论文标题
股票市场ESG披露的情感分析
Sentiment Analysis of ESG disclosures on Stock Market
论文作者
论文摘要
在本文中，我们研究了与环境，社会和治理相关的新闻文章以及社交媒体数据对股票市场绩效的影响。我们选择了四个公司的股票，这些公司在其领域广为人知，以了解ESG的完全效果，因为新选择的投资风格仍然仅限于具有广泛信息的股票。我们总结了Twitter推文和报纸文章的实时数据，并使用基于2022年7月的在线信息的词典技术创建情感索引。我们查看所有四家公司的股价数据，并计算每个公司的百分比变化。我们还将公司的整体情感与在特定历史时期内的百分比变化进行了比较。
In this paper, we look at the impact of Environment, Social and Governance related news articles and social media data on the stock market performance. We pick four stocks of companies which are widely known in their domain to understand the complete effect of ESG as the newly opted investment style remains restricted to only the stocks with widespread information. We summarise live data of both twitter tweets and newspaper articles and create a sentiment index using a dictionary technique based on online information for the month of July, 2022. We look at the stock price data for all the four companies and calculate the percentage change in each of them. We also compare the overall sentiment of the company to its percentage change over a specific historical period.
