Ronen Feldman

Hebrew University of Jerusalem - Jerusalem School of Business Administration

Mount Scopus

Jerusalem, 91905

Israel

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 17,759

SSRN RANKINGS

Top 17,759

in Total Papers Downloads

2,649

CITATIONS
Rank 6,204

SSRN RANKINGS

Top 6,204

in Total Papers Citations

90

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 803 (28,713)
Citation 3

Abstract:

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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 132 (214,676)
Citation 11

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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 557 (47,070)
Citation 13

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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 737 (32,793)
Citation 72

Abstract:

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

4.

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 245 (123,130)

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5.

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 158 (184,771)
Citation 2

Abstract:

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

6.

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 (532,096)
Citation 41

Abstract:

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

7.

Analysts’ Earnings Forecast, Recommendation and Target Price Revisions

Posted: 21 May 2019
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

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