How Do Media Narratives Influence the Financial Markets?
9/30/2022 Gideon Ozik, Research Associate at the EDHEC-Risk Institute, EDHEC PhD in Finance (2012) and managing partner of MKT...
Research & Insights
We strive to push the frontiers of financial economics and data science by harnessing the MediaStats platform to produce breakthrough research. Our research team is composed of world-renowned researchers that have published extensively in top academic and practitioner-journals.
MKT Research
- Sep 9
Dynamic Rotation Between Megatrends
By MKT MediaStats Research Team September 9, 2022 Thematic investing has gained significant attention in the asset-management industry....
MKT Strat
- Mar 11
Gauging International Conflict
Hosted on State Street's Street Speak by Tim Graf, listen to Travis Whitmore and Michael Metcalfe discussing their "Conflict and curious...
MKT Strat
- Feb 14
Tense Markets: highlighting the likelihood of Russia invading
Originally published on State Street Global Markets | Insights by Noel Dixon February 15, 2022 High Stakes: The White House rang the...
MKT MediaStats
- Dec 13, 2021
Who Sets the Tone? A Textual Analysis Approach to Understanding Monetary Policy
Originally presented at the 2021State Street Research Retreat (State Street Live) by Ronnie Sadka and Marvin Loh December 13, 2021 With...
MKT MediaStats
- Dec 7, 2021
Conversation about Macroeconomics, Sentiment, and Hidden Themes
Lunch and Learn: the founder of the MKT MediaStates platform, Gideon Ozik, as our keynote speaker with Noel Dixon, State Street Global...
MKT Strat
- Dec 2, 2021
The Shifting Shortages Narrative and What it Means for Inflation
Originally published on State Street Insights by Michael Metcalfe and Gideon Ozik December 2, 2021 The persistence of supply constraints,...
MKT MediaStats
- Nov 30, 2021
Omicron Enters the Fray
Originally published by our State Street Global Markets colleague, Marvin Loh Source: State Street Global Markets, MKT MediaStats Quick...
MKT Research
- Nov 1, 2021
Competition Links and Stock Returns
Forthcoming in the Review of Financial Studies By Assaf Eisdorfer, Ken Froot, Gideon Ozik, and Ronnie Sadka This paper demonstrates that...
MKT Research
- Aug 31, 2021
Central Bank Monetary Tones and Yields
By Musa Amadeus, Rajeev Bhargava, Tim Graf, Michael Guidi, Michael Metcalfe, Gideon Ozik, and Ronnie Sadka This paper examines the...
MKT Research
- Aug 18, 2021
Predicting Performance Using Consumer Big Data
Forthcoming in the Journal of Portfolio Management By Ken Froot, Namho Kang, Gideon Ozik, and Ronnie Sadka To predict firms’...
MKT Research
- Aug 1, 2021
Measuring Stock Inflation Sensitivity
By MKT MediaStats Research Team This note introduces a new stock inflation score, obtained while fusing variation in macroeconomic...
MKT Research
- Jul 5, 2021
Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown
Forthcoming in the Journal of Finance and Quantitative Analysis By Gideon Ozik, Ronnie Sadka, and Siyi Shen 7/5/2021 This article studies...
MKT MediaStats
- Sep 1, 2020
US Elections: Investing Amid Political Risk
A research collaboration between State Street Global Advisors (SSgA), State Street Global Markets (SSGM), and MKT MediaStats. By Daniel...
MKT MediaStats
- Mar 18, 2020
The Market Price of Trade War
Trade War factor portfolio that mimics the Trade War narrative, formed as a long-short Trade War beta return spread among S&P500...
MKT Research
- Jan 23, 2020
Pricing Media-Derived Carbon Emission Betas
By Gideon Ozik, and Ronnie Sadka 1/23/2020 Photo by NASA on Unsplash ESG investing has gained significant importance in the investment...
Gideon Ozik
- Dec 9, 2019
Media Perspective on UK General Elections
MKT maintains multiple information reservoirs including bellwether reservoir (which contains all articles from the top media outlets ...
Gideon Ozik
- Nov 27, 2019
Media Coverage of Aramco IPO
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...
Gideon Ozik
- Nov 20, 2019
5th Democratic Debate - Preview
Democratic debate preview: New and familiar faces Buttigieg pulls ahead in Iowa but not so much nationally With Beto O’rourke dropping...
Gideon Ozik
- Oct 15, 2019
4th Democratic Debate Preview: Moment of Truth
Trump's approval rating is equal to Obama's this stage in in the Presidential cycle. Believe it or not President Trumps approval rating...