Leland Bybee

Yale School of Management

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

SCHOLARLY PAPERS

2

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CROSSREF CITATIONS

6

Scholarly Papers (2)

1.
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Citation 11

Business News and Business Cycles

Number of pages: 65 Posted: 07 Sep 2019 Last Revised: 23 Sep 2021
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
Downloads 3,617 (4,199)
Citation 3

Abstract:

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Textual analysis, macroeconomic news, attention, Wall Street Journal, volatility, VAR, machine learning

The Structure of Economic News

NBER Working Paper No. w26648
Number of pages: 55 Posted: 22 Jan 2020 Last Revised: 18 Nov 2021
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
Downloads 22 (708,239)
Citation 5
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Business News and Business Cycles

NBER Working Paper No. w29344
Number of pages: 66 Posted: 11 Oct 2021 Last Revised: 18 Nov 2021
Yale School of Management, Yale SOM, Washington University in St. Louis - John M. Olin Business School and University of Chicago - Booth School of Business
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2.

Narrative Asset Pricing: Interpretable Systematic Risk Factors from News Text

Johns Hopkins Carey Business School Research Paper No. 21-09
Number of pages: 59 Posted: 02 Aug 2021 Last Revised: 22 Jan 2022
Leland Bybee, Bryan T. Kelly and Yinan Su
Yale School of Management, Yale SOM and Johns Hopkins University - Carey Business School
Downloads 1,199 (24,799)

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news, narratives, textual analysis, cross section of returns, ICAPM, factor model, IPCA, variable selection