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 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 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

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 Research

May 17, 2021

Measuring Stock Inflation Sensitivity

By MKT MediaStats Research Team This note introduces an inflation-sensitive basket portfolio based on MKT MediaStats research. Stock...

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...

Gideon Ozik

May 6, 2019

Ridesharing is going public

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

MKT Research

Jul 1, 2017

What do measures of real-time corporate sales say about earnings surprises?

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

Research & Insights

Who Sets the Tone? A Textual Analysis Approach to Understanding Monetary Policy

The Shifting Shortages Narrative and What it Means for Inflation

Omicron Enters the Fray

Competition Links and Stock Returns

Central Bank Monetary Tones and Yields

Predicting Performance Using Consumer Big Data

Flattening the Illiquidity Curve: Retail Trading During the COVID-19 Lockdown

Measuring Stock Inflation Sensitivity

US Elections: Investing Amid Political Risk

The Market Price of Trade War

Pricing Media-Derived Carbon Emission Betas

Media Perspective on UK General Elections

Media Coverage of Aramco IPO

5th Democratic Debate - Preview

4th Democratic Debate Preview: Moment of Truth

Ridesharing is going public

What do measures of real-time corporate sales say about earnings surprises?

Get in touch.

Email

Twitter

LinkedIn

MKT MediaStats, LLC