Research & Insights

By MKT MediaStats Research Team August 22, 2025 Recent research in financial economics suggests that attention to economic narratives, as...

9/30/2022 Gideon Ozik, Research Associate at the EDHEC-Risk Institute, EDHEC PhD in Finance (2012) and managing partner of MKT...

By MKT MediaStats Research Team August 1, 2024 Thematic investing has gained significant attention in the asset-management industry....

Hosted on State Street's Street Speak by Tim Graf, listen to Travis Whitmore and Michael Metcalfe discussing their "Conflict and curious...

Originally published on State Street Global Markets | Insights by Noel Dixon February 15, 2022 High Stakes: The White House rang the...

Originally presented at the 2021State Street Research Retreat (State Street Live) by Ronnie Sadka and Marvin Loh December 13, 2021 With...

Lunch and Learn: the founder of the MKT MediaStates platform, Gideon Ozik, as our keynote speaker with Noel Dixon, State Street Global...

Originally published on State Street Insights by Michael Metcalfe and Gideon Ozik December 2, 2021 The persistence of supply constraints,...

Originally published by our State Street Global Markets colleague, Marvin Loh Source: State Street Global Markets, MKT MediaStats Quick...

Forthcoming in the Review of Financial Studies By Assaf Eisdorfer, Ken Froot, Gideon Ozik, and Ronnie Sadka This paper demonstrates that...

By Musa Amadeus, Rajeev Bhargava, Tim Graf, Michael Guidi, Michael Metcalfe, Gideon Ozik, and Ronnie Sadka This paper examines the ramifications of central bank monetary tones on future changes in yields. We observe that monetary tones in media coverage of central bank policies contain predictive information pertaining to future weekly fluctuations in yields. We find that bottom-to-top decile fluctuations in Federal Reserve monetary tones precipitate a roughly 5.58 basis poi

Forthcoming in the Journal of Portfolio Management By Ken Froot, Namho Kang, Gideon Ozik, and Ronnie Sadka To predict firms’ fundamentals, the authors construct three proxies for real-time corporate sales from fully distinct information sources: In-store foot traffic (IN-STORE), web traffic to companies’ websites (WEB), and consumers’ interest level in corporate brands and products (BRAND). The authors demonstrate that trading using these proxies, estimated for a sample of 33

By MKT MediaStats Research Team This note introduces a new stock inflation score, obtained while fusing variation in macroeconomic...

Forthcoming in the Journal of Finance and Quantitative Analysis By Gideon Ozik, Ronnie Sadka, and Siyi Shen 7/5/2021 This article studies...

A research collaboration between State Street Global Advisors (SSgA), State Street Global Markets (SSGM), and MKT MediaStats. By Daniel...

Trade War factor portfolio that mimics the Trade War narrative, formed as a long-short Trade War beta return spread among S&P500 stocks, has earned a significant positive return over recent years. Individual-stock daily return sensitivities to changes in Trade War discussion (Trade War betas) are computed using historical rolling windows. A Trade War factor portfolio that mimics the Trade War narrative, formed as a long-short Trade War beta return spread among S&P500 s

By Gideon Ozik, and Ronnie Sadka 1/23/2020 Photo by NASA on Unsplash ESG investing has gained significant importance in the investment community around the world. While in principle the idea of scoring firms by ESG characteristics is formidable, its implementation has proven challenging, primarily because of the difficulty in measurement. In this preliminary study we use MKT MediaStats media information reservoirs, including tens of millions of articles, to carefully measure

MKT maintains multiple information reservoirs including bellwether reservoir (which contains all articles from the top media outlets daily), foreign exchange, country equity, corporate, interest rates, and commodities. The media information spans roughly 100,000 distinct sources, amounting to about one million articles per week across the these reservoirs. For this study we utilize a bellwether reservoir subset focusing on UK-based sources. The subset includes about 1.4

The Saudi government announced plans to list Aramco on public markets in what is likely to be the largest IPO in history. We analyzed our...

Democratic debate preview: New and familiar faces Buttigieg pulls ahead in Iowa but not so much nationally With Beto O’rourke dropping out and Julian Castro missing the threshold requirement, we are now down to a lofty 10 candidates for Wednesday night’s 5th Democratic Presidential Debate. Voters who were hopeful of amore narrowed field were met with uncongenial news of Deval Patrick entering the race, and Michael Bloomberg giving it serious thought. This time around Pet

Trump's approval rating is equal to Obama's this stage in in the Presidential cycle. Believe it or not President Trumps approval rating...

Introduction After months of speculation, the highly anticipated IPO of Lyft was issued on Nasdaq on March 29. According to Reuters,...

Published in the Journal of Financial Economics By Ken Froot, Namho Kang, Gideon Ozik, and Ronnie Sadka We develop real-time proxies of...