Table 5 Examples of words and their keyness values in subprime crisis dictionary.
From: Are risk disclosures in financial reports informative? A text mining-based perspective
Words | Keyness | Words | Keyness |
|---|---|---|---|
coupon | 1959.84 | IMF | 281.76 |
maturity | 1827.12 | deposit | 167.60 |
Moody | 1684.94 | financials | 148.98 |
rating | 1458.01 | clearing | 141.98 |
AIG | 1417.62 | noncallable | 130.35 |
price | 1351.61 | borrower | 122.56 |
treasury | 1188.80 | selloff | 121.52 |
spread | 1174.84 | downturn | 121.19 |
FDIC | 632.11 | bearish | 112.97 |
CMBS | 368.97 | foreclosure | 104.76 |
government | 352.40 | tenants | 97.36 |
mortgage | 339.21 | delinquent | 96.30 |
rescue | 303.70 | subordinated | 86.17 |
option | 303.58 | rent | 74.49 |
lehman | 293.72 | securitized | 66.96 |
