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Good News or Bad News? Let the Market Decide Export

by: Itai Shtrimberg
In In AAAI Spring Symposium on Exploring Attitude and Affect in Text. Palo Alto: AAAI (2004), pp. 86-88.

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Abstract. News stories about publicly traded companies are labeled positive or negative according to price changes of the company stock. It is shown that models based on lexical features can distinguish good news from bad news with accuracy of about 70%. Unfortunately, this works only when stories are labeled according to cotemporaneous price changes but does not work when they are labeled according to subsequent price changes.


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