Simultaneously Discovering and Quantifying Risk Types from Textual Risk Disclosures
Author
Abstract
Suggested Citation
DOI: 10.1287/mnsc.2014.1930
Download full text from publisher
References listed on IDEAS
- Shalen, Catherine T, 1993. "Volume, Volatility, and the Dispersion of Beliefs," The Review of Financial Studies, Society for Financial Studies, vol. 6(2), pages 405-434.
- Grimmer, Justin, 2010. "A Bayesian Hierarchical Topic Model for Political Texts: Measuring Expressed Agendas in Senate Press Releases," Political Analysis, Cambridge University Press, vol. 18(1), pages 1-35, January.
- repec:bla:jfinan:v:59:y:2004:i:4:p:1553-1583 is not listed on IDEAS
- Kevin M. Quinn & Burt L. Monroe & Michael Colaresi & Michael H. Crespin & Dragomir R. Radev, 2010. "How to Analyze Political Attention with Minimal Assumptions and Costs," American Journal of Political Science, John Wiley & Sons, vol. 54(1), pages 209-228, January.
- Grimmer, Justin & Stewart, Brandon M., 2013. "Text as Data: The Promise and Pitfalls of Automatic Content Analysis Methods for Political Texts," Political Analysis, Cambridge University Press, vol. 21(3), pages 267-297, July.
- Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
- Jon A. Garfinkel, 2009. "Measuring Investors' Opinion Divergence," Journal of Accounting Research, Wiley Blackwell, vol. 47(5), pages 1317-1348, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lino Wehrheim, 2019. "Economic history goes digital: topic modeling the Journal of Economic History," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 13(1), pages 83-125, January.
- Lehotský, Lukáš & Černoch, Filip & Osička, Jan & Ocelík, Petr, 2019. "When climate change is missing: Media discourse on coal mining in the Czech Republic," Energy Policy, Elsevier, vol. 129(C), pages 774-786.
- Sanders James & Lisi Giulio & Schonhardt-Bailey Cheryl, 2017. "Themes and Topics in Parliamentary Oversight Hearings: A New Direction in Textual Data Analysis," Statistics, Politics and Policy, De Gruyter, vol. 8(2), pages 153-194, December.
- Sanders, James & Lisi, Giulio & Schonhardt-Bailey, Cheryl, 2018. "Themes and topics in parliamentary oversight hearings: a new direction in textual data analysis," LSE Research Online Documents on Economics 87624, London School of Economics and Political Science, LSE Library.
- Greene, Zac & Ceron, Andrea & Schumacher, Gijs & Fazekas, Zoltan, 2016. "The Nuts and Bolts of Automated Text Analysis. Comparing Different Document Pre-Processing Techniques in Four Countries," OSF Preprints ghxj8, Center for Open Science.
- Matthew Gentzkow & Bryan T. Kelly & Matt Taddy, 2017. "Text as Data," NBER Working Papers 23276, National Bureau of Economic Research, Inc.
- Lino Wehrheim, 2017. "Economic History Goes Digital: Topic Modeling the Journal of Economic History," Working Papers 177, Bavarian Graduate Program in Economics (BGPE).
- Michal Ovádek & Nicolas Lampach & Arthur Dyevre, 2020. "What’s the talk in Brussels? Leveraging daily news coverage to measure issue attention in the European Union," European Union Politics, , vol. 21(2), pages 204-232, June.
- McCannon, Bryan & Zhou, Yang & Hall, Joshua, 2021. "Measuring a Contract’s Breadth: A Text Analysis," Working Papers 11013, George Mason University, Mercatus Center.
- Mohamed M. Mostafa, 2023. "A one-hundred-year structural topic modeling analysis of the knowledge structure of international management research," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(4), pages 3905-3935, August.
- Elsayed, Mohamed & Elshandidy, Tamer, 2021. "Internal control effectiveness, textual risk disclosure, and their usefulness: U.S. evidence," Advances in accounting, Elsevier, vol. 53(C).
- Kelly Nianyun Cai & Xiaoquan Jiang & Hei Wai Lee, 2013. "Debt Ipo Waves, Investor Sentiment, Market Conditions, And Issue Quality," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(4), pages 435-452, December.
- Diogo Silva & António Cerqueira, 2021. "Financial Reporting Quality and Investors' Divergence of Opinion†," Accounting Perspectives, John Wiley & Sons, vol. 20(1), pages 79-107, March.
- Chen, Lin & Qin, Lu & Zhu, Hongquan, 2015. "Opinion divergence, unexpected trading volume and stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 36(C), pages 119-127.
- Eric R. Holzman & Nathan T. Marshall & Joseph H. Schroeder & Teri Lombardi Yohn, 2021. "Is all disaggregation good for investors? Evidence from earnings announcements," Review of Accounting Studies, Springer, vol. 26(2), pages 520-558, June.
- Ping-Yu Hsu & Hong-Tsuen Lei & Shih-Hsiang Huang & Teng Hao Liao & Yao-Chung Lo & Chin-Chun Lo, 2019. "Effects of sentiment on recommendations in social network," Electronic Markets, Springer;IIM University of St. Gallen, vol. 29(2), pages 253-262, June.
- Dehler-Holland, Joris & Okoh, Marvin & Keles, Dogan, 2022.
"Assessing technology legitimacy with topic models and sentiment analysis – The case of wind power in Germany,"
Technological Forecasting and Social Change, Elsevier, vol. 175(C).
- Dehler-Holland, Joris & Okoh, Marvin & Keles, Dogan, 2021. "The legitimacy of wind power in Germany," Working Paper Series in Production and Energy 54, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
- Margaret E. Roberts & Brandon M. Stewart & Richard A. Nielsen, 2020. "Adjusting for Confounding with Text Matching," American Journal of Political Science, John Wiley & Sons, vol. 64(4), pages 887-903, October.
- Wei, Lu & Jing, Haozhe & Huang, Jie & Deng, Yuqi & Jing, Zhongbo, 2023. "Do textual risk disclosures reveal corporate risk? Evidence from U.S. fintech corporations," Economic Modelling, Elsevier, vol. 127(C).
- Qian, Xiaolin, 2014. "Small investor sentiment, differences of opinion and stock overvaluation," Journal of Financial Markets, Elsevier, vol. 19(C), pages 219-246.
More about this item
Keywords
topic modeling; latent Dirichlet allocation; text analysis; econometric analysis; risk disclosures;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:60:y:2014:i:6:p:1371-1391. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.