A New Chinese Financial Sentiment Dictionary for Textual Analysis in Accounting and Finance
21 Pages Posted: 7 Sep 2019
Date Written: July 1, 2019
Using a multi-stage filtering procedure based on both algorithms and human judgement, we develop a Chinese Financial Sentiment Dictionary (CFSD) with the hope to help advance textual analysis of Chinese documents in accounting and finance. There are 1,489 negative words and 1,108 positive words in the CFSD. We translate all 2,597 words into English. We also briefly discuss two unique settings in which researchers can investigate some important and interesting research questions that are rarely studied due to lack of data.
Keywords: textual analysis; sentiment analysis; Chinese financial sentiment dictionary
JEL Classification: D70, D80, G14, M41
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