Investment Briefcase

AI-generated podcast for this research article:Tim Bollerslev and Viktor Todorov, "The jump leverage risk premium," Journal of Financial Economics, 2023, 150, 103723.

AI-generated podcast for this research article:Jingda Yan and Jialin Yu, "Cross-stock momentum and factor momentum," Journal of Financial Economics, 2023, 150, 103716.

AI-generated podcast for this research article:Marco Pagano, Christian Wagner, and Josef Zechner, "Disaster Resilience and Asset Prices," Journal of Financial Economics, 2023, 150, 103712.

AI-generated podcast for this research article:Ron Kaniel, Zihan Lin, Markus Pelger, and Stijn Van Nieuwerburgh, "Machine-learning the skill of mutual fund managers," Journal of Financial Economics, 2023, 150, 94–138.

AI-generated podcast for this research article:George O. Aragon and Min S. Kim, "Fire sale risk and expected stock returns," Journal of Financial Economics, 2023, 149, 578–609.

AI-generated podcast for this research article:Yu An, Matteo Benetton, and Yang Song, "Index providers: Whales behind the scenes of ETFs," Journal of Financial Economics, 2023, 149, 407–433.

AI-generated podcast for this research article:Yu An, Matteo Benetton, and Yang Song, "Index providers: Whales behind the scenes of ETFs," Journal of Financial Economics, 2023, 149, 407–433.

AI-generated podcast for this research article:Christian L. Goulding, Campbell R. Harvey, and Michele G. Mazzoleni, "Momentum turning points," Journal of Financial Economics, 2023, 149, 378–406.

AI-generated podcast for this research article:Jack Bao, Kewei Hou, and Shaojun Zhang, "Systematic default and return predictability in the stock and bond markets," Journal of Financial Economics, 2023, 149, 349–377.

AI-generated podcast for this research article:Bernard Herskovic, Thilo Kind, and Howard Kung, "Micro uncertainty and asset prices," Journal of Financial Economics, 2023, 149, 27–51.

AI-generated podcast for this research article:Redouane Elkamhi and Chanik Jo, "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial Economics, 2023, 148, 220–244.

AI-generated podcast for this research article:Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" Journal of Financial Economics, 2023, 148, 201–219.

AI-generated podcast for this research article:Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" Journal of Financial Economics, 2023, 148, 201–219.

AI-generated podcast for this research article:Caitlin D. Dannhauser and Harold D. Spilker III, "The Modern Mutual Fund Family," Journal of Financial Economics, 2023, 148, 1-20.

AI-generated podcast for this research article:Tommaso Monacelli, Vincenzo Quadrini, and Antonella Trigari, "Financial markets and unemployment," Journal of Financial Economics, 2023, 147, 596–626.

AI-generated podcast for this research article:Eduardo Dávila and Cecilia Parlatore, "Volatility and informativeness," Journal of Financial Economics, 2023, 147, 550–572.

AI-generated podcast for this research article:Jiří Knesl, "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal of Financial Economics, 2023, 147, 271–296.

AI-generated podcast for this research article:Andrea M. Buffa and Idan Hodor, "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," Journal of Financial Economics, 2023, 147, 352-381.

AI-generated podcast for this research article:Andrei S. Gonçalves and Gregory Leonard, "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, 2023, 147, 382–405.

AI-generated podcast for this research article:Elena Manresa, Francisco Peñaranda, and Enrique Sentana, "Empirical evaluation of overspecified asset pricing models," Journal of Financial Economics, 2023, 147, 338–351.

AI-generated podcast for this research article:Hendrik Bessembinder, Michael J. Cooper, and Feng Zhang, "Mutual fund performance at long horizons," Journal of Financial Economics, 2023, 147, 132–158.

AI-generated podcast for this research article:Wei He, Zhiwei Su, and Jianfeng Yu, "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financial Economics, 2024, 162, 103952.

AI-generated podcast for this research article:Sicong Li, Victor DeMiguel, and Alberto Martín-Utrera, "Comparing factor models with price-impact costs," Journal of Financial Economics, 2024, 162, 103949.

AI-generated podcast for this research article:Frederico Belo, Yao Deng, and Juliana Salomao, "Estimating and testing investment-based asset pricing models," Journal of Financial Economics, 2024, 162, 103945.

AI-generated podcast for this research article:Niels Joachim Gormsen and Christian Skov Jensen, "Conditional risk," Journal of Financial Economics, 2024, 162, 103933.

AI-generated podcast for this research article:Hitesh Doshi, Jan Ericsson, Mathieu Fournier, and Sang Byung Seo, "The risk and return of equity and credit index options," Journal of Financial Economics, 2024, 161, 103932.

AI-generated podcast for this research article:Jessica Jeffers, Tianshu Lyu, and Kelly Posenau, "The risk and return of impact investing funds," Journal of Financial Economics, 2024, 161, 103928.

AI-generated podcast for this research article:Sean Cao, Wei Jiang, Junbo Wang, and Baozhong Yang, "From Man vs. Machine to Man + Machine: The art and AI of stock analyses," Journal of Financial Economics, 2024, 160, 103910.

AI-generated podcast for this research article:Pingle Wang, "Portfolio pumping in mutual fund families," Journal of Financial Economics, 2024, 156, 103839.

AI-generated podcast for this research article:Raymond Kan, Xiaolu Wang, and Xinghua Zheng, "In-sample and out-of-sample Sharpe ratios of multi-factor asset pricing models," Journal of Financial Economics, 2024, 155, 103837.

AI-generated podcast for this research article:Michael Reher and Stanislav Sokolinski, "Robo advisors and access to wealth management," Journal of Financial Economics, 2024, 155, 103829.

AI-generated podcast for this research article:Andrew Y. Chen and Jack McCoy, "Missing values handling for machine learning portfolios," Journal of Financial Economics, 2024, 155, 103815.

AI-generated podcast for this research article:David Ardia, Laurent Barras, Patrick Gagliardini, and Olivier Scaillet, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, 2024, 154, 103805.

AI-generated podcast for this research article:Philippe d’Astous and Stephen H. Shore, "Human capital risk and portfolio choices: Evidence from university admission discontinuities," Journal of Financial Economics, 2024, 154, 103793.

AI-generated podcast for this research article:Scott Murray, Yusen Xia, and Houping Xiao, "Charting by machines," Journal of Financial Economics, 2024, 153, 103791.

AI-generated podcast for this research article:Vadim Elenev, Tzuo-Hann Law, Dongho Song, and Amir Yaron, "Fearing the Fed: How Wall Street reads Main Street," Journal of Financial Economics, 2024, 153, 103790.

AI-generated podcast for this research article:Zhengyang Jiang, Cameron Peng, and Hongjun Yan, "Personality differences and investment decision-making," Journal of Financial Economics, 2024, 153, 103776.

AI-generated podcast for this research article:Costas Xiouros and Fernando Zapatero, "Disagreement, information quality and asset prices," Journal of Financial Economics, 2024, 153, 103774.

AI-generated podcast for this research article:Dmitriy Muravyev, Neil D. Pearson, and Joshua M. Pollet, "Why does options market information predict stock returns?," Journal of Financial Economics, 2025, 172, 104153

AI-generated podcast for this research article:Danqi Hu, Charles M. Jones, Xiaoyan Zhang, and Xinran Zhang, "When do short sellers trade? Evidence from intraday data and implications for informed trading models," Journal of Financial Economics, 2025, 172, 104148.

AI-generated podcast for this research article:Pedro Barroso, Andrew Detzel, and Paulo Maio, "The volatility puzzle of the beta anomaly," Journal of Financial Economics, 2025, 165, 103994.

AI-generated podcast for this research article:Bin Li, Alberto G. Rossi, Xuemin (Sterling) Yan, and Lingling Zheng, "Machine learning from a ‘‘Universe’’ of signals: The role of feature engineering," Journal of Financial Economics, 2025, 172, 104138,

AI-generated podcast for this research article:R. David McLean, Jeffrey Pontiff, and Christopher Reilly, "Taking sides on return predictability," Journal of Financial Economics, 2025, 173, 104158.

AI-generated podcast for this research article:Amit Goyal, Adam V. Reed, Esad Smajlbegovic, and Amar Soebhag, "Stealthy Shorts: Informed Liquidity Supply,"Journal of Financial Economics, 2025, 172, 104155.

AI-generated podcast for this research article:Ricardo Delao, Xiao Han, and Sean Myers, "The Return of Return Dominance: Decomposing the Cross‑Section of Prices," Journal of Financial Economics, 2025, 169, 104059.

AI-generated podcast for this research article:Fontanier, Paul., "Optimal Policy for Behavioral Financial Crises," Journal of Financial Economics, 2025, 166, 104005.

AI-generated podcast for this research article:Nancy R. Xu and Yang You, "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, 2025, 168, 104037

AI-generated podcast for this research article:Philip Schnorpfeil, Michael Weber, and Andreas Hackethal, "Inflation and Trading," Journal of Financial economics, 2025, 173, 104166.

AI-generated podcast for this research article:Bekaert, G., Bergbrant, M., and Kassa, H., "Expected Idiosyncratic Volatility," Journal of Financial Economics, 2025, 167, 104023.

AI-generated podcast for this research article:Benjamin Golez and Peter Koudijs, "Equity Duration and Predictability," Journal of Financial Economics, 2025, 172, 104114.