23 citations · 24 across the 7 of their papers we have counts for
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q-fin.PM2024
Disentangling the sources of cyber risk premia
Loïc Maréchal, Nathan Monnet
We use a methodology based on a machine learning algorithm to quantify firms' cyber risks based on their disclosures and a dedicated cyber corpus. The model can identify paragraphs…
q-fin.PM2024
Cyber risk and the cross-section of stock returns
Daniel Celeny, Loïc Maréchal
We extract firms' cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated cyber corpus. Our approach outperforms dictionary m…