Apurv Jain

Harvard Business School

Soldiers Field Road

Morgan 270C

Boston, MA 02163

United States

Massachusetts Institute of Technology (MIT) - Finance Department

Finance Department

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

Microsoft Corporation - Microsoft Research - Redmond

Building 99

Redmond, WA

United States

  • Harvard Business School

  • Massachusetts Institute of Technology (MIT) - Finance Department

  • Microsoft Corporation - Microsoft Research - Redmond

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 47,437

SSRN RANKINGS

Top 47,437

in Total Papers Downloads

1,045

SSRN CITATIONS

2

CROSSREF CITATIONS

3

Ideas:
“  I am currently working on combining alternative (twitter, search, clicks, webscrapes, satellite, credit card etc.) with traditional data in finance and macroeconomics. I would use some input on theories of investor attention, information propagation through networks, twitter data usage, growth shock estimation.  ”

  • Harvard Business School

  • Massachusetts Institute of Technology (MIT) - Finance Department

  • Microsoft Corporation - Microsoft Research - Redmond

Scholarly Papers (7)

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1.

Macro Forecasting Using Alternative Data

Number of pages: 48 Posted: 18 Dec 2018 Last Revised: 17 Sep 2019
Apurv Jain
Harvard Business School
Downloads 474 (68,853)

Abstract:

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Big Data, Macro Forecasting, Alternative Data, Non Farm Payrolls, Artifical Intelligence, Machine Learning

2.

Are Carry Trade Risks Systematic Risks Now? An Analysis of the Dynamics of Carry Trade Risks

Number of pages: 63 Posted: 02 Feb 2010 Last Revised: 20 Jul 2011
Apurv Jain
Harvard Business School
Downloads 208 (167,994)
Citation 1

Abstract:

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Carry Trade, Systematic Risk, Central Bank, Currency Cross Section, Emerging Markets Carry

3.

The Psychology of Job Loss: Using Social Media Data to Characterize and Predict Unemployment

Number of pages: 10 Posted: 25 May 2016 Last Revised: 02 Jul 2016
Davide Proserpio, Scott Counts and Apurv Jain
Marshall School of Business, University of Southern California, Microsoft Corporation and Harvard Business School
Downloads 185 (187,013)
Citation 3

Abstract:

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Big Data, Social Media, Unemployment, Micro Foundation, Psychology, Job Market

4.

Book Review: Weapons of Math Destruction by Cathy O'Neill

Number of pages: 3 Posted: 16 Jun 2018
Apurv Jain
Harvard Business School
Downloads 75 (360,336)

Abstract:

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Weapons of Math Destruction, Review, Quant Models, Derivatives, Big Data

5.

Echo Chambers in Investment Discussion Boards

Proceedings of the 17th International AAAI Conference on Web and Social Media (ICWSM 2017)
Number of pages: 11 Posted: 10 Apr 2017
Shiliang Tang, Qingyun Liu, Megan McQueen, Scott Counts, Apurv Jain, Heather Zheng and Ben Zhao
University of California, Santa Barbara (UCSB), University of California, Santa Barbara (UCSB), Yale University, Microsoft Corporation, Harvard Business School, University of California, Santa Barbara (UCSB) and University of California, Santa Barbara (UCSB)
Downloads 73 (365,828)
Citation 1

Abstract:

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Investment Discussion Boards, Trading Volume, Volatilility, Echo Chamber, Positivity Bias, Behavioral Finance, Active Trading, Information Content

6.

Privacy vs. Alpha: A Conversation

Number of pages: 10 Posted: 04 Nov 2019
Apurv Jain and Neil Seeman
Harvard Business School and affiliation not provided to SSRN
Downloads 29 (535,784)

Abstract:

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Data Privacy, Investment Alpha, Big Data, Machine learning, Moral Hazard

7.

Improvised Marketing Interventions in Social Media

https://journals.sagepub.com/doi/10.1177/0022242919899383
Number of pages: 23
Abhishek Borah, Sourindra Banerjee, Yu-Ting Lin, Apurv Jain and Andreas B. Eisingerich
INSEAD, University of Leeds, affiliation not provided to SSRN, Harvard Business School and Imperial College London
Downloads 1

Abstract:

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firm value, humor, improvisation, improvised marketing interventions, social media, virality