The Jacobs Levy Center - Quant Around the World series: Professor van Binsbergen

Date and Time
Thursday, May 18, 2023
5:00pm— 6:00pm
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Lauren Hurray

(Almost) 200 Years of News-Based Economic Sentiment

The Jacobs Levy Center invites you to a special virtual edition of its Quant Around the World series, co-hosted with the Wharton Club of the United Kingdom. The featured speaker will be Jules van Binsbergen, The Nippon Life Professor in Finance.

Professor van Binsbergen will present his paper (Almost) 200 Years of News-Based Economic Sentiment, which uses the full text of 200 million pages of 13,000 U.S. local newspapers and state-of-the-art machine learning methods to construct a novel 170-year-long time series measure of economic sentiment. The paper is co-authored with Svetlana Bryzgalova, Mayukh Mukhopadhyay, and Varun Sharma, all of London Business School.

Wharton alumnus Apoorv Saxena of Silver Lake will give a discussion of the paper, to be followed by an opportunity for audience Q&A. The webinar will be hosted by Chris Geczy, Academic Director of the Jacobs Levy Center.

Registrants will receive a Zoom link before the event. Please contact us with any questions at [email protected].

We hope you’ll join us!

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