Loughran and McDonald Sentiment Word Lists

We exported this dictionary from the quanteda.dictionaries library. Please see below the original documentation.

dictionary_LoughranMcDonald

Format

An object of class dictionary2 of length 9.

Source

http://sraf.nd.edu/textual-analysis/resources/

Details

A quanteda dictionary object containing the 2014 version of the Loughran and McDonald Sentiment Word Lists. The categories are "negative" (2355 features), "positive" (354), "uncertainty" (297), "litigious" (903), "constraining" (184), "superfluous" (56), "interesting" (68), "modal words strong" (68) and "modal words weak" (0).

References

Loughran, T. & McDonald, B. (2011). When is a Liability not a Liability? Textual Analysis, Dictionaries, and 10-Ks. Journal of Finance, 66(1), 35--65.