Sentiment text index: empirical analysis the impact on systematic risk
The purpose of the study was to estimate textual sentiment index of news and investigate its behavior on systematic risk. For this, it was investigated if the systematic risk of stock price Vale (VALE5) was influenced by the tone and volume of the news related the accident caused by Samarco, in peri...
| Main Authors: | , |
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| Format: | Article |
| Language: | Portuguese |
| Published: |
Universidade Federal de Santa Catarina
2019-12-01
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| Series: | Revista Contemporânea de Contabilidade |
| Subjects: | |
| Online Access: | https://periodicos.ufsc.br/index.php/contabilidade/article/view/56558 |