Text-Based Asset Pricing is a methodological framework within asset pricing empirics that distinguishes itself by extracting and analyzing quantitative signals from unstructured textual data to predict or explain financial market outcomes.
40
Publications
2.8K
Citations
81
Authors
60
Institutions
Publications per year
2017–2026
22
Parents
Publications
40
Costly Information Processing: Evidence from Earnings Announcements
Joseph Engelberg · SSRN Electronic Journal · 2008 · 343 citations · Full text
Making words work: Using financial text as a predictor of financial events
Mark Cecchini, Haldun Aytuğ, Gary J. Kœhler et al. · Decision Support Systems · 2010 · 253 citations
1–5 of 40
Authors
81
- TD
3
h-index
- SX
3
h-index
- ADAlexandre d’Aspremont
Centre National de la Recherche Scientifique, France
2 publications · 154 citations
2
h-index
- YS
2
h-index
- AN
2
h-index
1–5 of 81
Institutions
60
National Bureau of Economic Research
Cambridge, United States
3 h-index
4 publications
143 citations
Johns Hopkins University
Baltimore, United States
3 h-index
3 publications
173 citations
Arizona State University
Tempe, United States
2 h-index
4 publications
112 citations
Capital University
Bexley, United States
2 h-index
2 publications
162 citations
Southern Methodist University
Dallas, United States
2 h-index
2 publications
172 citations
Federal Reserve Bank of Kansas City
Kansas City, United States
2 h-index
2 publications
22 citations
Trinity College Dublin
Dublin, Ireland
2 h-index
3 publications
113 citations
Indiana University
Bloomington, United States
2 h-index
2 publications
172 citations
1–8 of 60
Venues
- SSRN Electronic Journal
Repository · 7 publications · 537 citations
8
h-index
- Decision Support Systems
3 publications · 776 citations
3
h-index
- Review of Financial Studies
2 publications · 158 citations
2
h-index
- CFA Digest
1 publications · 10 citations
1
h-index
- Digital Finance
1 publications · 14 citations
1
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1–5