LMMasterDictionary {edgar} | R Documentation |
Loughran and McDonald Sentiment Master Dictionary
Description
The data contains sentiments word lists.
Details
The sentiment categories are: negative, positive, uncertainty, litigious, modal, and Harvard IV. Modal words are flagged as 1, 2 or 3, with 1 = Strong Modal, 2 = Moderate Modal, and 3 = Weak Modal.
Source
Website: https://sraf.nd.edu/loughranmcdonald-master-dictionary/
References
Tim Loughran and Bill McDonald, 2011, When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks, Journal of Finance, 66:1, 35-65.
Andriy Bodnaruk, Tim Loughran and Bill McDonald, 2015, Using 10-K Text to Gauge Financial Constraints, Journal of Financial and Quantitative Analysis, 50:4, 1-24.
Tim Loughran and Bill McDonald, 2016, Textual Analysis in Accounting and Finance: A Survey, Journal of Accounting Research, 54:4,1187-1230.