Stock Market Lexicon
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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.