This paper examines the impact of investor sentiment and geography on stock returns. We
measure investor sentiment and location using direct measures derived from Twitter posts. …

This study examines the degree to which Loughran and McDonald (LM) word lists are informative
at the item level of SEC filings, such as risk factors (RF) and management’s discussion …

We explore the readability of 30,000 registered investment advisor disclosures and find that
these disclosures are written to a college reading level. This finding suggests it will be …

As any well-versed investor should know, there are many ways in which beta can be
calculated based on factors such as the choice of time interval and market proxy used in the …

Purpose The purpose of this paper is to identify key channels through which gender is applied
to financial research. Design/methodology/approach This paper is designed as a survey …

The Investors Exchange (IEX) claims that it improves investor transactions in the US Equity
markets. The founders of IEX suggest that other equity exchanges cater more to traders such …

Measurement of dispersion and variation have been studied and evaluated in many applications.
Volatility in the field of finance is an important measure as it directly impacts allocation, …

The use of an investment advisor presents an agency problem: The firm works in the client’s
interest while also managing its own growth. We use a dataset of over 30,000 advisor-year …

Using option pricing methodology, we provide evidence the oil and banking industries' default
likelihood decreased following OPEC's November 2016 oil production cut announcement. …

Gender has been shown to influence investment behavior and performance. We focus on
firms who predominantly cater to one gender based on textual analysis of gender keywords in …