Replication Data: The Colour of Finance Words
Creators:
Diego García, Xiaowen Hu, and Maximilian Rohrer
Publication Date:
2022-11-18
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains the replication data for the study "The Colour of Finance Words" (García, Hu & Rohrer, 2023, Journal of Financial Economics). It includes textual and financial market data used to analyse the sentiment and emotional tone of words commonly used in financial contexts, such as earnings calls, analyst reports, and financial news, and to examine how the connotation and "colour" of financial language influences investor behaviour, asset prices, and market outcomes.
Variables:
Details: