The Colour of Finance Words
Published: 18 November 2022| Version 2 | DOI: 10.17632/37x3jsf488.2
Contributor:
Maximilian Rohrer
Description
This data depository contains all code/data necessary to replicate "The Colour of Finance Words" by Diego García, Xiaowen Hu, and Maximilian Rohrer, forthcoming in the Journal of Financial Economics. Please see the README file for details on files and code provided. Dated: 20221108.
Files
Steps to reproduce
Please see the published paper for description of data and variable construction.
Categories
Finance, Textual Analysis, Sentiment Analysis