This paper presents an empirical comparison of lexicon-based and Large Language Model (LLM)-based sentiment analysis for extracting market-relevant signals from social media discourse in highly volatile equity markets. Using Reddit data from r/WallStreetBets and focusing on meme stocks (GME, AMC, NOK), we construct time-aligned sentiment indicators and evaluate their relationship with market returns, with particular attention to extreme positive return events in the upper tail of the return distribution.
arXiv:2607. 14174v1 Announce Type: new Abstract: Financial sentiment extraction has largely relied on news text and supervised extraction against return labels alone, leaving 10-K filings -- and volatility, the target risk disclosure is arguably best suited to informing -- comparatively unexplored.
arXiv:2608. 09834v1 Announce Type: cross Abstract: Financial sentiment analysis converts unstructured financial news into quantitative signals that can support market analysis and decision-making.
arXiv:2608. 04200v1 Announce Type: cross Abstract: Financial sentiment classifiers are commonly evaluated against human labels, but strong linguistic performance does not necessarily imply economically useful return predictability.
arXiv:2607. 28127v1 Announce Type: cross Abstract: Recent advances in Generative AI have substantially improved financial sentiment analysis through post-trained financial large language models (LLMs).
arXiv:2606. 31461v1 Announce Type: new Abstract: Niche asset markets, such as Counter-Strike 2 (CS2) weapon skins, are small, volatile, and heavily driven by community discussions and platform rules.
arXiv:2607. 14957v1 Announce Type: new Abstract: Online firestorms are rapid collective escalations of highly negative user-generated content and may cause substantial reputational and economic damage.
arXiv:2607. 10825v1 Announce Type: cross Abstract: Opinionated text - spanning product reviews, hotel feedback, and social posts - captures rich signals about user experiences, preferences, and concerns.
arXiv:2606. 23701v1 Announce Type: cross Abstract: Qualitative product feedback can reveal nuanced user experiences, but its implicit sentiment is difficult to measure.
arXiv:2607. 15258v1 Announce Type: new Abstract: The growing use of Bitcoin as a decentralized digital asset and investment tool has sparked strong interest in understanding its market behavior.
arXiv:2608. 11049v1 Announce Type: cross Abstract: The rapid growth of social media has created vast amounts of political discourse, which provides valuable opportunities to analyze public opinions and identify different political perspectives.
arXiv:2405. 17838v3 Announce Type: replace-cross Abstract: Socio-linguistic indicators of affectively-relevant phenomena, such as emotion or sentiment, are often extracted from text to better understand features of human-computer interactions, including on social media.
arXiv:2608. 15338v1 Announce Type: cross Abstract: Sentiment classifiers are increasingly applied to social media content that is either sarcastic or AI-generated --- two distributional regimes where standard evaluations offer little guidance.