Keyword Bag

Loughran-McDonald Sentiment Words

Additional Lists (2016 Version)

Source: LoughranMcDonald_MasterDictionary_2016.xlsx from Bodnaruk, Loughran and McDonald (2015)

Full Reference: Bodnaruk, Andriy, Tim Loughran, and Bill McDonald. "Using 10-k text to gauge financial constraints." Journal of Financial and Quantitative Analysis 50.4 (2015): 623-646. [1638]