The Transmission of Information in the Information Age
<|begin_of_text|><|start_header_id|>system<|end_header_id|> You are a research archivist expert in dataset metadata. Answer the question truthfully.  <|eot_id|><|start_header_id|>user<|end_header_id|> Here is the Description of a dataset. Description:'We use Edward Snowden’s disclosures concerning the National Security Agency’s extraction of private data from internet servers to examine the dissemination and spillover effects of new information within the technology sector. Event study methodologies that focus on varying periods throughout the affair suggest abnormal negative returns during the initial period of uncertainty and a significant recovery after criminal charges were filed against Snowden. This effect is observed for both the internet sites specifically named in the leaked government documents and internet service providers that may be associated with these companies by investors. Weexamine this spillover by employing a Dynamic Conditional Correlation (DCC) GARCH approach that allows the correlation in volatility to change over time. We find evidence of a steady rise in th' . Please return only a json list of at most 3 Keywords corresponding to the Description:.<|eot_id|><|start_header_id|>assistant<|end_header_id|> {"Answer" : ["Financial Economics","Information and Market Efficiency, Event Studies, and Insider Trading","Information Technology","Microelectronics, Computers, and Communications Equipment","Privacy Disclosure"]} <|eot_id|>
 Here is the Description of a dataset. Description:'We use Edward Snowden’s disclosures concerning the National Security Agency’s extraction of private data from internet servers to examine the dissemination and spillover effects of new information within the technology sector. Event study methodologies that focus on varying periods throughout the affair suggest abnormal negative returns during the initial period of uncertainty and a significant recovery after criminal charges were filed against Snowden. This effect is observed for both the internet sites specifically named in the leaked government documents and internet service providers that may be associated with these companies by investors. Weexamine this spillover by employing a Dynamic Conditional Correlation (DCC) GARCH approach that allows the correlation in volatility to change over time. We find evidence of a steady rise in th' . Please return only a json list of at most 3 Keywords corresponding to the Description:.
We use Edward Snowden’s disclosures concerning the National Security Agency’s extraction of private data from internet servers to examine the dissemination and spillover effects of new information within the technology sector. Event study methodologies that focus on varying periods throughout the affair suggest abnormal negative returns during the initial period of uncertainty and a significant recovery after criminal charges were filed against Snowden. This effect is observed for both the internet sites specifically named in the leaked government documents and internet service providers that may be associated with these companies by investors. Weexamine this spillover by employing a Dynamic Conditional Correlation (DCC) GARCH approach that allows the correlation in volatility to change over time. We find evidence of a steady rise in th
Financial Economics; Information and Market Efficiency, Event Studies, and Insider Trading; Information Technology; Microelectronics, Computers, and Communications Equipment; Privacy Disclosure