SENTIMENT ANALYSIS IN ANNUAL REPORTS FROM BRAZILIAN COMPANIES LISTED AT THE BM&FBOVESPA
Brazilian firms and market variables (abnormal returns, trading volume and price volatility). The tone was measured using sentiment analysis techniques (Liu et al., 2005; Liu, 2010). As in Loughran and McDonald (2011), we developed and used lists of positive, negative, lit...
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| Publicado no: | Base Revista de Administração e Contabilidade da UNISINOS |
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| Principais autores: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Universidade do Vale do Rio dos Sinos
2016
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| Assuntos: | |
| Acesso em linha: | https://www.redalyc.org/articulo.oa?id=337246237005 https://www.redalyc.org/journal/3372/337246237005/ https://www.redalyc.org/journal/3372/337246237005/html/ https://www.redalyc.org/journal/3372/337246237005/337246237005.epub https://www.redalyc.org/journal/3372/337246237005/movil |
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