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Machine Learning in U.S. Bank Merger Prediction : A Text-Based Approach

Katsafados, Apostolos G.; Leledakis, George N.; … - 2021

This paper investigates the role of textual information in a U.S. bank merger prediction task. Our intuition behind this approach is that text could reduce bank opacity and allow us to understand better the strategic options of banking firms. We retrieve textual information from bank annual...

Persistent link: https://www.econbiz.de/10013223199

Are climate change risks priced in the U.S. Stock market?

Faccini, Renato; Matin, Rastin; Skiadopoulos, George - 2021

We construct novel proxies of physical and transition climate risks by conducting textual analysis of climate-change news over the period 2000-2018. This analysis uncovers four textual variables related to the topics of U.S. climate policy, international summits, natural disasters, and global...

Persistent link: https://www.econbiz.de/10012432328

Measuring peer effects on youth smoking behavior

Nakajima, Ryo - 2004

This paper examines the role of peer effects in smoking behavior using data of middle and high school students in the United States. I present a random utility model that explicitly incorporates complementarity between individual and peer smokings. A Markov process model of smoking interactions...

Persistent link: https://www.econbiz.de/10010332516

Measuring peer effects on youth smoking behavior

Nakajima, Ryo (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001990751

Leveraging the benefits of integrating and interacting electric vehicles and distributed energy resources

Paschmann, Martin - 2017

In this paper, benefits resulting from the interaction of electric vehicles and photovoltaic generation units are analyzed. In doing so, a bottom-up approach is developed to simulate the driving and charging behavior of electric vehicles. An economic analysis is then performed to determine key...

Persistent link: https://www.econbiz.de/10011750404

On the bottom-up foundations of the banking-macro nexus

Wäckerle, Manuel - 2013

The complexity of credit-money is conceived as the central issue in the banking-macro nexus, which the authors consider as a structural as well as process component of the evolving economy. This nexus is significant for the stability as well as the fragility of the economic system, because it...

Persistent link: https://www.econbiz.de/10010199689

A Non-Gaussian Panel Time Series Model for Estimating and Decomposing Default Risk

Koopman, Siem Jan; Lucas, André; Daniels, Robert - 2005

We model 1981–2002 annual US default frequencies for a panel of firms in different rating and age classes. The data is decomposed into a systematic and firm-specific risk component, where the systematic component reflects the general economic conditions and default climate. We have to cope...

Persistent link: https://www.econbiz.de/10010325605

Insider Abuse and Fraud Prediction for U.S. Banks : A Comparison of Machine Learning Approaches

Kusaya, Charles; O'Keefe, John - 2021

We develop empirical models for the detection of insider abuse and fraud occurring at U.S. commercial banks with the goals of identifying leading indicators of fraud and fraud prediction. We use information from enforcement actions taken by bank supervisors to remove offending bank employees and...

Persistent link: https://www.econbiz.de/10013235377

Greed or Good Deeds : An Examination of the Relation between Corporate Social Responsibility and the Financial Performance of U.S. Commercial Banks around the Financial Crisis

Cornett, Marcia Millon - 2016

We examine the relation between banks' corporate social responsibility (CSR) and financial performance in a context of the recent financial crisis. We find that banks, in general, appear to be rewarded for being socially responsible as financial performance is positively and significantly...

Persistent link: https://www.econbiz.de/10013007138

Climate Risk, ESG Performance, and ESG Sentiment for U.S. Commercial Banks

Erhemjamts, Otgontsetseg; Huang, Kershen; Tehranian, Hassan - 2022

positively associated with the environmental, social, and governance (ESG) performance of banks and negatively associated with … the stakeholder ESG sentiment towards them. Negative sentiment due to such exposure is associated with worse financial … performance and lower stock returns, but stronger ESG performance mitigates these adverse effects. Further, bank ESG performance …

Persistent link: https://www.econbiz.de/10014236058

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