In an increasingly virtual business environment, a physical presence can give investors an upper hand. A Chinese study attempts to show how corporate site visits by hedge funds can positively influence their returns. We summarise the analysis from this paper and the potential data sources that could help readers monitor site visits by Chinese fund managers.

We summarise the characteristics of price bubbles in China’s agricultural futures market and the impact of Chinese government policy on these bubbles.

The current economic climate has put a spotlight on central banks around the world. Monetary policy, however, is only directly observable in official meetings and statements. Aggregating central bank sentiment through the lens of news media may capture hidden information that has ramifications for financial markets. In this literature review, we summarise a study that employs textual analysis of central bank tones in the media to examine its impact on future changes in yields.

Published research suggests a strong correlation between global PE fund disclosures of ESG data and ESG performance post-investment. Net IRR is also found to be positively impacted by an advertised commitment to ESG. We summarise the findings of this research and also highlight several Neudata-listed data providers that may be applicable to understanding the ESG landscape within private equity.

2022 has been a volatile year for equity investors as a result of rising inflation and the subsequent increase in interest rates. However, despite the signs of inflation easing slightly in the US and higher interest rates forcing some economic contractions within global markets, the state of the economy remains uncertain. In this report, we review literature that discusses 10 things investors should consider to best prepare for the year ahead.

Applying NLP tools to earnings calls, company filings and financial documents is not new to the world of alternative data. Drawing specifically on earnings calls, many will also be familiar with post-earnings call announcement drift (PEAD). In this report, we review literature that discusses how PEAD can be improved using linguistic approaches such as NLP.

We summarise a 2021 study that analysed J-REIT data. The study evaluates the effects over time of three price-forming factors on the capitalisation rate of office real estate in Tokyo’s business districts.

We summarise a study examining how the sentiment of Chinese retail investors can be used to predict stock price movement. The study found alternative data from Xueqiu, a Chinese social media platform for retail investors, improved the accuracy of Chinese A-share price predictions.

We summarise key findings from a research paper that examines using sentiment analysis of news sources as a leading indicator of economic performance in Japan.

We summarise the key findings from a recent research paper that examines the dynamic relationship and volatility spillover effect between the Chinese stock market and Chinese commodity markets.