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Full-Text Articles in Finance and Financial Management
Mergers And Acquisitions Document Vector Space Analysis, Steven Fortney, Karl Diether
Mergers And Acquisitions Document Vector Space Analysis, Steven Fortney, Karl Diether
Journal of Undergraduate Research
This project involved looking at Mergers and Acquisitions and a textual analysis of their SEC filings. We index, clean and match documents in the SEC EDGAR database to the CRSP and Compustat databases in order to consider multiple instruments for “specificity” and uniqueness in a filing. We then scrape each document and use the data to create these instruments. One instrument for specificity we create uses parts of the Stanford Natural Language Processing library and the NLTK and GenSim libraries in python to convert each filing into a vector in a vector space. This allows us to find the cosine …