Tatiana Chebonenko

University of Illinois at Urbana-Champaign

Urbana, IL 61820

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Text Sentiment’s Ability to Capture Information: Evidence from Earnings Calls

Number of pages: 45 Posted: 12 Nov 2013 Last Revised: 21 Apr 2018
Tatiana Chebonenko, Lifeng Gu and Dmitriy Muravyev
University of Illinois at Urbana-Champaign, The University of Hong Kong and Michigan State University - Department of Finance
Downloads 560 (50,813)

Abstract:

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text sentiment, earnings calls, supervised-learning methods, Lasso, fundamental information

2.

Endogenous Leverage and Expected Stock Returns

Number of pages: 24 Posted: 05 Aug 2010 Last Revised: 06 Dec 2010
University of Illinois at Urbana-Champaign, University of Illinois at Urbana-Champaign, University of Kentucky, Purdue University - Krannert School of Management and University of Illinois at Urbana-Champaign
Downloads 308 (103,396)
Citation 4

Abstract:

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expected stock returns, optimal capital structure