Virtually all journal articles in the factor investing literature make associational claims, in
denial of the causal content of factor models. Authors do not identify the causal graph …

A rule-based framework, named SCANER (Semi-automated CAusal Network Extraction from
Raw text) is presented. SCANER converts raw text into causal networks using a set of …

Recent progress in causal inference has opened a path, however difficult, for advancing
financial economics beyond its current phenomenological stage. This article proposes a …

Virtually all journal articles in the factor investing literature make associational claims,
instead of causal claims. Authors do not identify the causal graph consistent with the …

This article aims to provide information on how networks gauge and visualize complex
interactions and relationships between assets, factors, or other economic variables. The …

Recent progress in causal inference has opened a path, however difficult, for advancing
financial economics beyond its current phenomenological stage. The goal of this article is to …

Studying the content and impact of news articles has been a recurring interest in economics,
finance, psychology, and political and media literature over the last 20 years. Most of these …