Understanding sentiment through context

• Main Authors: Richard M.CROWLEY, WONG, M.H. Franco
• Format: text
• Language: English
• Published: Institutional Knowledge at Singapore Management University 2022
• Subjects: Sentiment analysis; context; machine learning; aggregation; lasso regression; text analysis; Accounting; Finance and Financial Management; Numerical Analysis and Scientific Computing
• Online Access: https://ink.library.smu.edu.sg/soa_research/1990; https://ink.library.smu.edu.sg/context/soa_research/article/3017/viewcontent/SSRN_id4316229.pdf
• Institution: Singapore Management University

We examine whether empirical results using text-based sentiment of U.S. annual reports depend on the underlying context, within documents, from which sentiment is measured. We construct a clause-level measure of context, showing that sentiment is driven by many different contexts and that positive a...