Stock Market Lexicon
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Latest commit 8233644 Jan 18, 2017


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.