Analyzing Parts of Speech and Their Impact on Stock Price

Authors

Robert P. Schumaker, Cleveland State University

Abstract

Financial articles can move stock prices. The terms used in an article can be a predictor of both price direction and the magnitude of movement. By investigating the usage of terms in financial news articles and coupling them with a discrete machine-learning algorithm, we can build a model of short-term price movement. From our research, we investigated the terms creating the largest price movements amongst five part of speech textual representations; bag of words, noun phrases, named entities, proper nouns and verbs.

Recommended Citation

Schumaker, Robert P. (2010) "Analyzing Parts of Speech and Their Impact on Stock Price," Communications of the IIMA: Vol. 10: Iss. 3, Article 1.
DOI: https://doi.org/10.58729/1941-6687.1139
Available at: https://scholarworks.lib.csusb.edu/ciima/vol10/iss3/1