Publications

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November 2018
Case

Sportradar (A): From Data to Storytelling

By: Ramon Casadesus-Masanell, Karen Elterman and Oliver Gassmann

In 2013, the Swiss sports data company Sportradar debated whether to expand from its core business of data provision to bookmakers into sports media products. Sports data was becoming a commodity, and in the future, sports leagues might reduce their dependence on... View Details

November 1994 (Revised January 1995)
Background Note

A Note on Capital Cash Flow Valuation

By: Richard S. Ruback

Presents the capital cash flow method for valuing risky cash flows. In this method cash flows are calculated to include the benefits of interest tax shields. In a capital structure, with just ordinary debt and common equity, capital cash flows equal the flows available... View Details

Keywords: Capital; Cash Flow; Valuation

February 2001
Article

The Portfolio Flows of International Investors

By: K. A. Froot, P. O'Connell and M. Seasholes

Keywords: Asset Pricing; Equity Investment; Forecasting and Prediction; Behavioral Finance; Stocks; Investment Return; Market Transactions; Performance Expectations; Personal Characteristics; Financial Services Industry

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September 2004
Article

Decomposing the Persistence of International Equity Flows

By: Kenneth A. Froot and J. Tjornhom Donohue

Keywords: Asset Pricing; Equity Investment; Forecasting and Prediction; Behavioral Finance; Stocks; Investment Return; Market Transactions; Performance Expectations; Personal Characteristics; Financial Services Industry

Big data is defined and distinguished from a mere moment in the “ancient quest to measure.” Specific discontinuities in the practice of information science are identified which, the paper argues, have large consequences for the social order. The infrastructure that... View Details

Fast Answer

Cost of living data

Where can I find comparative cost of living information for the U.S. and across international cities? U.S.: There are a number of websites that allow comparing the cost View Details

December 2002
Article

The Persistence of Emerging Market Equity Flows

By: K. A. Froot and J. Donohue

Keywords: Asset Pricing; Equity Investment; Forecasting and Prediction; Behavioral Finance; Stocks; Investment Return; Market Transactions; Performance Expectations; Financial Services Industry

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2021
Working Paper

Invisible Primes: Fintech Lending with Alternative Data

By: Marco Di Maggio, Dimuthu Ratnadiwakara and Don Carmichael

We exploit anonymized administrative data provided by a major fintech platform to investigate whether using alternative data to assess borrowers’ creditworthiness results in broader credit access. Comparing actual outcomes of the fintech platform’s model to... View Details

Keywords: Fintech Lending; Alternative Data; Machine Learning; Algorithm Bias; Finance; Information Technology; Financing and Loans; Analytics and Data Science; Credit

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15 Sep 2020
Working Paper Summaries

Time and the Value of Data

Keywords: by Ehsan Valavi, Joel Hestness, Newsha Ardalani, and Marco Iansiti; Web Services

2017
Working Paper

Digital Labor Markets and Global Talent Flows

By: John Horton, William R. Kerr and Christopher Stanton

Digital labor markets are rapidly expanding and connecting companies and contractors on a global basis. We review the environment in which these markets take root, the micro- and macro-level studies of their operations, their ongoing evolution and recent trends, and... View Details

Keywords: Information Infrastructure; Job Cuts and Outsourcing; Talent and Talent Management; Labor

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May 2017 (Revised March 2018)
Case

Predicting Consumer Tastes with Big Data at Gap

By: Ayelet Israeli and Jill Avery

CEO Art Peck was eliminating his creative directors for The Gap, Old Navy, and Banana Republic brands and promoting a collective creative ecosystem fueled by the input of big data. Rather than relying on artistic vision, Peck wanted the company to use the mining of big... View Details

01 Oct 1998
News

Going Against the Flow

and those of developed countries. When capital is flowing freely throughout the world, there is tremendous growth and opportunity in emerging markets. But when the tap is turned off, you have major crashes... View Details

Keywords: Dun Gifford, Jr.

20 Sep 2011
Working Paper Summaries

Sovereigns, Upstream Capital Flows and Global Imbalances

Keywords: by Laura Alfaro, Sebnem Kalemli-Ozcan & Vadym Volosovych

2012
Book

Enterprise Analytics: Optimize Performance, Process, and Decisions Through Big Data

By: Thomas H. Davenport

This book, an edited collection of research papers from the International Institute of Analytics, addresses a wide variety of key topics in managing business analytics and big data at the enterprise level. It includes key applications of analytics, human and... View Details

Keywords: Business Analytics; Big Data; Business or Company Management; Analytics and Data Science; Management Practices and Processes; Mathematical Methods; Information Management

December 2002
Background Note

Simulation of Prices, Rates and Cash Flows (A)

Explicitly considers the most common propagation models for financial variables and explains how to determine the statistical properties of these variables and simulate their future values. Covers arithmetic Brownian motion, geometric Brownian motion, mean-reversion,... View Details

Keywords: Price; Cash Flow