Sound and Fury, Signifying Nothing? Impact of Data Breach Disclosure Laws

By Muhammad Zia Hydari, Yangfan Liang, Rahul Telang

Rating

1297
Battle Count: 148

Relevance

2/10
Limited direct relevance to quantitative trading, but may inform risk assessment of retail stocks following data breaches

Implementation Complexity

4/10
Relatively straightforward econometric analysis, but requires access to proprietary transaction data

Reproducibility

3/5
Data from a large US bank is used but not publicly available due to non-disclosure agreement

About this paper

Methodology: Difference-in-Difference. Problem types: Causal Inference.

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