Yahoo! For Amazon: Sentiment extraction from small talk on the web

摘要

Purpose:rnTo develop a methodology for extracting small investor sentiment from stock message boards.rnSummary:rnIn this paper authors develop a methodology for extracting small investor sentiment from stock message boards. Hybrid methods are developed for extracting opinions in an automated manner from discussions on stock message boards and analyze the performance of various algorithms in this task, including that of a widely used classifier available in the public domain. The algorithms are used to generate a sentiment index and analyze the relationship of this index to stock values.