Journal Publications

ZORA Publication List

Publications

• 2025

  • Leippold, Markus; Vaghefi, Saeid Ashraf; Stammbach, Dominik; Muccione, Veruska; Bingler, Julia; Ni, Jingwei; Colesanti Senni, Chiara; Wekhof, Tobias; Schimanski, Tobias; Gostlow, Glen; Yu, Tingyu; Luterbacher, Juerg; Huggel, Christian (2025). Automated fact-checking of climate claims with large language models. npj Climate Action, 4(1):17.
  • Colesanti Senni, Chiara; Schimanski, Tobias; Bingler, Julia; Ni, Jingwei; Leippold, Markus (2025). Using AI to assess corporate climate transition disclosures. Environmental Research, 7(2):021010.

• 2024

  • Leippold, Markus; Wang, Qian; Yang, Min (2024). Technical patterns and news sentiment in stock markets. Journal of Finance and Data Science, 10:100145.
  • Muccione, Veruska; Vaghefi, Saeid Ashraf; Bingler, Julia; Allen, Simon K; Kraus, Mathias; Gostlow, Glen; Wekhof, Tobias; Colesanti-Senni, Chiara; Stammbach, Dominik; Ni, Jingwei; Schimanski, Tobias; Yu, Tingyu; Wang, Qian; Huggel, Christian; Luterbacher, Juerg; Biesbroek, Robbert; Leippold, Markus (2024). Integrating artificial intelligence with expert knowledge in global environmental assessments: opportunities, challenges and the way ahead. Regional Environmental Change, 24(3):121.
  • Bingler, Julia Anna; Kraus, Mathias; Leippold, Markus; Webersinke, Nicolas (2024). How cheap talk in climate disclosures relates to climate initiatives, corporate emissions, and reputation risk. Journal of Banking and Finance, 164:107191.
  • Dreber, Anna; Holzmeister, Felix; Huber, Jürgen; Johannesson, Magnus; Leippold, Markus; Menkveld, Albert; Östberg, Per; Zeisberger, Stefan; et al (2024). Nonstandard Errors. Journal of Finance, 79(3):2339-2390.
  • Filippini, Massimo; Leippold, Markus; Wekhof, Tobias (2024). Sustainable finance literacy and the determinants of sustainable investing. Journal of Banking and Finance, 163:107167.
  • Schimanski, Tobias; Reding, Andrin; Reding, Nico; Bingler, Julia; Kraus, Mathias; Leippold, Markus (2024). Bridging the gap in ESG measurement: Using NLP to quantify environmental, social, and governance communication. Finance Research Letters, 61:104979.
  • Kölbel, Julian; Leippold, Markus; Rillaerts, Jordy; Wang, Qian (2024). Ask BERT: How Regulatory Disclosure of Transition and Physical Climate Risks affects the CDS Term Structure. Journal of Financial Econometrics, 22(1):30-69.

• 2023

  • Vaghefi, Saeid Ashraf; Stammbach, Dominik; Muccione, Veruska; Bingler, Julia; Ni, Jingwei; Kraus, Mathias; Allen, Simon; Colesanti-Senni, Chiara; Wekhof, Tobias; Schimanski, Tobias; Gostlow, Glen; Yu, Tingyu; Wang, Qian; Webersinke, Nicolas; Huggel, Christian; Leippold, Markus (2023). ChatClimate: Grounding conversational AI in climate science. Communications Earth & Environment, 4:480.
  • Leippold, Markus; Yang, Hanlin (2023). Mixed-Frequency Predictive Regressions. Journal of Forecasting, 42(8):1955-1972.
  • Leippold, Markus (2023). Sentiment spin: Attacking financial sentiment with GPT-3. Finance Research Letters, 55(B):103957.
  • Leippold, Markus (2023). Thus spoke GPT-3: Interviewing a large-language model on climate finance. Finance Research Letters, 53:103617.
  • Leippold, Markus; Svatoň, Michal (2023). Trend and Reversal of Idiosyncratic Volatility Revisited. Critical Finance Review, 12(1-4):171-202.

• 2022

  • De Nard, Gianluca; Hediger, Simon; Leippold, Markus (2022). Subsampled Factor Models for Asset Pricing: The Rise of Vasa. Journal of Forecasting, 41(6):1217-1247.
  • Leippold, Markus; Wang, Qian; Zhou, Wenyu (2022). Machine-Learning in the Chinese Factor Zoo. Journal of Financial Economics, 145(2):64-82.
  • Leippold, Markus; Matthys, Felix (2022). Economic Policy Uncertainty and the Yield Curve. Review of Finance, 26(4):751-797.
  • Bingler, Julia Anna; Kraus, Mathias; Leippold, Markus; Webersinke, Nicolas (2022). Cheap talk and cherry-picking: What climatebert has to say on corporate climate risk disclosures. Finance Research Letters, 47:102776.
  • Hain, Linda Isabella; Kölbel, Julian; Leippold, Markus (2022). Let’s Get Physical: Comparing Metrics of Physical Climate Risk. Finance Research Letters, 46:102406.

• 2021

  • Leippold, Markus; Rüegg, Roger (2021). Fama–French Factor Timing: The Long-Only Integrated Approach. European financial management, 27(4):666-700.

Pagination