Intra-Period Timeliness, Adjusted
Click here for code to calculate Adjusted Intra-Period Timeliness (IPT_Adj) as developed in my 2018 "Robo-Journalism" RAST paper with Ed deHaan and Christina Zhu. Intra-Period Timeliness (IPT) is a measure of the speed of price reaction to a disclosure within a given window. Our adjustment modifies the traditional IPT measure to penalize for over-reactions and reversals. See Section 4.2.2 of the paper and related Internet Appendix for further details.
Business Complexity score (based on GPT and inline XBRL)
See this GitHub site for our business complexity measure and models and this HuggingFace site.