Hannan Zheng

Fidelity Investments, Inc.

United States

Boston University - Department of Finance & Economics

595 Commonwealth Avenue

Boston, MA 02215

United States

  • Fidelity Investments, Inc.

  • Boston University - Department of Finance & Economics

SCHOLARLY PAPERS

4

DOWNLOADS

1,890

TOTAL CITATIONS
Rank 31,480

SSRN RANKINGS

Top 31,480

in Total Papers Citations

5

Scholarly Papers (4)

Actions:
Email selected abstracts
1.

The Network of Firms Implied by the News

Downloads 1,001 (49,236)
Citation 4

The Network of Firms Implied by the News

Boston University Questrom School of Business Research Paper No. 3320859
Number of pages: 45 Posted: 07 Jun 2020 Last Revised: 17 Oct 2024
Gustavo Schwenkler, Hannan Zheng and Hannan Zheng
Santa Clara University - Department of Finance and Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 804 (65,491)
Citation 4

Abstract:

Loading...

Networks, contagion, predictability, risk measurement, machine learning, natural language processing. JEL codes: E32

The Network of Firms Implied by the News

ESRB Working Paper Series No. 2020/108
Number of pages: 61 Posted: 31 Jul 2020
Gustavo Schwenkler, Hannan Zheng and Hannan Zheng
Santa Clara University - Department of Finance and Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 101 (572,594)

Abstract:

Loading...

contagion, machine learning, natural language processing, networks, predictability, risk measurement

The Network of Firms Implied by the News

ESRB: Working Paper Series No. 2020/108
Number of pages: 61 Posted: 05 Nov 2020
Gustavo Schwenkler, Hannan Zheng and Hannan Zheng
Santa Clara University - Department of Finance and Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 96 (592,856)

Abstract:

Loading...

contagion, machine learning, natural language processing, networks, predictability, risk measurement

2.

News-Driven Peer Co-Movement in Crypto Markets

Number of pages: 61 Posted: 06 May 2020 Last Revised: 01 Mar 2025
Gustavo Schwenkler, Hannan Zheng and Hannan Zheng
Santa Clara University - Department of Finance and Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 443 (140,956)
Citation 1

Abstract:

Loading...

Cryptocurrencies, peers, co-movement, financial news, natural language processing.

3.

Why does news coverage predict returns? Evidence from the underlying editor preferences for risky stocks

Number of pages: 51 Posted: 07 Dec 2021 Last Revised: 01 Mar 2024
Gustavo Schwenkler, Hannan Zheng and Hannan Zheng
Santa Clara University - Department of Finance and Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 231 (282,818)

Abstract:

Loading...

News coverage, editorial selection, risk characteristics, predictability, natural language processing.

4.

Time-varying Media Coverage and Stock Returns

Number of pages: 43 Posted: 18 Feb 2021 Last Revised: 22 Mar 2021
Hannan Zheng and Hannan Zheng
Fidelity Investments, Inc.Boston University - Department of Finance & Economics
Downloads 215 (302,919)

Abstract:

Loading...

asset pricing, media coverage, risk factor