The Colour of Finance Words

Name: The Colour of Finance Words
Creator: Maximilian Rohrer
Published: 2022-11-18T22:01:14.969Z
Keywords: Finance, Textual Analysis, Sentiment Analysis

Rohrer, Maximilian

doi:10.17632/37x3jsf488.2

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.

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Please see the published paper for description of data and variable construction.

The Colour of Finance Words

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