Mixed-methods research in the age of analytics, an exemplar leveraging sentiments from news articles to predict firm performance
作者：
Highlights：
• Diverse information and methods introduce unexplored opportunities to investors.
• We explore the value of combining financial measures and sentiments from articles.
• We illustrate using sentiment analysis, machine learning, and econometrics methods.
• Positive sentiments weaken the effect of financial measures on firm performance.
• Negative sentiments strengthen the effect of financial measures on firm performance.
摘要
•Diverse information and methods introduce unexplored opportunities to investors.•We explore the value of combining financial measures and sentiments from articles.•We illustrate using sentiment analysis, machine learning, and econometrics methods.•Positive sentiments weaken the effect of financial measures on firm performance.•Negative sentiments strengthen the effect of financial measures on firm performance.
论文关键词：Sentiments,Machine learning,Abnormal returns,Econometrics
论文评审过程：Received 28 February 2021, Revised 5 October 2021, Accepted 4 November 2021, Available online 28 February 2022, Version of Record 28 February 2022.
论文官网地址：https://doi.org/10.1016/j.ijinfomgt.2021.102451
