Previsibilidade do Retorno das Ações pela Análise do Sentimento Textual: uma revisão
DOI:
https://doi.org/10.17524/repec.v17i2.3111Palavras-chave:
Análise Textual, Sentimento Textual, Retorno das Ações, Revisão SistemáticaResumo
Objetivo: Analisar a evolução das pesquisas com a abordagem de análise textual como ferramenta de predição do retorno das ações no mercado de capitais.
Método: Revisão sistemática auxiliada pelo software VosViewer, em que foram analisados 78 artigos empíricos da temática, publicados em inglês e indexados na Web of Science.
Resultados: Os resultados aglutinam evidências de que o sentimento textual é capaz de prever o retorno das ações, sendo capturado em diversas fontes de informação. Na análise, emergiram quatro categorias que correspondem às fontes de informação para a análise textual: notícias financeiras (31), divulgações corporativas (29), mídias sociais (16) e outros documentos (8).
Contribuições: Este trabalho contribui com a academia ao demonstrar os principais achados de pesquisas elaboradas sobre o assunto, além de sugerir tópicos para trabalhos futuros. No âmbito prático, as evidências transmitem aos investidores que informações textuais acerca das empresas também podem gerar reações no mercado.
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