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題名:媒體情緒於企業違約預警:基於公開資訊語意分析
書刊名:期貨與選擇權學刊
作者:呂朋怡黃立新陳威光江彌修
作者(外文):Lu, Peng-iHuang, Li-xinChen, Wei-kuangChiang, Mi-hsiu
出版日期:2021
卷期:14:2
頁次:頁83-130
主題關鍵詞:情感分析媒體情緒量化指標企業違約預警最適臨界值Sentiment analysisQuantitative indicators of media sentimentCorporate default predictionOptimal threshold
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(0) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:5
  • 點閱點閱:6
期刊論文
1.Norden, Lars、Weber, Martin(2004)。Informational Efficiency of Credit Default Swap and Stock Markets: The Impact of Credit Rating Announcements。Journal of Banking and Finance,28(11),2813-2843。  new window
2.Odders-White, E. R.、Ready, M. J.(2006)。Credit Ratings and Stock Liquidity。The Review of Financial Studies,19(1),119-157。  new window
3.林長瑞(20100600)。預測財務危機公司樣本配置之研究。管理與資訊學報,15,1-28。new window  延伸查詢new window
4.Reuter, Jonathan、Zitzewitz, Eric(2006)。Do ads influence editors? Advertising and bias in the financial media。The Quarterly Journal of Economics,121(1),197-227。  new window
5.Gentzkow, Matthew、Shapiro, Jesse M.(2006)。Media bias and reputation。Journal of Political Economy,114(2),280-316。  new window
6.Begley, Joy、Ming, Jin、Watts, Susan(1996)。Bankruptcy classification errors in the 1980s: An empirical analysis of Altman's and Ohlson's models。Review of Accounting Studies,1(4),267-284。  new window
7.Brazel, J. F.、Jones, K. L.、Zimbelman, M. F.(2009)。Using nonfinancial measures to assess fraud risk。Journal of Accounting Research,47(5),1135-1166。  new window
8.Gentzkow, Matthew、Shapiro, Jesse M.(2010)。What drives media slant? Evidence from U.S. daily newspapers。Econometrica,78(1),35-71。  new window
9.Bharath, S. T.、Shumway, T.(2008)。Forecasting Default with the Merton Distance to Default Model。Review of Financial Studies,21(3),1339-1369。  new window
10.Loughran, Tim、McDonald, Bill(2011)。When is a liability not a liability? Textual analysis, dictionaries, and 10-Ks。The Journal of Finance,66(1),35-65。  new window
11.Tetlock, Paul C.、Saar-Tsechansky, Maytal、Macskassy, Sofus(2008)。More than words: Quantifying language to measure firms' fundamentals。The Journal of Finance,63(3),1437-1467。  new window
12.Campbell, J. Y.、Hilscher, J.、Szilagyi, J. A. N.(2008)。In Search of Distress Risk。The Journal of Finance,63(6),2899-2939。  new window
13.Duffie, D.、Eckner, A.、Horel, G.、Saita, L.(2009)。Frailty correlated default。Journal of Finance,64(5),2089-2123。  new window
14.Shumway, Tyler(2001)。Forecasting Bankruptcy More Accurately: A Simple Hazard Model。Journal of Business,74(1),101-124。  new window
15.Lu, Y.-C.、Shen, C.-H.、Wei, Y.-C.(2013)。Revisiting early warning signals of corporate credit default using linguistic analysis。Pacific-Basin Finance Journal,24,1-21。  new window
16.王明昌、鄭揚耀、柯建全(20150700)。企業財務危機前之媒體管理。會計評論,61,77-119。new window  延伸查詢new window
17.Gurun, U. G.、Butler, A. W.(2012)。Don't believe the hype: Local media slant, local advertising, and firm value。The Journal of Finance,67(2),561-598。  new window
18.Merton, Robert C.(1974)。On the Pricing of Corporate Debt: The Risk Structure of Interest Rates。The Journal of Finance,29(2),449-470。  new window
19.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
20.Tetlock, Paul C.(2007)。Giving content to investor sentiment: The role of media in the stock market。The Journal of Finance,62(3),1139-1168。  new window
21.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。  new window
22.Hull, John、Predescu, Mirela、White, Alan(2004)。The Relationship between Credit Default Swap Spreads, Bond Yields, and Credit Rating Announcements。Journal of Banking and Finance,28(11),2789-2811。  new window
23.金雪軍、祝宇、楊曉蘭(2013)。網絡媒體對股票市場的影響:以東方財富網股吧為例的實證研究。新聞與傳播研究,2013(12),36-51+120。  延伸查詢new window
24.Tsai, Feng-Tse、Lu, Hsin-Min、Hung, Mao-Wei(2016)。The Impact of News Articles and Corporate Disclosure on Credit Risk Valuation。Journal of Banking & Finance,68,100-116。  new window
25.Davis, A. K.、Piger, J. M.、Sedor, L. M.(2012)。Beyond the Numbers: Measuring the Information Content of Earnings Press Release Language。Contemporary Accounting Research,29(3),845-868。  new window
26.Duan, J.-C.、Sun, J.、Wang, T.(2012)。Multiperiod Corporate Default Prediction: A Forward Intensity Approach。Journal of Econometrics,170,191-209。  new window
27.Figlewski, S.、Frydman, H.、Liang, W.(2012)。Modeling the effect of macroeconomic factors on corporate default and credit rating transitions。International Review of Economics and Finance,21,87-105。  new window
28.Forss, T.、Sarlin, P.(2018)。News-Sentiment Networks as a Company Risk Indicator。Journal of Network Theory in Finance,4,65-86。  new window
29.Lopatta, K.、Gloger, M. A.、Jaeschke, R.(2017)。Can Language Predict Bankruptcy? The Explanatory Power of Tone in 10-K Filings。Accounting Perspectives,16,315-343。  new window
30.Lu, Y.-C.、Wei, Y.-C.、Chang, T.-Y.(2015)。The Effects and Applicability of Financial Media Reports on Corporate Default Ratings。International Review of Economics and Finance,36,69-87。  new window
31.Magnusson, Camilla、Arppe, Antti、Eklund, Tomas、Back, Barbro、Vanharanta, Hannu、Visa, Ari(2005)。The Language of Quarterly Reports as an Indicator of Change in the Company's Financial Status。Information & Management,42,561-574。  new window
32.Norden, L.(2008)。Credit Derivatives, Corporate News, and Credit Ratings。SSRN Electronic Journal。  new window
33.Dechow, Patricia M.、Sloan, Richard G.、Sweeney, Amy P.(1996)。Causes and consequences of earnings manipulation: An analysis of firms subject to enforcement actions by the SEC。Contemporary Accounting Research,13(1),1-36。  new window
34.Daily, Catherine M.、Dalton, Dan R.(1994)。Bankruptcy and Corporate Governance: The Impact of Board Composition and Structure。Academy of Management Journal,37(6),1603-1617。  new window
35.Antweiler, Werner、Frank, Murray Z.(2004)。Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards。The Journal of Finance,59(3),1259-1294。  new window
會議論文
1.Hu, Minqing、Liu, Bing(2004)。Mining and summarizing customer reviews。The 10th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining。Association for Computing Machinery。168-177。  new window
2.Hutto, C. J.、Gilbert, E. E.(2014)。VADER: A Parsimonious Rule-based Model for Sentiment Analysis of Social Media Text。The 8th International AAAI Conference on Weblogs and Social Media,(會議日期: 2014/06/01-2014/06/04)。  new window
3.Hájek, P.、Olej, V.、Prochazka, O.(2016)。Predicting Corporate Credit Ratings Using Content Analysis of Annual Reports: A Naïve Bayesian Network Approach。Springer。47-61。  new window
研究報告
1.Henselmann, Klaus、Scherr, Elisabeth(2012)。Content Analysis of XBRL Filings as an Efficient Supplement of Bankruptcy Prediction? Empirical Evidence Based on US GAAP Annual Reports。University of Erlangen-Nuremberg。  new window
圖書
1.Manning, C. D.、Schütze, H.(2002)。Foundations of Statistical Natural Language Processing。MIT Press。  new window
 
 
 
 
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