2 papers
q-fin.CP2025
Aligning Multilingual News for Stock Return Prediction
Yuntao Wu, Lynn Tao, Ing-Haw Cheng +4
News spreads rapidly across languages and regions, but translations may lose subtle nuances. We propose a method to align sentences in multilingual news articles using optimal tran…
q-fin.GN2024
Understanding the Excess Bond Premium
Kevin Benson, Ing-Haw Cheng, John Hull +5
We study the drivers of the Gilchrist and ZakrajÅ¡ek (2012) excess bond premium (EBP) through the lens of the news. The monthly attention the news pays to 180 topics (Bybee et al.,…