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lexicon (version 0.7.4)

hash_sentiment_loughran_mcdonald: Loughran-McDonald Polarity Table

Description

A data.table dataset containing an filtered version of Loughran & McDonald's (2016) positive/negative financial word list as sentiment lookup values.

Usage

data(hash_sentiment_loughran_mcdonald)

Arguments

Format

A data frame with 2,702 rows and 2 variables

Details

  • x. Words

  • y. Sentiment values

References

Loughran, T. and McDonald, B. (2016). Textual analysis in accounting and finance: A survey. Journal of Accounting Research 54(4), 1187-1230. doi: 10.2139/ssrn.2504147 https://sraf.nd.edu/textual-analysis/resources/#Master%20Dictionary