LoughranMcDonald {sentopics} | R Documentation |
The Loughran-McDonald lexicon for financial texts adapted for usage in sentopics. The lexicon is enhanced with two list of valence-shifting words.
LoughranMcDonald
A quanteda::dictionary containing two polarity categories (negative and positive) and two valence-shifting categories (negator and amplifier).
https://sraf.nd.edu/loughranmcdonald-master-dictionary/ for the lexicon and lexicon::hash_valence_shifters for the valence shifters.
Loughran, T. & McDonald, B. (2011). When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks. The Journal of Finance, 66(1), 35–65.doi:10.1111/j.1540-6261.2010.01625.x
JST(ECB_press_conferences_tokens, lexicon = LoughranMcDonald)