research

published and accepted papers

  1. publication
    Beyond Words: The Challenge of Measuring Financial Text Across Borders
    Pinto, J., and F., Siano
    2025, Journal of International Business Studies, Forthcoming
  2. publication
    The News in Earnings Announcement Disclosures: Capturing Word Context Using LLM Methods
    F., Siano
    2025, Management Science, Forthcoming
  3. 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
  4. 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
    Re-Adjusted Financial Statement Data: Challenges in Replicating Research
    Lyle, M., Siano, F., and T., Yohn
  2. working paper
    From Text to Beta: Macroeconomic Disclosures and Firm-level Systematic Risk
    Holstead, C., Kalay, A., Sadka, G., and F., Siano
  3. working paper
    The Predictive Ability of ESG Risk Disclosures
    Korganbenkova, A., Riedl, E., Siano, F., and Y., Sun