no code implementations • 11 Sep 2023 • Paul Glasserman, Harry Mamaysky, Jimmy Qin
An increase in the novelty of news predicts negative stock market returns and negative macroeconomic outcomes over the next year.
no code implementations • 24 Sep 2022 • Harry Mamaysky, Yiwen Shen, Hongyu Wu
We develop a novel technique to extract credit-relevant information from the text of quarterly earnings calls.
no code implementations • 14 Oct 2020 • Paul Glasserman, Kriste Krstovski, Paul Laliberte, Harry Mamaysky
We analyze methods for selecting topics in news articles to explain stock returns.
