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Chair of Entrepreneurship
Department of Business
Administration
University of Zurich
Plattenstrasse 14
8032 Zurich
Switzerland
My research focus as a PhD at UZH
I joined the Chair of Entrepreneurship as an external PhD Candidate in September 2021.
My research focuses on the development of quantitative investment strategies based on natural language processing such as sentiment analytics.
Research Blog
We study the relationship between news sentiment and the cross-section of stock returns and risks by applying news sentiment scores from four different datasets (Alexandria, RavenPack, Refinitiv Market MarketPsych, and Refinitiv News Analytics). We find that the sentiment scores from the different datasets differ in terms of the value and the source, making them complementary as opposed to competing.