FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W4220935164> ?p ?o ?g. }

• W4220935164 endingPage "113770" @default.
• W4220935164 startingPage "113770" @default.
• W4220935164 abstract "Other than banks, non-financial companies also continuously monitor and analyze their credit risk exposure to avoid possible counterparty defaults. Credit default swaps are commonly used financial instruments that provide information on a counterparty's creditworthiness. Although this metric can provide crucial insights, the underlying price dynamics often remain unknown and require further explanation. Data-driven decision-making is a key concept for identifying these reasons and supporting and justifying decisions. In this paper, we provide such justifications by applying sentiment and topic analysis to company-related financial analyst reports. While the contents of financial news have been analyzed in the past, analyst reports can offer additional insights, as seasoned analysts use them to disseminate in-depth research to experienced investors. This analysis examines 3386 analyst reports covering constituents of the Dow Jones Industrial Average Index in the period from 2009 to 2020. The results suggest that even when established credit risk indicators and financial news are considered, the sentiment and a subset of topics are correlated with changes in the credit default swap spread, indicating a fundamental relationship between quantitative risk metric and analyst reports. We find that analyst reports contain information related to the change in credit default swap spreads, an insight that helps to improve our understanding of existing risk assessments. The outcome indicates that banks or corporate risk managers can benefit from complementing established financial metrics and even financial news data with new insights derived from analyst reports." @default.
• W4220935164 created "2022-04-03" @default.
• W4220935164 creator A5024370096 @default.
• W4220935164 creator A5026314251 @default.
• W4220935164 creator A5086178489 @default.
• W4220935164 date "2022-07-01" @default.
• W4220935164 modified "2023-10-02" @default.
• W4220935164 title "Data-driven decision-making in credit risk management: The information value of analyst reports" @default.
• W4220935164 cites W2001965588 @default.
• W4220935164 cites W2008301397 @default.
• W4220935164 cites W2046862913 @default.
• W4220935164 cites W2080126116 @default.
• W4220935164 cites W2104697841 @default.
• W4220935164 cites W2146016545 @default.
• W4220935164 cites W2158587943 @default.
• W4220935164 cites W2160327429 @default.
• W4220935164 cites W2174706414 @default.
• W4220935164 cites W2208635417 @default.
• W4220935164 cites W2320980368 @default.
• W4220935164 cites W2330509058 @default.
• W4220935164 cites W2369866561 @default.
• W4220935164 cites W2527267032 @default.
• W4220935164 cites W2563484815 @default.
• W4220935164 cites W2602149382 @default.
• W4220935164 cites W2625464253 @default.
• W4220935164 cites W26406251 @default.
• W4220935164 cites W2786411768 @default.
• W4220935164 cites W2804274048 @default.
• W4220935164 cites W2902840355 @default.
• W4220935164 cites W2918148355 @default.
• W4220935164 cites W3012369930 @default.
• W4220935164 cites W3121214655 @default.
• W4220935164 cites W3121459242 @default.
• W4220935164 cites W3121499479 @default.
• W4220935164 cites W3121967278 @default.
• W4220935164 cites W3122064234 @default.
• W4220935164 cites W3123180752 @default.
• W4220935164 cites W3123492911 @default.
• W4220935164 cites W3123659541 @default.
• W4220935164 cites W3123791576 @default.
• W4220935164 cites W3124766520 @default.
• W4220935164 cites W3124937548 @default.
• W4220935164 cites W3125504280 @default.
• W4220935164 cites W3125705885 @default.
• W4220935164 cites W3125952890 @default.
• W4220935164 doi "https://doi.org/10.1016/j.dss.2022.113770" @default.
• W4220935164 hasPublicationYear "2022" @default.
• W4220935164 type Work @default.
• W4220935164 citedByCount "6" @default.
• W4220935164 countsByYear W42209351642022 @default.
• W4220935164 countsByYear W42209351642023 @default.
• W4220935164 crossrefType "journal-article" @default.
• W4220935164 hasAuthorship W4220935164A5024370096 @default.
• W4220935164 hasAuthorship W4220935164A5026314251 @default.
• W4220935164 hasAuthorship W4220935164A5086178489 @default.
• W4220935164 hasConcept C10138342 @default.
• W4220935164 hasConcept C144133560 @default.
• W4220935164 hasConcept C162118730 @default.
• W4220935164 hasConcept C178350159 @default.
• W4220935164 hasConcept C24308983 @default.
• W4220935164 hasConcept C2779312582 @default.
• W4220935164 hasConcept C30589699 @default.
• W4220935164 hasConcept C69637215 @default.
• W4220935164 hasConcept C89997419 @default.
• W4220935164 hasConcept C99821215 @default.
• W4220935164 hasConceptScore W4220935164C10138342 @default.
• W4220935164 hasConceptScore W4220935164C144133560 @default.
• W4220935164 hasConceptScore W4220935164C162118730 @default.
• W4220935164 hasConceptScore W4220935164C178350159 @default.
• W4220935164 hasConceptScore W4220935164C24308983 @default.
• W4220935164 hasConceptScore W4220935164C2779312582 @default.
• W4220935164 hasConceptScore W4220935164C30589699 @default.
• W4220935164 hasConceptScore W4220935164C69637215 @default.
• W4220935164 hasConceptScore W4220935164C89997419 @default.
• W4220935164 hasConceptScore W4220935164C99821215 @default.
• W4220935164 hasLocation W42209351641 @default.
• W4220935164 hasOpenAccess W4220935164 @default.
• W4220935164 hasPrimaryLocation W42209351641 @default.
• W4220935164 hasRelatedWork W1654867630 @default.
• W4220935164 hasRelatedWork W1724072287 @default.
• W4220935164 hasRelatedWork W1992045990 @default.
• W4220935164 hasRelatedWork W2011196152 @default.
• W4220935164 hasRelatedWork W2093744893 @default.
• W4220935164 hasRelatedWork W2763580169 @default.
• W4220935164 hasRelatedWork W2900439828 @default.
• W4220935164 hasRelatedWork W3121634153 @default.
• W4220935164 hasRelatedWork W3122321985 @default.
• W4220935164 hasRelatedWork W4312430500 @default.
• W4220935164 hasVolume "158" @default.
• W4220935164 isParatext "false" @default.
• W4220935164 isRetracted "false" @default.
• W4220935164 workType "article" @default.