Crash narratives

WN Goetzmann, D Kim, RJ Shiller - 2022 - nber.org
The financial press is a conduit for popular narratives that reflect collective memory about
historical events. Some collective memories relate to major stock market crashes, and …

Institutional governance of innovations: Novel insights of leadership in russian public procurement

S Tsygankov, V Syropyatov, V Volchik - Economies, 2021 - mdpi.com
In the modern conditions of the post-COVID world, the transformation of the world economy
in the framework of the transition to the post-industrial paradigm, and the economy of …

Forecasting inflation using economic narratives

Y Hong, F Jiang, L Meng, B Xue - Journal of Business & Economic …, 2025 - Taylor & Francis
We use economic narratives to forecast inflation with a large news corpus and machine
learning algorithms. The economic narratives from the full text content of over 880,000 Wall …

Investors' attention and information losses under market stress

D Philippas, C Dragomirescu-Gaina, S Goutte… - Journal of Economic …, 2021 - Elsevier
The paper proposes a novel point-wise entropy approach to measure the time-varying
losses in the value of information that investors associate with market signals, financial and …

[HTML][HTML] К вопросу о теории и методологии нарративной экономики

ВВ Вольчик - Вопросы теоретической экономики, 2022 - cyberleninka.ru
В статье осуществлён анализ развития теории и методологии нового научного
направления-нарративной экономики. Продемонстрирована связь нарративной …

[HTML][HTML] Формальные институты российской инновационной системы в свете нарративной экономики

ВВ Вольчик, СС Цыганков… - Всероссийский …, 2022 - cyberleninka.ru
Формальные институты российской инновационной системы (РИС) изучаются в двух
аспектах. Во-первых, это анализ федерального законодательства в сфере инноваций …

Forecasting inflation with economic narratives and machine learning

Y Hong, F Jiang, L Meng, B Xue - Available at SSRN 4175749, 2022 - papers.ssrn.com
In this paper we apply economic narratives to inflation forecasting using a large news corpus
and machine learning algorithms. We measure economic narratives quantitatively from the …

COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic

Y Chen, D Bredin, V Potì, R Matkovskyy - Digital Finance, 2022 - Springer
In this paper, we study the role of narratives in stock markets with a particular focus on the
relationship with the ongoing COVID-19 pandemic. The pandemic represents a natural …

Stock return predictability using economic Narrative: Evidence from energy sectors

T Ma, G Li, H Zhang - Journal of Commodity Markets, 2024 - Elsevier
This paper applies the Narrative-based Energy General Index (NEG) to forecast stock
returns in the energy industry. The index is constructed using natural language processing …

[PDF][PDF] Detecting the Economic Impact of Narratives: Evidence from Religious Sermons

BD Campbell, M Sethuraman, TD Steffen - 2024 - insights.som.yale.edu
We investigate whether economic narratives in religious sermons influence regional
economic outcomes. Leveraging geographic variation in membership density of The Church …