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University of Tartu - Faculty of Economics and Business Administration Working Paper Series

From Faculty of Economics and Business Administration, University of Tartu (Estonia)
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143: PREDICTING COMPANY INNOVATIVENESS BY ANALYSING THE WEBSITE DATA OF FIRMS: A COMPARISON ACROSS DIFFERENT TYPES OF INNOVATION Downloads
Sander Sõna, Jaan Masso, Shakshi Sharma, Priit Vahter and Rajesh Sharma
142: INFLATION EXPECTATIONS AND CONSUMPTION WITH MACHINE LEARNING Downloads
Diana Gabrielyan and Lenno Uusküla
141: PRODUCTIVITY AND FIRM DYNAMICS OVER THE BUSINESS CYCLE PANDEMIC Downloads
Abraham Assefa, Darya Lapitskaya and Lenno Uusküla
140: THE EFFECTS OF THE ECB COMMUNICATIONS ON FINANCIAL MARKETS BEFORE AND DURING COVID-19 PANDEMICAbstract:The paper aims to estimate the effects of the European Central Bank communications on the sectoral returns of STOXX Europe 600 from 2013 to 2021. Previous literature has investigated the effects of communications of central banks and checked their effects on macroeconomics and financial data. New opportunities offered by text mining analysis allow us to find new insights into these aspects. However, studies focusing on how text mining indices derived from central banks’ communications can affect different financial sectors are more limited. In this paper, we use different sentiment and topic indices derived from the European Central Bank’s speeches. The paper shows how these different topics and sentiment indices affect the returns on different financial sectors. Our results indicate that the topic of communications is more influential on returns of sectoral indices than the type of communications. Moreover, we find that monetary policy and financial stability topics are the most relevant. We also find that during the COVID-19 time, the number of negative speeches is relevant for almost all the sectoral index returns Downloads
Luca Alfieri, Mustafa Hakan Eratalay, Darya Lapitskaya and Rajesh Sharma
139: THE IMPACT OF ESG RATINGS ON THE SYSTEMIC RISK OF EUROPEAN BLUE-CHIP FIRMS Downloads
Mustafa Eratalay and Ariana Paola Cortés à Ngel
138: THE RELATIONSHIP OF TECHNOLOGICAL AND ORGANIZATIONAL INNOVATION WITH FIRM PERFORMANCE: OPENING THE BLACK BOX OF DYNAMIC COMPLEMENTARITIES Downloads
Priit Vahter and Maaja Vadi
137: DOES CORRUPTION HINDER FIRM ENERGY EFFICIENCY? EVIDENCE FROM VIETNAM Downloads
Gaygysyz Ashyrov and Helen Poltimäe
136: JOINING AND EXITING THE VALUE CHAIN OF MULTINATIONALS AND THE PERFORMANCE OF SUPPLIERS: EVIDENCE FROM INTER-FIRM TRANSACTION DATA Downloads
Jaan Masso and Priit Vahter
135: PREDICTING STOCK RETURN AND VOLATILITY WITH MACHINE LEARNING AND ECONOMETRIC MODELS: A COMPARATIVE CASE STUDY OF THE BALTIC STOCK MARKET Downloads
Anders Nõu, Darya Lapitskaya, Mustafa Eratalay and Rajesh Sharma
134: DEEDP DIVING INTO THE S&P 350 EUROPE INDEX NETWORK ANS ITS REACTION TO COVID-19 Downloads
Ariana Paola Cortés à Ngel and Mustafa Eratalay
133: TRADE EFFECTS OF A NEGATIVE EXPORT SHOCK ON DIRECT EXPORTERS AND WHOLESALERS Downloads
Mathias Juust
132: PERSONALIZED TOTAL COST OF OWNERSHIP AND RATIONAL CAR CHOICE: EVIDENCE FROM ONLINE FIELD EXPERIMENT Downloads
Ergo Themas and Maryna Tverdostup
131: EFFECTS OF AUTOMATION ON THE GENDER PAY GAP: THE CASE OF ESTONIA Downloads
Ilona Pavlenkova, Luca Alfieri and Jaan Masso
130: PRODUCTIVITY IMPLICATIONS OF R&D, INNOVATION AND CAPITAL ACCUMULATION FOR INCUMBENTS AND ENTRANTS: THE CASE OF ESTONIA Downloads
Jaan Masso and Amaresh K Tiwari
129: CORRUPTION AND FIRM INNOVATION: EVIDENCE FROM POST-SOVIET COUNTRIES Downloads
Elchin Aghazada and Gaygysyz Ashyrov
128: INNOVATION AS A FIRM-LEVEL FACTOR OF THE GENDER WAGE GAP Downloads
Jaan Masso and Priit Vahter
127: THE GAP THAT SURVIVED THE TRANSITION: THE GENDER WAGE GAP OVER THREE DECADES IN ESTONIA Downloads
Jaanika Meriküll and Maryna Tverdostup
126: GENDER GAP IN PENSION INCOME: CROSS-COUNTRY ANALYSIS AND ROLE OF GENDER ATTITUDES Downloads
Anna Veremchuk
125: PRODUCTIVITY GAINS FROM LABOUR CHURNING IN ECONOMIC CRISIS: DO FOREIGN FIRMS GAIN MORE? Downloads
Liis Roosaar, Urmas Varblane and Jaan Masso
124: DO FIRMS REALLY LEARN FROM FAILURE? THE DYNAMICS OF ABANDONED INNOVATION Downloads
James H. Love, Stephen Roper and Priit Vahter
123: IDENTIFICATION OF MONETARY POLICY SHOCKS FROM FOMC TRANSCRIPTS Downloads
Nataliia Ostapenko
122: EFFECT OF REAL ESTATE NEWS SENTIMENT ON THE STOCK RETURNS OF SWEDBANK AND SEB BANK Downloads
Yuliia Puzanova and Mustafa Eratalay
121: FINANCIAL SAFETY NETS IN EAST ASIA AND EUROPE: A POLITICAL ECONOMY ASSESSMENT Downloads
Luca Alfieri and Nino Kokashvili
120: THE ROLE OF FIRMS IN THE GENDER WAGE GAP Downloads
Jaan Masso, Jaanika Meriküll and Priit Vahter
119: MEASURING THE EFFECT OF THE DIGIALIZATION Downloads
Elvin Mammadli and Vsevolod Klivak
118: VALUATION OF HUMAN CAPITAL AND THE GENDER WAGE GAP IN EUROPE Downloads
Maryna Tverdostup and Tiiu Paas
117: GENDER INCOME GAP OVER LIFE-CYCLE: CROSS-COUNTRY ANALYSIS Downloads
Papuna Gogoladze
116: SPATIAL INTERACTIONS OF REGIONAL LABOUR MARKETS IN EUROPE Downloads
Laura Helena Kivi
115: ECONOMIC PERFORMANCE ANALYSIS OF SELECTED BLUE ECONOMY SECTORS IN ESTONIA AND FINLAND Downloads
Maryna Tverdostup and Tiiu Paas
114: DOES CORRUPTION AFFECT LOCAL AND FOREIGN OWNED COMPANIES DIFFERENTLY? EVIDENCE FROM THE BEEPS SURVEY Downloads
Gaygysyz Ashyrov and Jaan Masso
113: COMPLEMENTARITIES IN PERFORMANCE BETWEEN PRODUCT INNOVATION, MARKETING INNOVATION AND COOPERATION WITH CLIENTS Downloads
Tanel Rebane
112: HETEROGENEITY OF FINANCIAL INSTITUTIONS IN THE PROCESS OF ECONOMIC AND MONETARY INTEGRATION IN EAST ASIA Downloads
Luca Alfieri
111: MAPPING THE STOCKS IN MICEX: WHO IS CENTRAL TO THE MOSCOW STOCK EXCHANGE? Downloads
Mustafa Eratalay
110: PANEL DATA BINARY RESPONSE MODEL IN A TRIANGULAR SYSTEM Downloads
Amaresh K Tiwari
109: THE INPUT-OUTPUT ANALYSIS OF BLUE INDUSTRIES: COMPARATIVE STUDY OF ESTONIA AND FINLAND Downloads
Gaygysyz Ashyrov, Tiiu Paas and Maryna Tverdostup
108: INTERNATIONALISATION, INNOVATION AND PRODUCTIVITY IN SERVICES:EVIDENCE FROM GERMANY, IRELAND AND THE UNITED KINGDOM Downloads
Bettina Peters, Rebecca Riley, Iulia Siedschlag, Priit Vahter and John McQuinn
107: EXPORT AND PRODUCTIVITY IN GLOBAL VALUE CHAINS: COMPARATIVE EVIDENCE FROM LATVIA AND ESTONIA Downloads
Konstantins Benkovskis, Jaan Masso, Olegs Tkacevs, Priit Vahter and Naomitsu Yashiro
106: THE CONTRIBUTION OF MULTINATIONALS TO WAGE INEQUALITY: FOREIGN OWNERSHIP AND THE GENDER PAY GAP Downloads
Priit Vahter and Jaan Masso
105: THE TRADE EFFECTS OF THE EU-SOUTH KOREA FREE TRADE AGREEMENT IN THE AUTOMOTIVE INDUSTRY Downloads
Mathias Juust, Priit Vahter and Urmas Varblane
104: THE ROLE OF COGNITIVE SKILLS AND THEIR USE AT WORK IN EXPLAINING THE IMMIGRANT-NATIVE WAGE GAP Downloads
Maryna Tverdostup and Tiiu Paas
103: THE STRUCTURAL CHANGE AND LABOUR PRODUCTIVITY OF FIRMS: DO CHANGES IN THE AGE AND WAGE STRUCTURE OF EMPLOYEES MATTER? Downloads
Liis Roosaar, Jaan Masso and Urmas Varblane
102: THE ROLE OF CAPITAL CONTROLS IN MEDIATING GLOBAL SHOCKS Downloads
Kerli Lille
101: HOW PARTICIPATING IN THE SHADOW ECONOMY AFFECTS THE GROWTH OF LATVIAN FIRMS Downloads
Nino Kokashvili, Irakli Barbakadze and Ketevani Kapanadze
100: FORECASTING INFLATION USING THE PHILLIPS CURVE: EVIDENCE FROM SWEDISH DATA Downloads
Diana Gabrielyan
99: KNOWLEDGE TRANSFER FROM MULTINATIONALS THROUGH LABOUR MOBILITY: LEARNING FROM EXPORT EXPERIENCE Downloads
Jaan Masso and Priit Vahter
98: THE LABOUR MARKET PERFORMANCE OF YOUNG RETURN MIGRANTS AFTER THE CRISIS IN CEE COUNTRIES: THE CASE OF ESTONIA Downloads
Maryna Tverdostup and Jaan Masso
97: THE ROLE OF UNCERTAINTY FOR EXPORT SURVIVAL: EVIDENCE FROM ESTONIA Downloads
Siim Rahu
96: STRUCTURAL WEAKNESSES AS BARRIERS TO SOCIAL PROGRESS IN ESTONIA Downloads
Janno Reiljan, Claus-Friedrich Laaser and Klaus Schrader
95: FOREIGN MARKET EXPERIENCE, LEARNING BY HIRING AND FIRM EXPORT PERFORMANCE Downloads
Jaan Masso, Kärt Rõigas and Priit Vahter
94: WHAT EXPLAINS PEOPLE’S ATTITUDES TOWARDS IMMIGRANTS? A COMPARATIVE STUDY OF ESTONIA AND RUSSIA Downloads
Tiiu Paas and Olga Demidova
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