Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic

We examine COVID-19 related topics discussed in the printed edition of the Wall Street Journal. Using text analytics and topic modeling algorithms, we discover 15 distinct topics and present differences in their sentiment (polarity) and hype (intensity of coverage) trends throughout 2020. Importantl...

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Autores principales: Biktimirov, Ernest N., Sokolyk, Tatyana, Ayanso, Anteneh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9764408/
https://www.ncbi.nlm.nih.gov/pubmed/36570720
http://dx.doi.org/10.1016/j.jbef.2021.100542
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author Biktimirov, Ernest N.
Sokolyk, Tatyana
Ayanso, Anteneh
author_facet Biktimirov, Ernest N.
Sokolyk, Tatyana
Ayanso, Anteneh
author_sort Biktimirov, Ernest N.
collection PubMed
description We examine COVID-19 related topics discussed in the printed edition of the Wall Street Journal. Using text analytics and topic modeling algorithms, we discover 15 distinct topics and present differences in their sentiment (polarity) and hype (intensity of coverage) trends throughout 2020. Importantly, the hype of the topic, not the sentiment, relates to stock market returns. In particular, the hype scores for Debt market and Financial markets have the strongest positive relation to the stock market performance.
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spelling pubmed-97644082022-12-20 Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic Biktimirov, Ernest N. Sokolyk, Tatyana Ayanso, Anteneh J Behav Exp Finance Article We examine COVID-19 related topics discussed in the printed edition of the Wall Street Journal. Using text analytics and topic modeling algorithms, we discover 15 distinct topics and present differences in their sentiment (polarity) and hype (intensity of coverage) trends throughout 2020. Importantly, the hype of the topic, not the sentiment, relates to stock market returns. In particular, the hype scores for Debt market and Financial markets have the strongest positive relation to the stock market performance. Elsevier B.V. 2021-09 2021-07-05 /pmc/articles/PMC9764408/ /pubmed/36570720 http://dx.doi.org/10.1016/j.jbef.2021.100542 Text en © 2021 Elsevier B.V. All rights reserved. Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.
spellingShingle Article
Biktimirov, Ernest N.
Sokolyk, Tatyana
Ayanso, Anteneh
Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title_full Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title_fullStr Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title_full_unstemmed Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title_short Sentiment and hype of business media topics and stock market returns during the COVID-19 pandemic
title_sort sentiment and hype of business media topics and stock market returns during the covid-19 pandemic
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9764408/
https://www.ncbi.nlm.nih.gov/pubmed/36570720
http://dx.doi.org/10.1016/j.jbef.2021.100542
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