LoughranMcDonald: Loughran-McDonald lexicon

LoughranMcDonaldR Documentation

Loughran-McDonald lexicon

Description

The Loughran-McDonald lexicon for financial texts adapted for usage in sentopics. The lexicon is enhanced with two list of valence-shifting words.

Usage

LoughranMcDonald

Format

A quanteda::dictionary containing two polarity categories (negative and positive) and two valence-shifting categories (negator and amplifier).

Source

https://sraf.nd.edu/loughranmcdonald-master-dictionary/ for the lexicon and lexicon::hash_valence_shifters for the valence shifters.

References

Loughran, T. & McDonald, B. (2011). When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks. The Journal of Finance, 66(1), 35–65.

See Also

JST(), rJST()

Examples

JST(ECB_press_conferences_tokens, lexicon = LoughranMcDonald)


sentopics documentation built on May 31, 2023, 8:26 p.m.