77 citations · 213 across the 7 of their papers we have counts for
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stat.ML2021★ 23 cited
The R package sentometrics to compute, aggregate and predict with textual sentiment
David Ardia, Keven Bluteau, Samuel Borms +1
We provide a hands-on introduction to optimized textual sentiment indexation using the R package sentometrics. Textual sentiment analysis is increasingly used to unlock the potenti…
q-fin.GN2021★ 28 cited
Media abnormal tone, earnings announcements, and the stock market
David Ardia, Keven Bluteau, Kris Boudt
We conduct a tone-based event study to examine the aggregate abnormal tone dynamics in media articles around earnings announcements. We test whether they convey incremental informa…