In this article, the authors examine the cross-sectional relationships between 325 IPOs' first-day
returns and their corresponding tweet sentiment, as defined by iSENTIUM LLC's …

In this article, the authors apply cutting-edge machine learning algorithms to one of the oldest
challenges in finance: predicting returns. For the sake of simplicity, they focus on predicting …

We discuss the pros of adopting government-issued digital currencies as well as a supranational
digital iCurrency. One such pro is to get rid of paper money (and coinage), a ubiquitous …

… such cryptocurrencies do not meet the four criteria we set forth in [Kakushadze and Liew, …
We should have published [Kakushadze and Liew, 2015b] back then. But hindsight is always 20…

In this work we assume the institutional investor role and analyze a possible investment in
bitcoin (BTC). We document several salient features of BTC employing monthly returns over …

… In this paper, we extend the work by Liew and Budavari (2016). They find significant evidence
that tweet sentiments are contemporaneously related to security returns. They argue that …

… Prior work has shown that these tweet sentiments can predict the cross section of initial
public offerings (Liew and Wang [2016]). Motivated by Liew and Zhang [2015], we extend their …

Russian President Vladimir Putin dramatically but correctly stated that whichever nation wins
the AI race will rule the world. The stakes have never been higher. Imagine a world where …

… matrix C i j by Γ i j is that the off-diagonal elements of C i j typically are not expected to be
too stable out-of-sample. A constructed factor model covariance matrix Γ i j is expected to be …

The Journal of Investing (JOI) is a scholarly journal for the financial services industry, appealing
to both the academic and practitioner audiences. The JOI offers practical analysis and …