Thomas Renault

Assistant Professor at the University Paris 1 Panthéon-Sorbonne. List of publications:

- Economic Uncertainty Before and During the COVID-19 Pandemic (2020), Journal of Public Economics

- Media sentiment on monetary policy: Determinants and relevance for inflation expectations (2022), Journal of International Money and Finance

- Intraday online investor sentiment and return patterns in the U.S. stock market (2017), Journal of Banking and Finance

- Words are not all created equal: a new measure of the ECB communication (2017), Journal of International Money and Finance

- Social distancing beliefs and human mobility: Evidence from Twitter (2021), Plos One

- Does investor sentiment on social media provide robust information for Bitcoin returns predictability? (2021), Finance Research Letters

- Nowcasting GDP with traditional media content (2018), Economics and Statistics,

- When machines read the web: market efficiency and costly information acquisition at the intraday level (2019), Finance

- Sentiment Analysis and Machine Learning in Finance: a Comparison of Methods and Models on One Million Messages (2019), Digital Finance

• Financial Markets
• Natural Language Processing
• Social Media
• Machine Learning
• Investor Sentiment
• Investor Attention
• Efficient Market Hypothesis
• Behavioral Finance