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Data creation method

Create method


Sample data

Negative words
Plump
Corruption
Shrink
Damage
Occupy
Corruption
Poor performance
Rejected
Unstable
Unfair
Uneconomical
Downturn
Failure to perform obligations
Not as expected
Layoffs
Slow work
Dereliction of duty
High risk
Dysfunctional
Overhead

References

  • Fuwei Jiang, Joshua Lee, Xiumin Martin, and Guofu Zhou. "Manager Sentiment and Stock Returns" Journal of Financial Economics 132(1), 2019,126-149.
  • Jiang Fuwei, Meng Lingchao, and Tang Guohao: "Media Text Sentiment and Stock Return Forecasting", "Economics (Quarterly)", Issue 04, 2021.

Data update frequency

Updated from time to time