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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Top 27,714

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27

CROSSREF CITATIONS

6

Scholarly Papers (2)

1.
Downloads 2,890 ( 5,536)
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 2,865 (5,501)
Citation 3

Abstract:

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

The Structure of Economic News

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 18 (688,206)
Citation 5
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Business News and Business Cycles

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
Downloads 7 (781,137)
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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: 58 Posted: 02 Aug 2021 Last Revised: 14 Sep 2021
Leland Bybee, Bryan T. Kelly and Yinan Su
Yale School of Management, Yale SOM and Johns Hopkins University - Carey Business School
Downloads 549 (65,063)

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