Information transfers and flows in Markov chains as dynamical causal effects.
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DOI: 10.1063/5.0189544
Abstract: A logical sequence of information-theoretic quantifiers of directional (causal) couplings in Markov chains is generated within the framework of dynamical causal effects (DCEs), starting from the simplest DCEs (in terms of localization of their functional… read more here.
Keywords: information; dynamical causal; markov chains; causal effects ... See more keywords
Earnings Attribution and Information Transfers
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DOI: 10.1111/1911-3846.12308
Abstract: Management frequently attributes earnings news to various economic events. Using textual analysis, we identify the economic factors underlying earnings news from press releases. We document a wide range of industry-wide shocks and firm-specific actions to… read more here.
Keywords: news; information transfers; industry; earnings attribution ... See more keywords