What is my research about?
The overarching theme of my research is the empirical analysis of information flows in financial markets, especially the stock market. In the course of various research projects, I have applied textual analysis to a range of information sources such as corporate press releases, central bank statements, financial news and earnings conference calls. The objective is to develop quantitative measures of content such as tone (positive or negative) and clarity, which could then be linked to market reactions. Given the vast volume of news reaching financial markets every day, this can only be achieved through automated processing of text. Thus, I am among the early adopters of textual analysis techniques from computer linguistics in the field of finance.
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