This thesis has three essays that study the intersections of macroeconomics, finance, and text analysis. The topics include executives' attention and financial

This paper studies how the Baker, Bloom and Davis (2013) new measure capturing economic policy uncertainty (EPU) is related to stock market performance in the U

We investigate how corporate stock returns respond to geopolitical risk in the case of South Korea, which has experienced large and unpredictable geopolitical s

We develop new economic policy uncertainty (EPU) indices for Japan from January 1987 onwards building on the approach of Baker, Bloom and Davis (2016). Each ind

How should firms decide whether and when to invest in new capital equipment, additions to their workforce, or the development of new products? Why have traditio