SOURCE-LINKED INTELLIGENCE

Same Day, Same Story; One Day Ahead, a Different Signal: The Dual Validity of Financial Sentiment

arXiv · AI, language, vision and robotics · article · Sep 10, 2026 · UTC

Financial NLP has a standard workflow: validate a sentiment tool against human labels, then trust it to extract market signal. This assumes the two evaluations measure the same thing. We test that assumption in a setting where both can be measured at once: a corpus of securities class actions (2002-2025) linking 70,500 X messages to abnormal stock returns, with a single-annotator human labelled gold sample. Running five instruments (VADER, Loughran-McDonald, FinBERT, Twitter-RoBERTa, and an LLM annotator) through one identical pipeline, we find that the relationship between construct and predi

Read original source ↗ Open in workspace

recordType

paper

region

Global