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Text Sentiment’s Ability to Capture Information: Evidence from Earnings Calls
Tatiana Chebonenko
, Olivia Gu
,
Dmitriy Muravyev
Research output
:
Working paper
Overview
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Dive into the research topics of 'Text Sentiment’s Ability to Capture Information: Evidence from Earnings Calls'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Returns Volatility
100%
Trading Volume
100%
Textual Analysis
100%
Social Sciences
Information Capture
100%
Textual Analysis
50%
Volatility
50%
Trading Volume
50%
Keyphrases
Call Transcripts
16%