hash_sentiment_loughran_mcdonald {lexicon}

Loughran-McDonald Polarity Table

Description

A data.table dataset containing an filtered version of Loughran & McDonald's (2016) positive/negative financial word list as sentiment lookup values.

Usage

data(hash_sentiment_loughran_mcdonald)

Format

A data frame with 2,702 rows and 2 variables

Details

• x. Words

• y. Sentiment values

License

The original authors note the data is available for non-commercial, research use: "The data compilations provided on this website are for use by individual researchers.". For more details see: https://sraf.nd.edu/textual-analysis/resources/#Master

Copyright

Copyright holder University of Notre Dame

References

Loughran, T. and McDonald, B. (2016). Textual analysis in accounting and finance: A survey. Journal of Accounting Research 54(4), 1187-1230. doi: 10.2139/ssrn.2504147

https://sraf.nd.edu/textual-analysis/resources/#Master%20Dictionary