All Episodes
Investment Briefcase — 81 episodes
The Jump Leverage Risk Premium
Cross-Stock Momentum and Factor Momentum
Disaster Resilience and Asset Prices
Machine-Learning Mutual Fund Managers' Skills
Fire Sale Risk and Expected Stock Returns
Whales behind the Scenes of ETFs
Index Providers: Whales behind the Scenes of ETFs
Momentum Turning Points
Systematic Default and Return Predictability
Micro Uncertainty and Asset Prices
Asset Holders’ Consumption Risk
Insurance and Portfolio Decisions
Insurance and Portfolio Decisions
The Modern Mutual Fund Family
Financial Markets and Unemployment
Volatility and Informativeness
Automation and The Displacement of Labor by Capital
Institutional Investors, Heterogeneous Benchmarks
The Value Premium Decline
Overspecified Asset Pricing Models
Mutual Fund Performance at Long Horizons
Macroeconomic Perceptions, Financial Constraints, and Anomalies
Comparing Factor Models with Price-Impact Costs
Estimating Investment-Based Asset Pricing Models
Conditional Risk
Risk and Return of Equity and Credit Index Options
Risk and Return of Impact Investing Funds
From Man vs. Machine to Man + Machine
Portfolio Pumping in Mutual Fund Families
In-Sample and Out-of-Sample Sharpe Ratios
Robo Advisors and Access to Wealth Management
Missing Values Handling for ML Portfolios
Alpha or Beta of Hedge Fund Returns
Human Capital Risk and Portfolio Choices with University Admission
Charting by Machines
Fearing the Fed
Personality and Investment Decision-Making
Disagreement, Information Quality and Asset Prices
Options market information predict stock returns
When Do Short Sellers Trade?
The Volatility Puzzle of the Beta Anomaly
Machine Learning from a ‘‘Universe’’ of Signals
Taking Sides on Return Predictability
Stealthy Shorts
The Return of Return Dominance
Optimal Policy for Behavioral Financial Crises
Main Street’s Pain, Wall Street’s Gain
Inflation and Trading
Expected Idiosyncratic Volatility
Equity Duration and Predictability
Economic Links from Bonds and Cross-Stock Return Predictability
Diversification Driven Demand for Large Stock
Leverage is a Double-Edged Sword
The Disappearing Index Effect
Putting the Price in Asset Pricing
Anomaly Time
The Portfolio-Driven Disposition Effect
Dissecting the Long-Term Performance of the Chinese Stock Market
Target Date Funds and Stock Market Dynamics
Option Momentum
Retail Derivatives and Sentiment
Duration-Driven Returns
The Effect of News Positioning on Financial Markets
Volatility Expectations and Returns
Beliefs Aggregation and Return Predictability
Reexamining Luck versus Skill in Mutual Fund Returns
Debt Refinancing and Equity Returns
Factor Momentum and the Momentum Factor
Attention-Induced Trading and Returns
Informed Trading Intensity
Firm-Level Climate Change Exposure
The Virtue of Complexity in Return Prediction
Reimaging Price Trends
Anomalies and the Expected Market Return
Prospect Theory and Stock Market Anomalies
Real Anomalies
Anomalies and News
Backtesting Protocol in Era of Machine Learning
Replication Crisis in Finance
Information discreteness and the lead-lag returns puzzle
Machine Forecast Disagreement