1 code implementation • 7 Feb 2024 • Daniel Celeny, Loïc Maréchal, Evgueni Rousselot, Alain Mermoud, Mathias Humbert
We find that the magnitude of abnormal returns around cyber incidents is on par with previous studies using newswire or alternative data to identify cyber incidents.
no code implementations • 7 Feb 2024 • Daniel Celeny, Loïc Maréchal
We extract firms' cyber risk with a machine learning algorithm measuring the proximity between their disclosures and a dedicated cyber corpus.
