Papers with MDRM
What You Say and How You Say It Matters: Predicting Stock Volatility Using Verbal and Vocal Cues (P19-1)
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| Challenge: | Existing studies have shown that textual information in a firm’s financial statement can be used to predict its stock’s risk level. |
| Approach: | They propose to model CEO’s verbal (from text) and vocal (from audio) information in a conference call. |
| Outcome: | The proposed model reduces the error rate by comparing CEO’s verbal and vocal information in a conference call with other models. |