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Yes, social media can predict returns in financial markets – as we discussed in a previous post. The general mechanism: investors gather information via social media, or social media captures their attention. Social media as a news channel? But which… Continue Reading →
Most research in Finance considers quantitative data. But there are fascinating data bases that contain financially relevant text. For example, consider the SEC EDGAR data base with its letters to shareholders, 10-K forms, etc. But how do you determine a… Continue Reading →
In this post, we discussed how financial markets react to corporate behavior in the case of Arconic, the company providing the cladding material for Grenfell Tower. Recall that we found no significant impact on stock returns or CDS around the… Continue Reading →
They say a Friday can make or break your stardom in Hollywood. However, in the world of financial markets, Fridays are slow – or at least appear to be. In a previous post, we looked into how firms hide bad… Continue Reading →
Who doesn’t love the spotlight? Like (almost) everyone else, CEOs like public attention. But what about times when firms have to release bad news? Then, CEOs, and management in general, may be glad of low attention in the markets. If… Continue Reading →