spb/uqo-research-db
Public
1\ifx\undefined\bysame2\newcommand{\bysame}{\leavevmode\hbox to\leftmargin{\hrulefill\,\,}}3\fi4\begin{thebibliography}{xx}56\harvarditem[Acemoglu and Restrepo]{Acemoglu and7 Restrepo}{2020}{acemoglu2020wrong}8{\bf Acemoglu, Daron and Pascual Restrepo}, ``Robots and Jobs: Evidence from9 {US} Labor Markets,'' {\it Journal of Political Economy}, 2020, {\it 128}10 (6), 2188--2244.1112\harvarditem[Babina et al.]{Babina, Fedyk, He and13 Hodson}{2024}{babina2024aiinvestment}14{\bf Babina, Tania, Anastassia Fedyk, Alex He, and James Hodson}, ``Artificial15 Intelligence, Firm Growth, and Product Innovation,'' {\it Journal of16 Financial Economics}, 2024, {\it 151}, 103745.1718\harvarditem[Baker and Wurgler]{Baker and Wurgler}{2006}{bakerwurgler2006}19{\bf Baker, Malcolm and Jeffrey Wurgler}, ``Investor Sentiment and the20 Cross-Section of Stock Returns,'' {\it Journal of Finance}, 2006, {\it 61}21 (4), 1645--1680.2223\harvarditem[Barber and Odean]{Barber and Odean}{2008}{barberodean2008}24{\bf Barber, Brad~M. and Terrance Odean}, ``All That Glitters: The Effect of25 Attention and News on the Buying Behavior of Individual and Institutional26 Investors,'' {\it Review of Financial Studies}, 2008, {\it 21} (2), 785--818.2728\harvarditem[Bolton and Kacperczyk]{Bolton and29 Kacperczyk}{2021}{bolton2021risk}30{\bf Bolton, Patrick and Marcin Kacperczyk}, ``Do Investors Care about Carbon31 Risk?,'' {\it Journal of Financial Economics}, 2021, {\it 142} (2), 517--549.3233\harvarditem[Bybee et al.]{Bybee, Kelly, Manela and34 Xiu}{2024}{bybee2024narrative}35{\bf Bybee, Leland, Bryan Kelly, Asaf Manela, and Dacheng Xiu}, ``Business News36 and Business Cycles,'' {\it Journal of Finance}, 2024, {\it 79} (5),37 3105--3147.3839\harvarditem[Cameron et al.]{Cameron, Gelbach and Miller}{2011}{cameron2011}40{\bf Cameron, A.~Colin, Jonah~B. Gelbach, and Douglas~L. Miller}, ``Robust41 Inference with Multiway Clustering,'' {\it Journal of Business \& Economic42 Statistics}, 2011, {\it 29} (2), 238--249.4344\harvarditem[Cohen et al.]{Cohen, Malloy and Nguyen}{2020}{cohen2020lazy}45{\bf Cohen, Lauren, Christopher Malloy, and Quoc Nguyen}, ``Lazy Prices,'' {\it46 Journal of Finance}, 2020, {\it 75} (3), 1371--1415.4748\harvarditem[Cong et al.]{Cong, Liang and Zhang}{2022}{cong2022textfactor}49{\bf Cong, Lin~William, Tengyuan Liang, and Xiao Zhang}, ``Textual Factors: A50 Scalable, Interpretable, and Data-Driven Approach to Analyzing Unstructured51 Information,'' Technical Report, Working Paper 2022.5253\harvarditem[Da et al.]{Da, Engelberg and Gao}{2011}{da2011}54{\bf Da, Zhi, Joseph Engelberg, and Pengjie Gao}, ``In Search of Attention,''55 {\it Journal of Finance}, 2011, {\it 66} (5), 1461--1499.5657\harvarditem[DellaVigna and Pollet]{DellaVigna and58 Pollet}{2009}{dellavigna2009}59{\bf DellaVigna, Stefano and Joshua~M. Pollet}, ``Investor Inattention and60 {Friday} Earnings Announcements,'' {\it Journal of Finance}, 2009, {\it 64}61 (2), 709--749.6263\harvarditem[Eisfeldt et al.]{Eisfeldt, Schubert and64 Zhang}{2023}{eisfeldt2023generative}65{\bf Eisfeldt, Andrea~L., Gregor Schubert, and Miao~Ben Zhang}, ``Generative66 {AI} and Firm Values,'' NBER Working Paper 31222, National Bureau of Economic67 Research 2023.6869\harvarditem[Fama and MacBeth]{Fama and MacBeth}{1973}{famamacbeth1973}70{\bf Fama, Eugene~F. and James~D. MacBeth}, ``Risk, Return, and Equilibrium:71 Empirical Tests,'' {\it Journal of Political Economy}, 1973, {\it 81} (3),72 607--636.7374\harvarditem[Fama and French]{Fama and French}{2015}{famafrench2015}75{\bf \bysame{} and Kenneth~R. French}, ``A Five-Factor Asset Pricing Model,''76 {\it Journal of Financial Economics}, 2015, {\it 116} (1), 1--22.7778\harvarditem[Gentzkow et al.]{Gentzkow, Kelly and Taddy}{2019}{gentzkow2019}79{\bf Gentzkow, Matthew, Bryan Kelly, and Matt Taddy}, ``Text as Data,'' {\it80 Journal of Economic Literature}, 2019, {\it 57} (3), 535--574.8182\harvarditem[Hirshleifer et al.]{Hirshleifer, Hsu and83 Li}{2013}{hirshleifer2013innovative}84{\bf Hirshleifer, David, Po-Hsuan Hsu, and Dongmei Li}, ``Innovative Efficiency85 and Stock Returns,'' {\it Journal of Financial Economics}, 2013, {\it 107}86 (3), 632--654.8788\harvarditem[Hirshleifer et al.]{Hirshleifer, Lim and89 Teoh}{2009}{hirshleifer2009driven}90{\bf \bysame{}, Sonya~S. Lim, and Siew~Hong Teoh}, ``Driven to Distraction:91 Extraneous Events and Underreaction to Earnings News,'' {\it Journal of92 Finance}, 2009, {\it 64} (5), 2289--2325.9394\harvarditem[Hoberg and Phillips]{Hoberg and Phillips}{2010}{hoberg2010product}95{\bf Hoberg, Gerard and Gordon Phillips}, ``Product Market Synergies and96 Competition in Mergers and Acquisitions: A Text-Based Analysis,'' {\it Review97 of Financial Studies}, 2010, {\it 23} (10), 3773--3811.9899\harvarditem[Hoberg and Phillips]{Hoberg and100 Phillips}{2016}{hobergphillips2016}101{\bf \bysame{} and \bysame{}}, ``Text-Based Network Industries and Endogenous102 Product Differentiation,'' {\it Journal of Political Economy}, 2016, {\it103 124} (5), 1423--1465.104105\harvarditem[Kelly et al.]{Kelly, Manela and106 Moreira}{2021}{kelly2019textregression}107{\bf Kelly, Bryan, Asaf Manela, and Alan Moreira}, ``Text Selection,'' {\it108 Journal of Business \& Economic Statistics}, 2021, {\it 39} (4), 859--879.109110\harvarditem[Kogan and Papanikolaou]{Kogan and111 Papanikolaou}{2014}{koganpapanikolaou2014}112{\bf Kogan, Leonid and Dimitris Papanikolaou}, ``Growth Opportunities,113 Technology Shocks, and Asset Prices,'' {\it Journal of Finance}, 2014, {\it114 69} (2), 675--718.115116\harvarditem[Kogan et al.]{Kogan, Papanikolaou, Seru and117 Stoffman}{2017}{kogan2017technological}118{\bf \bysame{}, \bysame{}, Amit Seru, and Noah Stoffman}, ``Technological119 Innovation, Resource Allocation, and Growth,'' {\it Quarterly Journal of120 Economics}, 2017, {\it 132} (2), 665--712.121122\harvarditem[Lopez-Lira]{Lopez-Lira}{2023}{lopezlira2023risk}123{\bf Lopez-Lira, Alejandro}, ``Risk Factors That Matter: Textual Analysis of124 Risk Disclosures for the Cross-Section of Returns,'' Technical Report,125 Working Paper 2023.126127\harvarditem[Loughran and McDonald]{Loughran and McDonald}{2011}{lm2011}128{\bf Loughran, Tim and Bill McDonald}, ``When Is a Liability Not a Liability?129 Textual Analysis, Dictionaries, and 10-Ks,'' {\it Journal of Finance}, 2011,130 {\it 66} (1), 35--65.131132\harvarditem[Loughran and McDonald]{Loughran and McDonald}{2016}{lm2016}133{\bf \bysame{} and \bysame{}}, ``Textual Analysis in Accounting and Finance: A134 Survey,'' {\it Journal of Accounting Research}, 2016, {\it 54} (4),135 1187--1230.136137\harvarditem[MacKinlay]{MacKinlay}{1997}{mackinlay1997}138{\bf MacKinlay, A.~Craig}, ``Event Studies in Economics and Finance,'' {\it139 Journal of Economic Literature}, 1997, {\it 35} (1), 13--39.140141\harvarditem[Newey and West]{Newey and West}{1987}{neweywest1987}142{\bf Newey, Whitney~K. and Kenneth~D. West}, ``A Simple, Positive143 Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance144 Matrix,'' {\it Econometrica}, 1987, {\it 55} (3), 703--708.145146\harvarditem[P{\'a}stor et al.]{P{\'a}stor, Stambaugh and147 Taylor}{2021}{pastor2021sustainable}148{\bf P{\'a}stor, {\v{L}}ubo{\v{s}}, Robert~F. Stambaugh, and Lucian~A. Taylor},149 ``Sustainable Investing in Equilibrium,'' {\it Journal of Financial150 Economics}, 2021, {\it 142} (2), 550--571.151152\harvarditem[P{\'a}stor et al.]{P{\'a}stor, Stambaugh and153 Taylor}{2022}{pastor2022dissecting}154{\bf \bysame{}, \bysame{}, and \bysame{}}, ``Dissecting Green Returns,'' {\it155 Journal of Financial Economics}, 2022, {\it 146} (2), 403--424.156157\harvarditem[Petersen]{Petersen}{2009}{petersen2009}158{\bf Petersen, Mitchell~A.}, ``Estimating Standard Errors in Finance Panel Data159 Sets: Comparing Approaches,'' {\it Review of Financial Studies}, 2009, {\it160 22} (1), 435--480.161162\harvarditem[Reimers and Gurevych]{Reimers and163 Gurevych}{2019}{reimers2019sbert}164{\bf Reimers, Nils and Iryna Gurevych}, ``Sentence-{BERT}: Sentence Embeddings165 Using {Siamese} {BERT}-Networks,'' in ``Proceedings of the 2019 Conference on166 Empirical Methods in Natural Language Processing (EMNLP)'' 2019.167168\harvarditem[Shiller]{Shiller}{2017}{shiller2017narrative}169{\bf Shiller, Robert~J.}, ``Narrative Economics,'' {\it American Economic170 Review}, 2017, {\it 107} (4), 967--1004.171172\harvarditem[Tetlock]{Tetlock}{2007}{tetlock2007}173{\bf Tetlock, Paul~C.}, ``Giving Content to Investor Sentiment: The Role of174 Media in the Stock Market,'' {\it Journal of Finance}, 2007, {\it 62} (3),175 1139--1168.176177\harvarditem[Tetlock et al.]{Tetlock, Saar-Tsechansky and178 Macskassy}{2008}{tetlock2008}179{\bf \bysame{}, Maytal Saar-Tsechansky, and Sofus Macskassy}, ``More Than180 Words: Quantifying Language to Measure Firms' Fundamentals,'' {\it Journal of181 Finance}, 2008, {\it 63} (3), 1437--1467.182183\harvarditem[Webb]{Webb}{2020}{webb2020}184{\bf Webb, Michael}, ``The Impact of Artificial Intelligence on the Labor185 Market,'' Technical Report, Stanford University Working Paper 2020.186187\end{thebibliography}188