Big Data and Securities Markets

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• Sean Cao, Wei Jiang, Baozhong Yang, Alan L. Zhang
  How to Talk When a Machine is Listening: Corporate Disclosure in the Age of AI
• J. Anthony Cookson, Katie Moon, Joonki Noh
  Imprecise and Informative: Lessons from Market Reactions to Imprecise Disclosure
• AJ Yuan Chen, Gerard Hoberg, Vojislav Maksimovic
  Life Cycles of Firm Disclosures
• Dermot Murphy, Edwin Hu
  Vestigial Tails? Floor Brokers at the Close in Modern Electronic Markets
• Terrence Hendershott, Dan Li, Dmitry Livdan, Norman Schurhoff
  True Cost of Immediacy
• Jules H. van Binsbergen, Xiao Han, Alejandro Lopez-Lira
  Man vs. Machine Learning: The Term Structure of Earnings Expectations and Conditional Biases
• William C. Gerken, Marcus O. Painter
  The Value of Differing Points of View: Evidence from Financial Analysts' Geographic Diversity
• Thomas Ernst
  Stock-Specific Price Discovery from ETFs
• Tyler Beason, Sunil Wahal
  The Anatomy of Trading Algorithms
• Talis Putnins, Joseph Barbara
  The Good, the Bad, and the Ugly: How Algorithmic Traders Impact Institutional Trading Costs
• Laurent Fresard, Thierry Foucault, Olivier Dessaint
  Does Big Data Improve Financial Forecasting? The Horizon Effect
• Alberto G. Rossi, Stephen Utkus
  Who Benefits from Robo-advising? Evidence from Machine Learning

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