ControversyBERT: Detecting Social Controversies and Their Impact on Stock Returns

H Lohre, L Ranganathan, C Rother… - Journal of Impact and …, 2023 - papers.ssrn.com
Companies linked to social controversies experience an average drop in returns of more
than 200 basis points in the days surrounding the outbreak of controversial news. To identify …

[BOOK][B] Life without advance refunding

A Kalotay - 2019 - brookings.edu
The elimination of advance refunding following the passage of the new tax law will have
staggering effects on the municipal market. In recent years most municipal bonds aimed at …

Systematic Pricing and Trading of Municipal Bonds

PN Kolm, S Purushothaman - The Journal of Financial Data …, 2021 - pm-research.com
In this article, the authors propose a systematic approach for pricing and trading municipal
bonds, leveraging the feature-rich information available at the individual bond level. Based …

Option-Enhanced Tax-Smart Portfolio Value.

A Kalotay - Journal of Portfolio Management, 2022 - search.ebscohost.com
Tax-loss harvesting is an investor-specific option. The tax-smart value of an asset, which is
defined as the greater of its after-tax liquidation value and hold value, reveals the intrinsic …

Tax-Loss Harvesting Municipal Bonds: A Primer

A Kalotay - The Journal of Wealth Management, 2023 - pm-research.com
The goal of tax-loss harvesting is to recognize for tax purposes the losses on investments
whose value declined. Currently short-term losses can be written off at 40%, long-term …

The Influence of the Role of Levers of Control on Various Company Jenisa in the Era of the Industrial Revolution 4.0

L Nurlela - International Journal Management Science and … - ejournal.upi.edu
Apart from providing many benefits, the Industrial Revolution 4.0 has also provided its own
challenges for various types of corporate industries. One of the challenges faced by industry …

Method and apparatus for providing after tax valuation of tax-exempt bonds

AJ Kalotay - US Patent 11,756,125, 2023 - Google Patents
Methods and systems are disclosed for determining valuation and risk analysis of municipal
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …

Method and apparatus for providing after tax valuation of tax-exempt bonds

AJ Kalotay - US Patent 11,928,735, 2024 - Google Patents
Methods and systems are disclosed for determining valuation and risk analysis of municipal
debt instruments on an after-tax basis. In one embodiment, bond terms, yield curve and …

[CITATION][C] Tax-Smart Portfolio Valuation and Performance Measurement

A Kalotay - The Journal of Portfolio Management, 2021 - Portfolio Management Research