Federico Siano

University of Texas at Dallas - Naveen Jindal School of Management

P.O. Box 830688

Richardson, TX 75083-0688

United States

  • University of Texas at Dallas - Naveen Jindal School of Management

SCHOLARLY PAPERS

7

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TOTAL CITATIONS
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Top 39,483

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25

Scholarly Papers (7)

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1.

Transfer Learning and Textual Analysis of Accounting Disclosures: Applying Big Data Methods to Small(er) Data Sets

Accounting Horizons
Number of pages: 49 Posted: 20 Apr 2020 Last Revised: 09 Apr 2023
Federico Siano and Peter D. Wysocki
University of Texas at Dallas - Naveen Jindal School of Management and Boston University Questrom School of Business
Downloads 1,353 (31,767)
Citation 1

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Disclosure, Earnings Announcement, Machine Learning, Natural Language Processing, Neural Network, Textual Analysis, Transfer Learning

2.

The Primacy of Numbers in Financial and Accounting Disclosures: Implications for Textual Analysis Research

Number of pages: 34 Posted: 01 Aug 2018
Federico Siano and Peter D. Wysocki
University of Texas at Dallas - Naveen Jindal School of Management and Boston University Questrom School of Business
Downloads 1,321 (32,892)
Citation 12

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Analyst Following, Disclosure, Quantitative Information, Readability, Textual Analysis

3.

Changes in Risk Factor Disclosures and the Variance Risk Premium

The Accounting Review, Forthcoming
Number of pages: 54 Posted: 29 Apr 2022 Last Revised: 10 Apr 2023
Matthew R. Lyle, Eddie Riedl and Federico Siano
Goizueta Business School, Boston University - Questrom School of Business and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 556 (106,953)
Citation 10

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risk factors, disclosure, textual analysis, variance risk premium

4.

Finding the Narrative in the Numbers: Long-Term Investors’ Demand for Accounting Information

Number of pages: 50 Posted: 24 Oct 2020
Federico Siano
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 514 (117,396)
Citation 2

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Disclosure, Long-Term Investors, Quantitative Information, Textual Analysis

5.

The News in Earnings Announcement Disclosures: Capturing Word Context Using LLM Methods

Management Science, Forthcoming
https://doi.org/10.1287/mnsc.2024.05417
Number of pages: 48 Posted: 03 Apr 2025
Federico Siano
University of Texas at Dallas - Naveen Jindal School of Management
Downloads 408 (161,485)

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Disclosure, Earnings Announcements, Textual Analysis, Large Language Models (LLMs), Machine Learning

6.

Re-Adjusted Financial Statement Data: Challenges in Replicating Research

Number of pages: 51 Posted: 24 Jan 2025
Matthew R. Lyle, Federico Siano and Teri Lombardi Yohn
Goizueta Business School, University of Texas at Dallas - Naveen Jindal School of Management and Emory University Goizueta Business School
Downloads 332 (194,443)

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Financial Statement Data, Compustat, Adjustment, Standardization, Replicability, Look-ahead Bias

7.

When Micro Firms Speak Macro: Evidence on Firms' Macroeconomic Disclosures

Number of pages: 62 Posted: 03 Dec 2024
Cameron Holstead, Alon Kalay, Gil Sadka and Federico Siano
RPC Consulting, Michigan State University - Eli Broad College of Business, University of Texas at Dallas and University of Texas at Dallas - Naveen Jindal School of Management
Downloads 280 (232,265)

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