分析不同新闻主题的舆情如何影响印度股指波动
Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
- 按主题分类新闻，分析其情绪对指数的影响
- 发现政治、体育等非市场类新闻情绪也显著影响指数
- 为量化非直接相关新闻的市场影响力提供新视角
近年来，已有诸多研究尝试通过不同方法预测股价。情感分析新闻和推文并将其与股价变动关联已得到探索。然而，新闻涵盖政治、市场、体育等多个主题，以往分析多聚焦特定股票或仅使用整体情感分数。本研究填补这一空白，分析不同主题（如体育、政治、市场）相关新闻情绪对尼菲50指数走势的影响。结果表明，除市场类新闻外，其他主题新闻的情绪得分同样显著影响指数变动，揭示了跨领域信息在金融市场中的潜在作用。
原文摘要 · Abstract (English)
In the recent past, there were several works on the prediction of stock price using different methods. Sentiment analysis of news and tweets and relating them to the movement of stock prices have already been explored. But, when we talk about the news, there can be several topics such as politics, markets, sports etc. It was observed that most of the prior analyses dealt with news or comments associated with particular stock prices only or the researchers dealt with overall sentiment scores only. However, it is quite possible that different topics having different levels of impact on the movement of the stock price or an index. The current study focused on bridging this gap by analysing the movement of Nifty 50 index with respect to the sentiments associated with news items related to various different topic such as sports, politics, markets etc. The study established that sentiment scores of news items of different other topics also have a significant impact on the movement of the index.
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