publications and working papers

published and accepted papers

  1. publication
    Changes in Risk Factor Disclosures and the Variance Risk Premium
    Lyle, M., Riedl, E., and F., Siano
    2023, The Accounting Review 98 (6): 1-26
  2. publication
    Transfer Learning and Textual Analysis of Accounting Disclosures: Applying Big Data Methods to Small(er) Datasets
    Siano, F., and P.D., Wysocki
    2021, Accounting Horizons 35 (3): 217-244

selected working papers

  1. working paper
    When Micro Firms Speak Macro: Evidence on Firms’ Macroeconomic Disclosures
    Holstead, C., Kalay, A., Sadka, G., and F., Siano
  2. working paper
    Contextualized News in Corporate Disclosures: A Neural Language Approach
    Siano, F.
  3. working paper
    The Predictive Ability of ESG Risk Disclosures
    Korganbenkova, A., Riedl, E., Siano, F., and Y., Sun
  4. working paper
    The Primacy of Numbers in Financial and Accounting Disclosures: Implications for Textual Analysis Research
    Siano, F., and P.D., Wysocki