Natural Language Processing and Stock Returns

Manuela Pedio

doi:10.1142/9781800615212_0002

Natural Language Processing and Stock Returns

Manuela Pedio

Research output: Chapter in Book/Report/Conference proceeding › Chapter in a book

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Abstract

Natural language processing has become popular in many fields, including accounting and finance, due to the growing availability of textual and spoken data and the increase in computing power and storage capacity. In particular, textual analysis has been used in accounting and finance to read corporate disclosures, financial news articles, and social media posts. In this chapter, we summarize the main steps for a natural language processing project in the area of accounting and finance. Then, we specifically review the literature that has explored the predictive power of textual data from different sources for stock returns.

Original language	English
Title of host publication	Artificial Intelligence and Beyond for Finance
Publisher	World Scientific Publishing Co.
Chapter	2
Pages	73-102
Number of pages	30
Volume	15
ISBN (Electronic)	9781800615212
ISBN (Print)	9781800615205
DOIs	https://doi.org/10.1142/9781800615212_0002
Publication status	Published - 1 Aug 2024

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© 2024 by World Scientific Publishing Europe Ltd.

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Natural Language Processing and Stock Returns

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