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% References — BibTeX Database
% "Does the Language of Artificial Intelligence Move Markets?"
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@article{acemoglu2020wrong,
  author  = {Acemoglu, Daron and Restrepo, Pascual},
  title   = {Robots and Jobs: Evidence from {US} Labor Markets},
  journal = {Journal of Political Economy},
  volume  = {128},
  number  = {6},
  pages   = {2188--2244},
  year    = {2020}
}

@article{babina2024aiinvestment,
  author  = {Babina, Tania and Fedyk, Anastassia and He, Alex and Hodson, James},
  title   = {Artificial Intelligence, Firm Growth, and Product Innovation},
  journal = {Journal of Financial Economics},
  volume  = {151},
  pages   = {103745},
  year    = {2024}
}

@article{bakerwurgler2006,
  author  = {Baker, Malcolm and Wurgler, Jeffrey},
  title   = {Investor Sentiment and the Cross-Section of Stock Returns},
  journal = {Journal of Finance},
  volume  = {61},
  number  = {4},
  pages   = {1645--1680},
  year    = {2006}
}

@article{barberodean2008,
  author  = {Barber, Brad M. and Odean, Terrance},
  title   = {All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors},
  journal = {Review of Financial Studies},
  volume  = {21},
  number  = {2},
  pages   = {785--818},
  year    = {2008}
}

@article{bolton2021risk,
  author  = {Bolton, Patrick and Kacperczyk, Marcin},
  title   = {Do Investors Care about Carbon Risk?},
  journal = {Journal of Financial Economics},
  volume  = {142},
  number  = {2},
  pages   = {517--549},
  year    = {2021}
}

@article{bybee2024narrative,
  author  = {Bybee, Leland and Kelly, Bryan and Manela, Asaf and Xiu, Dacheng},
  title   = {Business News and Business Cycles},
  journal = {Journal of Finance},
  volume  = {79},
  number  = {5},
  pages   = {3105--3147},
  year    = {2024}
}

@article{cameron2011,
  author  = {Cameron, A. Colin and Gelbach, Jonah B. and Miller, Douglas L.},
  title   = {Robust Inference with Multiway Clustering},
  journal = {Journal of Business \& Economic Statistics},
  volume  = {29},
  number  = {2},
  pages   = {238--249},
  year    = {2011}
}

@article{cohen2020lazy,
  author  = {Cohen, Lauren and Malloy, Christopher and Nguyen, Quoc},
  title   = {Lazy Prices},
  journal = {Journal of Finance},
  volume  = {75},
  number  = {3},
  pages   = {1371--1415},
  year    = {2020}
}

@techreport{cong2022textfactor,
  author      = {Cong, Lin William and Liang, Tengyuan and Zhang, Xiao},
  title       = {Textual Factors: A Scalable, Interpretable, and Data-Driven Approach to Analyzing Unstructured Information},
  institution = {Working Paper},
  year        = {2022}
}

@article{da2011,
  author  = {Da, Zhi and Engelberg, Joseph and Gao, Pengjie},
  title   = {In Search of Attention},
  journal = {Journal of Finance},
  volume  = {66},
  number  = {5},
  pages   = {1461--1499},
  year    = {2011}
}

@article{dellavigna2009,
  author  = {DellaVigna, Stefano and Pollet, Joshua M.},
  title   = {Investor Inattention and {Friday} Earnings Announcements},
  journal = {Journal of Finance},
  volume  = {64},
  number  = {2},
  pages   = {709--749},
  year    = {2009}
}

@techreport{eisfeldt2023generative,
  author      = {Eisfeldt, Andrea L. and Schubert, Gregor and Zhang, Miao Ben},
  title       = {Generative {AI} and Firm Values},
  institution = {National Bureau of Economic Research},
  type        = {NBER Working Paper},
  number      = {31222},
  year        = {2023}
}

@article{famafrench2015,
  author  = {Fama, Eugene F. and French, Kenneth R.},
  title   = {A Five-Factor Asset Pricing Model},
  journal = {Journal of Financial Economics},
  volume  = {116},
  number  = {1},
  pages   = {1--22},
  year    = {2015}
}

@article{famamacbeth1973,
  author  = {Fama, Eugene F. and MacBeth, James D.},
  title   = {Risk, Return, and Equilibrium: Empirical Tests},
  journal = {Journal of Political Economy},
  volume  = {81},
  number  = {3},
  pages   = {607--636},
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}

@article{gentzkow2019,
  author  = {Gentzkow, Matthew and Kelly, Bryan and Taddy, Matt},
  title   = {Text as Data},
  journal = {Journal of Economic Literature},
  volume  = {57},
  number  = {3},
  pages   = {535--574},
  year    = {2019}
}

@article{hirshleifer2009driven,
  author  = {Hirshleifer, David and Lim, Sonya S. and Teoh, Siew Hong},
  title   = {Driven to Distraction: Extraneous Events and Underreaction to Earnings News},
  journal = {Journal of Finance},
  volume  = {64},
  number  = {5},
  pages   = {2289--2325},
  year    = {2009}
}

@article{hirshleifer2013innovative,
  author  = {Hirshleifer, David and Hsu, Po-Hsuan and Li, Dongmei},
  title   = {Innovative Efficiency and Stock Returns},
  journal = {Journal of Financial Economics},
  volume  = {107},
  number  = {3},
  pages   = {632--654},
  year    = {2013}
}

@article{hoberg2010product,
  author  = {Hoberg, Gerard and Phillips, Gordon},
  title   = {Product Market Synergies and Competition in Mergers and Acquisitions: A Text-Based Analysis},
  journal = {Review of Financial Studies},
  volume  = {23},
  number  = {10},
  pages   = {3773--3811},
  year    = {2010}
}

@article{hobergphillips2016,
  author  = {Hoberg, Gerard and Phillips, Gordon},
  title   = {Text-Based Network Industries and Endogenous Product Differentiation},
  journal = {Journal of Political Economy},
  volume  = {124},
  number  = {5},
  pages   = {1423--1465},
  year    = {2016}
}

@article{kelly2019textregression,
  author  = {Kelly, Bryan and Manela, Asaf and Moreira, Alan},
  title   = {Text Selection},
  journal = {Journal of Business \& Economic Statistics},
  volume  = {39},
  number  = {4},
  pages   = {859--879},
  year    = {2021}
}

@article{kogan2017technological,
  author  = {Kogan, Leonid and Papanikolaou, Dimitris and Seru, Amit and Stoffman, Noah},
  title   = {Technological Innovation, Resource Allocation, and Growth},
  journal = {Quarterly Journal of Economics},
  volume  = {132},
  number  = {2},
  pages   = {665--712},
  year    = {2017}
}

@article{koganpapanikolaou2014,
  author  = {Kogan, Leonid and Papanikolaou, Dimitris},
  title   = {Growth Opportunities, Technology Shocks, and Asset Prices},
  journal = {Journal of Finance},
  volume  = {69},
  number  = {2},
  pages   = {675--718},
  year    = {2014}
}

@techreport{lopezlira2023risk,
  author      = {Lopez-Lira, Alejandro},
  title       = {Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns},
  institution = {Working Paper},
  year        = {2023}
}

@article{lm2011,
  author  = {Loughran, Tim and McDonald, Bill},
  title   = {When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks},
  journal = {Journal of Finance},
  volume  = {66},
  number  = {1},
  pages   = {35--65},
  year    = {2011}
}

@article{lm2016,
  author  = {Loughran, Tim and McDonald, Bill},
  title   = {Textual Analysis in Accounting and Finance: A Survey},
  journal = {Journal of Accounting Research},
  volume  = {54},
  number  = {4},
  pages   = {1187--1230},
  year    = {2016}
}

@article{mackinlay1997,
  author  = {MacKinlay, A. Craig},
  title   = {Event Studies in Economics and Finance},
  journal = {Journal of Economic Literature},
  volume  = {35},
  number  = {1},
  pages   = {13--39},
  year    = {1997}
}

@article{neweywest1987,
  author  = {Newey, Whitney K. and West, Kenneth D.},
  title   = {A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix},
  journal = {Econometrica},
  volume  = {55},
  number  = {3},
  pages   = {703--708},
  year    = {1987}
}

@article{pastor2021sustainable,
  author  = {P{\'a}stor, {\v{L}}ubo{\v{s}} and Stambaugh, Robert F. and Taylor, Lucian A.},
  title   = {Sustainable Investing in Equilibrium},
  journal = {Journal of Financial Economics},
  volume  = {142},
  number  = {2},
  pages   = {550--571},
  year    = {2021}
}

@article{pastor2022dissecting,
  author  = {P{\'a}stor, {\v{L}}ubo{\v{s}} and Stambaugh, Robert F. and Taylor, Lucian A.},
  title   = {Dissecting Green Returns},
  journal = {Journal of Financial Economics},
  volume  = {146},
  number  = {2},
  pages   = {403--424},
  year    = {2022}
}

@article{petersen2009,
  author  = {Petersen, Mitchell A.},
  title   = {Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches},
  journal = {Review of Financial Studies},
  volume  = {22},
  number  = {1},
  pages   = {435--480},
  year    = {2009}
}

@inproceedings{reimers2019sbert,
  author    = {Reimers, Nils and Gurevych, Iryna},
  title     = {Sentence-{BERT}: Sentence Embeddings Using {Siamese} {BERT}-Networks},
  booktitle = {Proceedings of the 2019 Conference on Empirical Methods in Natural Language Processing (EMNLP)},
  year      = {2019}
}

@article{shiller2017narrative,
  author  = {Shiller, Robert J.},
  title   = {Narrative Economics},
  journal = {American Economic Review},
  volume  = {107},
  number  = {4},
  pages   = {967--1004},
  year    = {2017}
}

@article{tetlock2007,
  author  = {Tetlock, Paul C.},
  title   = {Giving Content to Investor Sentiment: The Role of Media in the Stock Market},
  journal = {Journal of Finance},
  volume  = {62},
  number  = {3},
  pages   = {1139--1168},
  year    = {2007}
}

@article{tetlock2008,
  author  = {Tetlock, Paul C. and Saar-Tsechansky, Maytal and Macskassy, Sofus},
  title   = {More Than Words: Quantifying Language to Measure Firms' Fundamentals},
  journal = {Journal of Finance},
  volume  = {63},
  number  = {3},
  pages   = {1437--1467},
  year    = {2008}
}

@techreport{webb2020,
  author      = {Webb, Michael},
  title       = {The Impact of Artificial Intelligence on the Labor Market},
  institution = {Stanford University Working Paper},
  year        = {2020}
}