2 papers
cs.IR2024
Nano-ESG: Extracting Corporate Sustainability Information from News Articles
Fabian Billert, Stefan Conrad
Determining the sustainability impact of companies is a highly complex subject which has garnered more and more attention over the past few years. Today, investors largely rely on…
q-fin.PM2024
A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
Fabian Billert, Stefan Conrad
We extract the sentiment from german and english news articles on companies in the DAX40 stock market index and use it to create a sentiment-powered pendant. Comparing it to existi…