From international debt and equities to venture capital and ESG investing, these projects examine the long and short-term impacts of COVID-19 on global financial markets
Imperial author(s): Robert Kosowski
The recent literature has documented the use of Nowcasters for the purpose of asset allocation across traditional and alternative risk premia. In this paper we introduce an evolution of this framework based on what we call Newscasting, which is the use of macro news sentiment signals to augment and improve the existing dynamic systematic Nowcaster signals.
Imperial author(s): Ruoke Yang, Iva Koci
A study of stock returns associated with socially conscious investment during the pandemic and the months leading up to it.
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