a historical market data service, offering global intra-day Time and Sales, Quotes, and Market Depth content dating back to January 1996 for an extensive range of equities, indices, foreign exchange, money, ...
Amit Goyal
We use the price-dividend ratio of the aggregate stock market provided on Amit Goyal’s webpage.