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q-fin.PM2021
Networks of News and Cross-Sectional Returns
Junjie Hu, Wolfgang Karl Härdle
We uncover networks from news articles to study cross-sectional stock returns. By analyzing a huge dataset of more than 1 million news articles collected from the internet, we cons…
q-fin.PM2021
FRM Financial Risk Meter for Emerging Markets
Souhir Ben Amor, Michael Althof, Wolfgang Karl Härdle
The fast-growing Emerging Market (EM) economies and their improved transparency and liquidity have attracted international investors. However, the external price shocks can result…