Generating Domain-Specific D ictionaries using

[1]  Matt Taddy,et al.  Multinomial Inverse Regression for Text Analysis , 2010, 1012.2098.

[2]  Lillian Lee,et al.  Opinion Mining and Sentiment Analysis , 2008, Found. Trends Inf. Retr..

[3]  Kurt Hornik,et al.  Text Mining Infrastructure in R , 2008 .

[4]  Stefan Feuerriegel,et al.  Enhancing Sentiment Analysis of Financial News by Detecting Negation Scopes , 2015, 2015 48th Hawaii International Conference on System Sciences.

[5]  A. Mackinlay,et al.  Event Studies in Economics and Finance , 1997 .

[6]  Xuan Wang,et al.  Exploiting Rich Features for Detecting Hedges and their Scope , 2010, CoNLL Shared Task.

[7]  R. Bloomfield The 'Incomplete Revelation Hypothesis' and Financial Reporting , 2002 .

[8]  Tim Loughran,et al.  When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks , 2010 .

[9]  Hsinchun Chen,et al.  A quantitative stock prediction system based on financial news , 2009, Inf. Process. Manag..

[10]  Andrea Esuli,et al.  SentiWordNet 3.0: An Enhanced Lexical Resource for Sentiment Analysis and Opinion Mining , 2010, LREC.

[11]  Sofus A. Macskassy,et al.  More than Words: Quantifying Language to Measure Firms' Fundamentals the Authors Are Grateful for Assiduous Research Assistance from Jie Cao and Shuming Liu. We Appreciate Helpful Comments From , 2007 .

[12]  Stefan Feuerriegel,et al.  News or Noise? How News Drives Commodity Prices , 2013, ICIS.

[13]  Paul C. Tetlock Giving Content to Investor Sentiment: The Role of Media in the Stock Market , 2005, The Journal of Finance.

[14]  M. F. Porter,et al.  An algorithm for suffix stripping , 1997 .

[15]  Jan Muntermann,et al.  An intraday market risk management approach based on textual analysis , 2011, Decis. Support Syst..

[16]  R. Tibshirani Regression Shrinkage and Selection via the Lasso , 1996 .

[17]  K. Hanley,et al.  Strategic Disclosure and the Pricing of Initial Public Oerings , 2007 .

[18]  Clara Vega,et al.  Soft information in earnings announcements: news or noise? , 2008 .

[19]  Jan Muntermann,et al.  Intraday Stock Price Effects of Ad Hoc Disclosures: The German Case , 2007 .

[20]  Di Wu,et al.  Word Power: A New Approach for Content Analysis , 2013 .

[21]  Robert Tibshirani,et al.  The Elements of Statistical Learning: Data Mining, Inference, and Prediction, 2nd Edition , 2001, Springer Series in Statistics.

[22]  Benjamin Segal,et al.  The Incremental Information Content of Tone Change in Management Discussion and Analysis , 2008 .

[23]  Daniel E. O'Leary,et al.  Event Study Methodologies in Information Systems Research , 2011, Int. J. Account. Inf. Syst..

[24]  Hinrich Schütze,et al.  Book Reviews: Foundations of Statistical Natural Language Processing , 1999, CL.

[25]  Edward A. Fox,et al.  Research Contributions , 2014 .

[26]  Stefan Feuerriegel,et al.  Which News Disclosures Matter? News Reception Compared Across Topics Extracted from the Latent Dirichlet Allocation , 2015 .

[27]  Werner Antweiler,et al.  Is All that Talk Just Noise? The Information Content of Internet Stock Message Boards , 2001 .

[28]  Marc-André Mittermayer,et al.  Text Mining Systems for Market Response to News: A Survey , 2007 .

[29]  Joseph Engelberg Costly Information Processing: Evidence from Earnings Announcements , 2008 .