Papers & Opinions

Geopolitical Risk and Stock Returns
This paper systematically examines the relationship between geopolitical risk and stock market returns by constructing a comprehensive Geopolitical Risk Index (GRI) using textual analysis of...

Partisan Return Gap
We document sharp differences in stock price responses to COVID-19-related news between public firms headquartered in blue counties (dominated by Democratic voters) and those in...
Papers & Opinions

Geopolitical Risk and Stock Returns
This paper systematically examines the relationship between geopolitical risk and stock market returns by constructing a comprehensive Geopolitical Risk Index (GRI) using textual analysis of...

Partisan Return Gap
We document sharp differences in stock price responses to COVID-19-related news between public firms headquartered in blue counties (dominated by Democratic voters) and those in...
Papers & Opinions

Geopolitical Risk and Stock Returns
This paper systematically examines the relationship between geopolitical risk and stock market returns by constructing a comprehensive Geopolitical Risk Index (GRI) using textual analysis of...

Partisan Return Gap
We document sharp differences in stock price responses to COVID-19-related news between public firms headquartered in blue counties (dominated by Democratic voters) and those in...