Hongyu Wu

Yale School of Management

165 Whitney Ave

New Haven, CT 06511

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Credit Information in Earnings Calls

HKUST Business School Research Paper No. 2022-075
Number of pages: 61 Posted: 09 Aug 2022 Last Revised: 25 Sep 2022
Harry Mamaysky, Yiwen Shen and Hongyu Wu
Columbia University - Columbia Business School, Hong Kong University of Science & Technology (HKUST) - Department of Information Systems, Business Statistics and Operations Management and Yale School of Management
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Abstract:

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Corporate credit, credit default swaps, return forecasting, NLP