disclosuR (version 0.6.0)

impression_offsetting: Impression offsetting

Description

Takes an event data set containing of dates and CUSIPs which have to correspond to a press data frame compiled by the function newswire_segmenter_folder.

Usage

impression_offsetting(event_data, press_data_categorized)

Value

An R data frame which contains the column of the event_data plus three columns for the baseline announcements (positive, neutral, and negative) and three columns for the impression offsetting announcements (positive, neutral, and negative).

Arguments

event_data

An R data that contains three columns which have to be labeled "date_announced", "cusip", and "ID". The date_announced column contains the dates of the events for which impression offsetting is calculated. The cusip column contains the 8-digit cusip of the companies for which impression offsetting is calculated. The ID column should contain a unique ID that identifies the specific event.

press_data_categorized

An R data frame with each row representing one 'newswire' article. The columns indicate the title, text, 'newswire', date, and weekday. It should be the outcome of newswire_segmenter in which both the argument sentiment and text_clustering have been set to TRUE.

Examples

if (FALSE) {
impression_offsetting(event_data, press_data)
}