English sentiment lexicon created for use with financial documents. This lexicon labels words with six possible sentiments important in financial contexts: "negative", "positive", "litigious", "uncertainty", "constraining", or "superfluous".
Usage
lexicon_loughran(
dir = NULL,
delete = FALSE,
return_path = FALSE,
clean = FALSE,
manual_download = FALSE
)
Arguments
- dir
Character, path to directory where data will be stored. If
NULL
, user_cache_dir will be used to determine path.- delete
Logical, set
TRUE
to delete dataset.- return_path
Logical, set
TRUE
to return the path of the dataset.- clean
Logical, set
TRUE
to remove intermediate files. This can greatly reduce the size. Defaults to FALSE.- manual_download
Logical, set
TRUE
if you have manually downloaded the file and placed it in the folder designated by running this function withreturn_path = TRUE
.
Value
A tibble with 4,150 rows and 2 variables:
- word
An English word
- sentiment
Indicator for sentiment: "negative", "positive", "litigious", "uncertainty", "constraining", or "superfluous"
Details
Citation info:
This dataset was published in Loughran, T. and McDonald, B. (2011), ``When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks.'' The Journal of Finance, 66: 35-65.
article{loughran11,
author = {Loughran, Tim and McDonald, Bill},
title = {When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks},
journal = {The Journal of Finance},
volume = {66},
number = {1},
pages = {35-65},
doi = {10.1111/j.1540-6261.2010.01625.x},
url = {https://onlinelibrary.wiley.com/doi/abs/10.1111/j.1540-6261.2010.01625.x},
eprint = {https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.1540-6261.2010.01625.x},
year = {2011}
}
See also
Other lexicon:
lexicon_afinn()
,
lexicon_bing()
,
lexicon_nrc()
,
lexicon_nrc_eil()
,
lexicon_nrc_vad()