Less than 100 firms worldwide are recognised by Bloomberg to report accurate greenhouse gas emissions. Yet, tens of thousands of people are talking and tweeting about climate change every day. How can this attention be converted into accurate action? We propose that sustainable data science...

I examine potential mechanisms behind two stylized facts of initial public offerings (IPOs) returns. By analyzing investor sentiment expressed on StockTwits and Twitter, I find that emotions conveyed through these social media platforms can help explain the mispricing of IPO stocks. The...

In the standard neoclassical model consumers use all the available information and the demand for goods depends exclusively on preferences and prices whereas other spurious information do not play any role. In the market for books, we investigate if - in contrast to the standard model - the...

Armed with a decade of social media data, I explore the impact of investor emotions on earnings announcements. In particular, I test whether the emotional content of firm-specific messages posted on social media just prior to a firm's earnings announcement predicts its earnings and announcement...

In the early 2000s, the Colombian government aired messages during games of the national football team, urging FARC rebels to demobilize. We first study the strategy's effectiveness, leveraging game dates, kick-off times, and spatial-temporal variation in rain-induced signal strength in a...

Televised media interviews with public company CEOs occur nearly every trading day. During these interviews, investors observe visual cues in addition to hearing the verbal information managers disclose. Building on findings in the psychology and communications literature, we ask whether...