Vitaly Meursault

Federal Reserve Banks - Federal Reserve Bank of Philadelphia

Ten Independence Mall

Philadelphia, PA 19106-1574

United States

SCHOLARLY PAPERS

2

DOWNLOADS

773

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

Pead.Txt: Post-Earnings-Announcement Drift Using Text

FRB of Philadelphia Working Paper No. 21-7
Posted: 14 May 2021
Pierre Jinghong Liang, Vitaly Meursault and Bryan Routledge
Independent, Federal Reserve Banks - Federal Reserve Bank of Philadelphia and Independent

Abstract:

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PEAD, Machine Learning, NLP, Text Analysis

PEAD.txt: Post-Earnings-Announcement Drift Using Text

Number of pages: 67 Posted: 22 Apr 2021 Last Revised: 13 Jan 2022
Federal Reserve Banks - Federal Reserve Bank of Philadelphia, Tepper School of Business, Carnegie Mellon University, Carnegie Mellon University - David A. Tepper School of Business and University of Pittsburgh
Downloads 713 (49,299)
Citation 1

Abstract:

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PEAD, Machine Learning, NLP, Text Analysis

Corporate Disclosure: Facts or Opinions?

Number of pages: 50 Posted: 14 Nov 2021 Last Revised: 29 Nov 2021
Shimon Kogan and Vitaly Meursault
IDC Herzliya - Arison School of Business and Federal Reserve Banks - Federal Reserve Bank of Philadelphia
Downloads 60 (480,590)

Abstract:

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Subjectivity, Machine Learning, NLP, Text Analysis