News impact on stock price return via sentiment analysis

Keyphrases

• Bag of Visual Words (BoVW) 33%
• Bag-of-words Model 33%
• Classification Level 33%
• Dictionary 33%
• Financial News 33%
• Financial Sentiment 33%
• Harvard 33%
• Hong Kong Stock Exchange 33%
• Independent Testing 33%
• Index Level 33%
• Individual Index 33%
• Individual Stocks 33%
• Labeling Method 33%
• Latent Relationships 33%
• Market Classifications 33%
• McDonald's 33%
• Minor Differences 33%
• Model Prediction Accuracy 33%
• News Articles 100%
• News Impact 100%
• News Sentiment 33%
• Prediction Framework 33%
• Price Movement 33%
• Sector-level 33%
• Sentiment Analysis 100%
• Sentiment Dictionary 66%
• Sentiment Polarity 33%
• Sentiment Space 66%
• Statistical Pattern 33%
• Stock Index 33%
• Stock Level 33%
• Stock Price Movement 33%
• Stock Price Prediction 33%
• Stock Price Returns 100%
• Stock Sectors 33%
• Validation Set 33%
• Word Patterns 33%
• Word Spacing 33%
• Work Model 33%

Computer Science

• Individual Stock 50%
• Model Prediction 50%
• Prediction Accuracy 50%
• Prediction Framework 50%
• Sentiment Analysis 100%
• Validation Set 50%

Economics, Econometrics and Finance

• News Sentiment 25%
• Price 50%
• Stock Exchange 25%
• Stock Price 100%