Natural language processing has become popular in many fields, including accounting and finance, due to the growing availability of textual and spoken data and the increase in computing power and storage capacity. In particular, textual analysis has been used in accounting and finance to read corporate disclosures, financial news articles, and social media posts. In this chapter, we summarize the main steps for a natural language processing project in the area of accounting and finance. Then, we specifically review the literature that has explored the predictive power of textual data from different sources for stock returns.
Pedio, M. (2024). Chapter 2: Natural Language Processing and Stock Returns. In M. Corazza, F. Shah Khan, D. La torre (a cura di), Artificial Intelligence and beyond for Finance (pp. 73-102). World Scientific Publishing Co. [10.1142/9781800615212_0002].
Chapter 2: Natural Language Processing and Stock Returns
Pedio M.
2024
Abstract
Natural language processing has become popular in many fields, including accounting and finance, due to the growing availability of textual and spoken data and the increase in computing power and storage capacity. In particular, textual analysis has been used in accounting and finance to read corporate disclosures, financial news articles, and social media posts. In this chapter, we summarize the main steps for a natural language processing project in the area of accounting and finance. Then, we specifically review the literature that has explored the predictive power of textual data from different sources for stock returns.
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