Sander Sõna, Jaan Masso, Shakshi Sharma, Priit Vahter and Rajesh Sharma

Author Archive | Sander Sõna, Jaan Masso, Shakshi Sharma, Priit Vahter and Rajesh Sharma

working_paper_2022_18

Predicting company innovativeness by analysing the website data of firms: a comparison across different types of innovation

This paper investigates which of the core types of innovation can be best predicted based on the website data of firms. In particular, we focus on four distinct key standard types of innovation – product, process, organisational, and marketing innovation in firms. Web-mining of textual data on the websites of firms from Estonia combined with […]

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working_paper_2022_11

The Effects of the ECB Communications on Financial Markets before and during COVID-19 Pandemic

The paper aims to estimate the effects of the European Central Bank communications on the sectoral returns of STOXX Europe 600 from 2013 to 2021. Previous literature has investigated the effects of communications of central banks and checked their effects on macroeconomics and financial data. New opportunities offered by text mining analysis allow us to […]

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