Ronen Feldman

Hebrew University of Jerusalem - Jerusalem School of Business Administration

Mount Scopus

Jerusalem, 91905

Israel

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 14,004

SSRN RANKINGS

Top 14,004

in Total Papers Downloads

3,312

CITATIONS
Rank 10,889

SSRN RANKINGS

Top 10,889

in Total Papers Citations

38

Scholarly Papers (7)

Information, Trading, and Volatility: Evidence from Firm-Specific News

Number of pages: 54 Posted: 25 Dec 2012 Last Revised: 01 Dec 2017
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University (NYU) - Department of Finance
Downloads 784 (29,186)
Citation 3

Abstract:

Loading...

text analysis, excess volatility, roll R2, information and asset prices.

Which News Moves Stock Prices? A Textual Analysis

NBER Working Paper No. w18725
Number of pages: 46 Posted: 26 Jan 2013
Interdisciplinary Center (IDC) Herzliyah, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Massachusetts Institute of Technology (MIT) - Sloan School of Management and New York University (NYU) - Department of Finance
Downloads 123 (223,381)
Citation 3

Abstract:

Loading...

The Incremental Information Content of Tone Change in Management Discussion and Analysis

Number of pages: 51 Posted: 30 Apr 2008
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Fordham University
Downloads 552 (46,793)
Citation 6

Abstract:

Loading...

Tone, SEC filings, MD&A, Earnings surprises, Accruals

3.

Management's Tone Change, Post Earnings Announcement Drift and Accruals

Number of pages: 65 Posted: 20 Oct 2008 Last Revised: 16 Jul 2009
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Fordham University
Downloads 729 (32,773)
Citation 23

Abstract:

Loading...

Textual analysis, earnings drift, accruals, earnings surprises, management tone change, MD&A

4.

Analysts’ Earnings Forecast, Recommendation and Target Price Revisions

Number of pages: 31 Posted: 12 Jul 2011
Ronen Feldman, Joshua Livnat and Yuan Zhang
Hebrew University of Jerusalem - Jerusalem School of Business Administration, New York University and University of Texas at Dallas
Downloads 728 (32,838)
Citation 1

Abstract:

Loading...

5.

Event-Based Trading: Building Superior Trading Strategies with State-of-the-Art Information Extraction Tools

Number of pages: 15 Posted: 31 Jan 2017 Last Revised: 20 Oct 2017
Zvi Ben Ami and Ronen Feldman
Hebrew University of Jerusalem - Jerusalem School of Business Administration and Hebrew University of Jerusalem - Jerusalem School of Business Administration
Downloads 223 (133,103)

Abstract:

Loading...

6.

Market Reaction to Quantitative and Qualitative Order Backlog Disclosures

Number of pages: 53 Posted: 08 Dec 2014 Last Revised: 18 Apr 2018
Hebrew University of Jerusalem - Jerusalem School of Business Administration, Rutgers University - Rutgers Business School - Newark and New Brunswick, New York University and Bucknell University Freeman College of Management
Downloads 156 (183,923)

Abstract:

Loading...

earnings surprise, future sales growth, order backlog, qualitative disclosures, stock returns

7.

Mine Your Own Business: Market-Structure Surveillance through Text Mining

Marketing Science, Vol. 31, No. 3, 2012; pp. 521-543; DOI: 10.1287/mksc.1120.0713
Number of pages: 23 Posted: 24 Oct 2012 Last Revised: 07 Nov 2016
Columbia Business School - Marketing, Hebrew University of Jerusalem - Jerusalem School of Business Administration, Hebrew University of Jerusalem - Jerusalem School of Business Administration and Independent
Downloads 17 (523,737)
Citation 5

Abstract:

Loading...

text mining, user-generated content, market structure, marketing research