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Does the context of a document contain incremental information when computing the sentiment?

Corbisier de Méaultsart, Louis
(2021)

Files

CORBISIERDEMEAULTSART_80871600_2021.pdf
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Details

Supervisors
James Thewissen
Faculty
Louvain School of Management
Degree label
Master [120] : ingénieur de gestion, à finalité spécialisée
Abstract
This thesis aimed at looking at whether taking the context into account when computing the textual sentiment of earnings press releases can explain with greater accuracy the market reaction that follows the publication of those documents.