Data · dataset · 2022
Firm-Level Risk
Listed in BERD@NFDI Data Portal
Description
The Firm‑Level Risk dataset aggregates quarterly earnings conference call transcripts for more than 11,000 listed firms across 81 countries and provides machine‑generated metrics of political risk, Brexit‑related uncertainty, and epidemic‑disease exposure (COVID‑19, SARS, H1N1, Ebola, Zika, MERS) from 2002 through Q2 2021 (Brexit measures updated to Q1 2019). For each firm‑quarter the data includes sentiment scores, risk indices, and exposure variables derived from systematic textual analysis, enabling cross‑sectional and panel studies of how macro‑shocks affect corporate outcomes.
Please cite the following papers if you use the data: Hassan, T. A., Hollander, S., van Lent, L., & Tahoun, A. (2019). Firm‑Level Political Risk: Measurement and Effects . Quarterly Journal of Economics , 134(4), 2135‑2202. doi.org/10.1093/qje/qjz021 Hassan, T. A., Hollander, S., van Lent, L., & Tahoun, A. (2020).
Read the rest (2 more)
The Global Impact of Brexit Uncertainty . NBER Working Paper No. 26609. Hassan, T. A., Hollander, S., van Lent, L., Schwedeler, M., & Tahoun, A. (2022).
Firm‑Level Exposure to Epidemic Diseases: Covid‑19, SARS, and H1N1 . London Business School (mimeo). Available at SSRN: ssrn.com/abstract=3566530
Links
Where it is published
- BERD@NFDI Data Portal record berd-platform.de/records/dh80c-cp916 ↗
landing page · from berd platform de
Catalogue records · 1
- InvenioRDM API berd-platform.de/api/records/dh80c-cp916 ↗
metadata API · from berd platform de
Topics
- Stated by source
- Epidemic · Political risk · Risk · Risk measure · Sentiment Analysis
- From keywords
- Economics & Finance · Social Science
- Inferred from text
- Banking, finance and investment 71% · Disease 75%
Provenance · 1 source records, 14 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| BERD@NFDI Data Portal | dh80c-cp916 | 12 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[disease].local:disease:disease | enrichment · berd platform de | keyword-concept-rules@1.0.0 | title+description (75%) |
| concepts[field].anzsrc:group:3502 | enrichment · berd platform de | taxonomy-embedding@1.0.0 | title+keywords+description (71%) |
| concepts[field].local:field:economics-finance | mapping · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[field].local:field:social-science | mapping · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[topic].invenio_subject:berd_platform_de:epidemic | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[topic].invenio_subject:berd_platform_de:political-risk | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[topic].invenio_subject:berd_platform_de:risk | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[topic].invenio_subject:berd_platform_de:risk-measure | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| concepts[topic].invenio_subject:berd_platform_de:sentiment-analysis | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| description | source · berd platform de | connector:berd_platform_de@1.0.0 | /metadata/description |
| publication_date | source · berd platform de | connector:berd_platform_de@1.0.0 | |
| title | source · berd platform de | connector:berd_platform_de@1.0.0 | /metadata/title |
| updated_date | source · berd platform de | connector:berd_platform_de@1.0.0 |