In the financial sector, alternatives to traditional datasets, such as financial statements and
Securities and Exchange Commission filings, can provide additional ways to describe the …

This study takes listed companies that have experienced sudden crisis events as samples.
The event study method and multiple regression analysis are further adopted to explore the …

Most experts try their best to enhance investment performance of multifactor strategy by
appending new useful factors or by optimizing existing factors. However, few people take the …

We study the clustering behavior of stock return jumps modeled by a self/cross-exciting
process embedded in a stochastic volatility model. Based on the model estimates, we …

In business and finance sector, traditional datasets such as financial statements, SEC filings,
etc., are generally distributed officially to statement what an enterprise operating is about …

My thesis comprises three chapters that revolve around the application of textual data
analysis to explore various aspects of finance and industrial organization. In Chapter 1, I …

This thesis contributes to the growing literature on the textual analysis of news and the cross-
section of stock returns throughout three main chapters based on the Dow Jones Newswire …