stock_market_lexicon

Stock Market Lexicon

Opinion Lexicon adapted to stock market conversations in microblogging services (e.g., StockTwits, Twitter). This lexical resource was automatically created using diverse statistical measures and a large set of labeled messages from StockTwits.

The attributes of the lexicon are:

• Item: lexical item, either an unigram or a bigram.
• POS: Part of Speech (POS) tag
• Aff_Score: Sentiment score in affirmative (i.e., non-negated) contexts.
• Neg_Score: Sentiment score in negated contexts.

The applied POS tags are based on the Penn Treebank POS tagset:

• $: Dollar sign
• CC: Coordinating conjunction
• CD: Cardinal number
• DT: Determiner
• EX: Existencial there
• FW: Foreign word
• IN: Preposition or subordinating conjunction
• JJ: Adjective
• LS: List item marker
• MD: Modal
• NN: Noun
• PD: Predeterminer
• PO: Possessive ending
• PR: Personal Pronoun
• RB: Adverb
• RP: Particle
• SY: Symbol (mathematical or scientific)
• TO: to
• UH: Interjection
• VB: Verb
• WD: wh-determiner
• WP: wh-pronoun
• WR: wh-adverb

We added two more tags:

• null: bigram
• EM: Emoticons

Citation Request:

Please include this citation if you use this lexicon resource:

Oliveira, Nuno, Paulo Cortez, and Nelson Areal. "Stock market sentiment lexicon acquisition using microblogging data and statistical measures." Decision Support Systems 85 (2016): 62-73.