Alternative Data News | Neudata

Cyber breaches along supply chains: impacts on equity returns

We summarise a study that evaluates the impact of cyber risks along the supply chain, on listed companies’ equity returns. The frequency, severity, and impact on share prices of cyber breaches are analysed. First-hand (homegrown) and third-party induced cyber breaches are both included.

Literature Review 3 Nov 2021
What have systematic investors learned from using alternative data?

We summarise a 2021 whitepaper from the systematic active equity team of a global investment manager, which discusses the lessons that their team has learned using alternative data. The paper also highlights the three “edges” they believe alternative data offers in active equity investing.

Literature Review 20 Oct 2021
Can ESG ratings consensus predict future ESG news and stock prices?

We summarise a study that analyses whether ESG ratings and non-consensus between ratings agencies can be used to predict future ESG news sentiment and the associated stock market reaction.

Literature Review 6 Oct 2021
Identifying retail investor activity using public order flow data

With the pandemic driving a surge in retail investing activity, we have seen increased demand from readers for alternative data that can be used to monitor this activity. We highlight a research paper that introduces a novel methodology for inferring retail trades based on order flow data.

Literature Review 21 Sep 2021
How do ESG considerations impact corporate bonds?

We summarize a study that investigated the impact of ESG screening on fixed income asset pricing, and also explored whether ESG data offers investors an information advantage.

Literature Review 8 Sep 2021
The workplace factors that drive attrition – lessons for investors

The rate of workforce resignations has steadily increased since the 2007/08 financial crisis. Predicting attrition has never been more critical - excessive turnover can harm business performance as it impedes productivity, increases operational costs and reduces company morale. In this report, we summarise a study that identifies the key drivers of attrition using alternative data sources.

Literature Review 25 Aug 2021
How does negative news sentiment impact bond yield spreads?

We summarise a recent academic work that investigated how emotions expressed in news can help predict changes in European bond yield spreads.

Literature Review 18 Aug 2021
The Role of Chinese Retail Investors in Information Discovery and Dissemination

Chinese retail investors are well-known for their speculative and irrational behavior, and their informational role has often been perceived as “questionable.” We highlight the findings of a research paper that examines the role of retail investors in information discovery and dissemination based on NLP-enabled text analysis.

Literature Review 28 Jul 2021
A new framework for tracking emerging technologies

The following research paper takes a three-pronged approach to tracing the emergence of new technologies within firms and industries: patent filings, earnings calls, and geolocated, role-specific hiring activity metrics.

Literature Review 14 Jul 2021
Using tonal voice data to measure distress in earnings calls

Most alternative data users will be familiar with applications of NLP-based sentiment analysis on corporate earnings call transcripts, but few are acquainted with sentiment analysis on the audio itself. Below, we review literature that showcase how audio analysis can be used to gauge distress through the tone of C-suite executives in corporate earnings calls.

Literature Review 29 Jun 2021

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