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News impact on stock price return via sentiment analysis
Xiaodong Li
, Haoran Xie
*
,
Li Chen
, Jianping Wang
, Xiaotie Deng
*
Corresponding author for this work
Department of Computer Science
Research output
:
Contribution to journal
›
Journal article
›
peer-review
434
Citations (Scopus)
Overview
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Dive into the research topics of 'News impact on stock price return via sentiment analysis'. Together they form a unique fingerprint.
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Keyphrases
Sentiment Analysis
100%
News Articles
100%
News Impact
100%
Stock Price Returns
100%
Sentiment Dictionary
66%
Sentiment Space
66%
Dictionary
33%
Price Movement
33%
Individual Stocks
33%
Stock Index
33%
Statistical Pattern
33%
Bag of Visual Words (BoVW)
33%
Labeling Method
33%
Minor Differences
33%
Validation Set
33%
Sentiment Polarity
33%
Work Model
33%
Word Spacing
33%
Prediction Framework
33%
Independent Testing
33%
Stock Price Prediction
33%
McDonald's
33%
Classification Level
33%
Hong Kong Stock Exchange
33%
Model Prediction Accuracy
33%
Index Level
33%
Individual Index
33%
Stock Level
33%
Word Patterns
33%
Stock Sectors
33%
Financial News
33%
Bag-of-words Model
33%
Latent Relationships
33%
Market Classifications
33%
Financial Sentiment
33%
Harvard
33%
News Sentiment
33%
Stock Price Movement
33%
Sector-level
33%
Computer Science
Sentiment Analysis
100%
Prediction Accuracy
50%
Validation Set
50%
Individual Stock
50%
Model Prediction
50%
Prediction Framework
50%
Economics, Econometrics and Finance
Stock Price
100%
Price
50%
Stock Exchange
25%
News Sentiment
25%