We summarise findings from a recent academic work that investigated whether ESG investing offered funds any resilience during the COVID-19 crisis.

Below we summarize key findings from a 2020 working paper, which proposes that investors do not promptly incorporate information on government contracts into stock prices.

We highlight the findings of a research paper that analyses how machine reading (i.e. computer-enabled text analysis) has affected corporate disclosure practices.

We highlight the findings of a research paper that takes a unique approach to the topic of re-identification risk and highlights the privacy risks associated with current de-identification methods.

Poor data quality can have far-reaching effects, reiterating the importance for data users – buyers and sellers alike – to closely follow a quality assurance framework. In this Literature Review, we summarise the findings of a 2019 research that surveyed and assessed 12 data quality frameworks on behalf of data users.

This review summarizes the key empirical findings from an academic work that explores how the market reacts to the stocks recommended via official WeChat accounts. We summarise the findings of this research and highlight several Neudata-listed alternative data providers applicable for such use cases.

A recent academic paper suggests that institutional investors may benefit from rethinking how they engage with alt data. We summarise the key findings from this research. We also present the authors’ framework for which to evaluate alt datasets.

Academic research suggests that official CPI figures in the post-pandemic era have not been an accurate reflection of consumer prices. We summarise key findings from a recent study and outline the alternative data sources that can help build a more accurate gauge of inflation.

Published research suggests that the textual analysis of 10K and 10Q filings can be used as the basis for profitable trading strategies. We summarise findings from a new research paper on this topic which examines the specific effect of positive language similarity on stock returns using data from a Neudata-listed provider.

Below we summarise key empirical findings from an academic work that investigates how ESG components affect stock returns of companies in the Eurostoxx 50 Index over the 2010-2018 period.