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 …

We discuss Russia's underlying motives for issuing its government-backed cryptocurrency,
CryptoRuble, and the implications thereof and of other likely-soon-forthcoming government-…

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 document a strong predictive relationship between US equity markets as
proxied by the capitalization weighted index excess returns and it’s corresponding tweet …

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 …

In this article, the authors examine the confluence of two important financial social media
databases--Estimize and iSentium. Both databases capture crowdsourced information that …

We discuss when and why custom multi-factor risk models are warranted and give source
code for computing some risk factors. Pension/mutual funds do not require customization but …

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 …