Post by Denis Nekrashevich

I'm happy to share that a research paper I co-authored has just been published in the Lomonosov Economics Journal (Vestnik Moskovskogo Universiteta, Series 6: Economics). The paper, "The Impact of News Background on the Valuation of Unicorn Companies in IPOs: An Empirical Analysis of the U.S. Market," grew out of research I started during my undergraduate thesis in Economics at HSE University. It examines how news sentiment around unicorn companies affects their valuation at the moment of IPO, using empirical data from the U.S. market. A few things I enjoyed most about this project: •Combining financial/econometric modeling with sentiment analysis of news data •Applying NLP models (ChatGPT, FinBERT, XLNet) to classify the tone of pre-IPO news coverage •Working with real IPO valuation data end-to-end, from data collection to empirical testing Huge thanks to my co-authors for the collaboration on getting this across the finish line. Full article: https://lnkd.in/dTYPrrbh DOI: 10.55959/MSU0130-0105-6-61-2-10 #Economics #IPO #FinancialResearch #DataAnalysis #Econometrics #NLP #Publication