Tech giants continue to dominate the innovation landscape, securing the lion's share of patents issued in 2024. We review a paper that explores the relationship between tech company patent activities and stock market performance, going beyond traditional stock forecasting. The authors model the number of applications, the diversity of patent categories and their impact on stock price dynamics and volatility.

Uncertainty regarding future trade policy is at an all-time high, with US President Donald Trump taking office this month. As a result, we examine the findings of a research paper that studies the impacts of uncertainty the previous Trump-era trade war with China in 2019 had on Chinese firm performance.

We investigate the influence of internet search volumes on stock price reactions and trading behaviour by reviewing a study on South Korea’s KOSPI and KOSDAQ markets.

Taiwan has a high density of media outlets relative to its population of 2.3m. Its public media sentiment and market uncertainties play a crucial part in shaping investors’ behaviour. This report summarises how news-driven market sentiment could impact stock excess returns in Taiwan.

We investigate the effects of advertising on voter turnout and choice by reviewing a Quarterly Journal of Economics study that uses alternative data from three US election cycles.

President-elect Trump's incoming administration may boost M&A deregulation. We review a paper on how M&A activity impacts financial performance at the industry level.

Recent inflationary pressures have resulted in a resurgence of interest in consumer spending habits. In this report, we review a study from the United States Federal Reserve on how consumer search affects price dispersion during periods of inflation.

In this review, we summarise a paper that builds a financial sentiment indicator using X (Twitter) data to forecast next-day stock market returns and monetary policy shocks. The high-frequency and real-time nature of social media data (particularly from Twitter) can be monitored in time with the changing landscape of US monetary activity.

SEC visits are associated with negative stock returns and reduced insider trading. Here, we summarise a paper that uses mobile location data to track SEC officials’ site visits, which are analysed against companies’ stock performance and insider trading activity.

In May 2024, the US securities market transitioned to a T+1 settlement cycle. In this report, we shed light on the scope of this new settlement cycle as well as the challenges presented by differing global regulatory landscapes.