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Where and about what? Price relevant narratives depend on topic and media type

Where and about what? Price relevant narratives depend on topic and media type
Where and about what? Price relevant narratives depend on topic and media type
The role of traditional or social media-expressed tone on stock prices is nuanced. Negative tone of traditional media articles is much more likely to convey material information than web messages. Some topics, regardless of source, are unusually negative, causing fluctuations in investor sentiment and temporary price deviations.
negative tone, traditional media, social media, textual analysis, investor sentiment
0165-1765
Liu, Sha
738b1d80-5aa6-4750-868e-b4741657874f
Gaskell, Paul
9d855bff-86a2-4995-965a-3cbd968c5b8a
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Liu, Sha
738b1d80-5aa6-4750-868e-b4741657874f
Gaskell, Paul
9d855bff-86a2-4995-965a-3cbd968c5b8a
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072

Liu, Sha, Gaskell, Paul and McGroarty, Frank (2022) Where and about what? Price relevant narratives depend on topic and media type. Economics Letters, 213, [110363]. (doi:10.1016/j.econlet.2022.110363).

Record type: Article

Abstract

The role of traditional or social media-expressed tone on stock prices is nuanced. Negative tone of traditional media articles is much more likely to convey material information than web messages. Some topics, regardless of source, are unusually negative, causing fluctuations in investor sentiment and temporary price deviations.

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Accepted/In Press date: 4 February 2022
e-pub ahead of print date: 12 February 2022
Published date: 22 February 2022
Keywords: negative tone, traditional media, social media, textual analysis, investor sentiment

Identifiers

Local EPrints ID: 456399
URI: http://eprints.soton.ac.uk/id/eprint/456399
ISSN: 0165-1765
PURE UUID: 6a5747cb-f006-48f2-b48f-eb4f10367701
ORCID for Frank McGroarty: ORCID iD orcid.org/0000-0003-2962-0927

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Date deposited: 28 Apr 2022 16:31
Last modified: 29 Apr 2022 01:39

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Contributors

Author: Sha Liu
Author: Paul Gaskell
Author: Frank McGroarty ORCID iD

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