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Econometrics meets sentiment : an overview of methodology and applications

(2020) JOURNAL OF ECONOMIC SURVEYS. 34(3). p.512-547
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Abstract
The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. We survey this emerging research field and refer to it as sentometrics, which is a portmanteau of sentiment and econometrics. We provide a synthesis of the relevant methodological approaches, illustrate with empirical results, and discuss useful software.
Keywords
Economics and Econometrics, Qualitative data, Sentiment analysis, Sentometrics, Survey, Textual analysis, INVESTOR SENTIMENT, TEXTUAL ANALYSIS, ECONOMIC-NEWS, BAD-NEWS, BIG DATA, MEDIA, TONE, INFORMATION, ONLINE, MODEL

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MLA
Algaba, Andres, et al. “Econometrics Meets Sentiment : An Overview of Methodology and Applications.” JOURNAL OF ECONOMIC SURVEYS, vol. 34, no. 3, 2020, pp. 512–47, doi:10.1111/joes.12370.
APA
Algaba, A., Ardia, D., Bluteau, K., Borms, S., & Boudt, K. (2020). Econometrics meets sentiment : an overview of methodology and applications. JOURNAL OF ECONOMIC SURVEYS, 34(3), 512–547. https://doi.org/10.1111/joes.12370
Chicago author-date
Algaba, Andres, David Ardia, Keven Bluteau, Samuel Borms, and Kris Boudt. 2020. “Econometrics Meets Sentiment : An Overview of Methodology and Applications.” JOURNAL OF ECONOMIC SURVEYS 34 (3): 512–47. https://doi.org/10.1111/joes.12370.
Chicago author-date (all authors)
Algaba, Andres, David Ardia, Keven Bluteau, Samuel Borms, and Kris Boudt. 2020. “Econometrics Meets Sentiment : An Overview of Methodology and Applications.” JOURNAL OF ECONOMIC SURVEYS 34 (3): 512–547. doi:10.1111/joes.12370.
Vancouver
1.
Algaba A, Ardia D, Bluteau K, Borms S, Boudt K. Econometrics meets sentiment : an overview of methodology and applications. JOURNAL OF ECONOMIC SURVEYS. 2020;34(3):512–47.
IEEE
[1]
A. Algaba, D. Ardia, K. Bluteau, S. Borms, and K. Boudt, “Econometrics meets sentiment : an overview of methodology and applications,” JOURNAL OF ECONOMIC SURVEYS, vol. 34, no. 3, pp. 512–547, 2020.
@article{8662858,
  abstract     = {{The advent of massive amounts of textual, audio, and visual data has spurred the development of econometric methodology to transform qualitative sentiment data into quantitative sentiment variables, and to use those variables in an econometric analysis of the relationships between sentiment and other variables. We survey this emerging research field and refer to it as sentometrics, which is a portmanteau of sentiment and econometrics. We provide a synthesis of the relevant methodological approaches, illustrate with empirical results, and discuss useful software.}},
  author       = {{Algaba, Andres and Ardia, David and Bluteau, Keven and Borms, Samuel and Boudt, Kris}},
  issn         = {{0950-0804}},
  journal      = {{JOURNAL OF ECONOMIC SURVEYS}},
  keywords     = {{Economics and Econometrics,Qualitative data,Sentiment analysis,Sentometrics,Survey,Textual analysis,INVESTOR SENTIMENT,TEXTUAL ANALYSIS,ECONOMIC-NEWS,BAD-NEWS,BIG DATA,MEDIA,TONE,INFORMATION,ONLINE,MODEL}},
  language     = {{eng}},
  number       = {{3}},
  pages        = {{512--547}},
  title        = {{Econometrics meets sentiment : an overview of methodology and applications}},
  url          = {{http://dx.doi.org/10.1111/joes.12370}},
  volume       = {{34}},
  year         = {{2020}},
}

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