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Predicting financial returns accurately poses a significant challenge due to the inherent uncertainty in financial time series data. Enhancing prediction models' performance hinges on effectively capturing both social and financial…
To answer this question, we fine-tune transformer-based language models, including BERT, on different sources of company-related text data for a classification task to predict the one-year stock price performance. We use three different…
We utilize FinBERT, a domain-specific transformer model, to parse 6.5 million sentences from 16,428 S&P 500 quarterly earnings call transcripts (2015-2025) and demonstrate that post-earnings stock returns are not equally affected by all…
Forecasting financial time series (FTS) is an essential field in finance and economics that anticipates market movements in financial markets. This paper investigates the accuracy of text mining and technical analyses in forecasting…
The stock market's ascent typically mirrors the flourishing state of the economy, whereas its decline is often an indicator of an economic downturn. Therefore, for a long time, significant correlation elements for predicting trends in…
The increasing influence of unstructured external information, such as news articles, on stock prices has attracted growing attention in financial markets. Despite recent advances, most existing newsbased forecasting models represent all…
Financial market analysis has focused primarily on extracting signals from accounting, stock price, and other numerical hard data reported in P&L statements or earnings per share reports. Yet, it is well-known that the decision-makers…
News events can greatly influence equity markets. In this paper, we are interested in predicting the short-term movement of stock prices after financial news events using only the headlines of the news. To achieve this goal, we introduce a…
Predicting stock price movements during Earnings Announcements (EAs) is a significant challenge due to market noise and high-impact price discontinuities. In this study, we evaluate whether pre-announcement news sentiment, firm…
Stock price prediction can be made more efficient by considering the price fluctuations and understanding the sentiments of people. A limited number of models understand financial jargon or have labelled datasets concerning stock price…
It is reported that financial news, especially financial events expressed in news, provide information to investors' long/short decisions and influence the movements of stock markets. Motivated by this, we leverage financial event streams…
Financial dialogue transcripts pose a unique challenge for sentence-level information extraction due to their informal structure, domain-specific vocabulary, and variable intent density. We introduce Fin-ExBERT, a lightweight and modular…
Firm disclosures about future prospects are crucial for corporate valuation and compliance with global regulations, such as the EU's MAR and the US's SEC Rule 10b-5 and RegFD. To comply with disclosure obligations, issuers must identify…
Volatility prediction--an essential concept in financial markets--has recently been addressed using sentiment analysis methods. We investigate the sentiment of annual disclosures of companies in stock markets to forecast volatility. We…
The study of the stock market with the attraction of machine learning approaches is a major direction for revealing hidden market regularities. This knowledge contributes to a profound understanding of financial market dynamics and getting…
We investigate the relationship between social media, Twitter in particular, and stock market. We provide an in-depth analysis of the Twitter volume and sentiment about the 30 companies in the Dow Jones Industrial Average index, over a…
Armed with a decade of social media data, I explore the impact of investor emotions on earnings announcements. In particular, I test whether the emotional content of firm-specific messages posted on social media just prior to a firm's…
Earnings calls are hosted by management of public companies to discuss the company's financial performance with analysts and investors. Information disclosed during an earnings call is an essential source of data for analysts and investors…
Pharmaceutical companies operate in a strictly regulated and highly risky environment in which a single slip can lead to serious financial implications. Accordingly, the announcements of clinical trial results tend to determine the future…
Stock market prediction is one of the most attractive research topic since the successful prediction on the market's future movement leads to significant profit. Traditional short term stock market predictions are usually based on the…