arxivcs.LGq-fin.CPq-fin.MFq-fin.ST2026-07-15
How Much of a 10-K Matters? Aggregation-Dependent Value of Full-Text versus Risk-Factor Sentiment
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. We extend a supervised lexico…