Finding 4560Emerging EvidenceValidation V0
Surprisingly, LLM-derived sentiment scores showed a significant negative correlation with future stock returnsmore negative sentiment predicted better performancechallenging the efficient market hypothesis and outperforming traditional dictionary-based methods.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
Surprisingly, LLM-derived sentiment scores showed a significant negative correlation with future stock returnsmore negative sentiment predicted better performancechallenging the efficient market hypothesis and outperforming traditional dictionary-based methods.
key_findings bullet 2 · key_findings
Inspect source: From words to returns: sentiment analysis of Japanese 10-K reports using advanced large language models →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.