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News Sentiment Analysis Limitations

The paper explores the difficulties of using news sentiment analysis to predict next-day stock returns, proposing a multilevel approach that incorporates sentiment analysis across individual stocks, industries, and the overall economy.

Featured in No. 83 on 23 Jan 2025 ·

Released
12 Nov 2024
First featured
No. 83 · 23 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5086825

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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