Shows
Investment BriefcaseOverspecified Asset Pricing ModelsAI-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.
2026-01-2211 minInvestment BriefcaseMutual Fund Performance at Long HorizonsAI-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.
2026-01-2013 minInvestment BriefcaseMacroeconomic Perceptions, Financial Constraints, and AnomaliesAI-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.
2026-01-1513 minInvestment BriefcaseComparing Factor Models with Price-Impact CostsAI-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.
2026-01-1312 minInvestment BriefcaseEstimating Investment-Based Asset Pricing ModelsAI-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.
2026-01-0809 minInvestment BriefcaseConditional RiskAI-generated podcast for this research article:Niels Joachim Gormsen and Christian Skov Jensen, "Conditional risk," Journal of Financial Economics, 2024, 162, 103933.
2026-01-0612 minInvestment BriefcaseRisk and Return of Equity and Credit Index OptionsAI-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.
2026-01-0114 minInvestment BriefcaseRisk and Return of Impact Investing FundsAI-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.
2025-12-3012 minInvestment BriefcaseFrom Man vs. Machine to Man + MachineAI-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.
2025-12-2510 minInvestment BriefcasePortfolio Pumping in Mutual Fund FamiliesAI-generated podcast for this research article:Pingle Wang, "Portfolio pumping in mutual fund families," Journal of Financial Economics, 2024, 156, 103839.
2025-12-2308 minInvestment BriefcaseIn-Sample and Out-of-Sample Sharpe RatiosAI-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.
2025-12-1812 minInvestment BriefcaseRobo Advisors and Access to Wealth ManagementAI-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.
2025-12-1611 minInvestment BriefcaseMissing Values Handling for ML PortfoliosAI-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.
2025-12-1113 minInvestment BriefcaseAlpha or Beta of Hedge Fund ReturnsAI-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.
2025-12-0913 minInvestment BriefcaseHuman Capital Risk and Portfolio Choices with University AdmissionAI-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.
2025-12-0416 minInvestment BriefcaseCharting by MachinesAI-generated podcast for this research article:Scott Murray, Yusen Xia, and Houping Xiao, "Charting by machines," Journal of Financial Economics, 2024, 153, 103791.
2025-12-0213 minInvestment BriefcaseFearing the FedAI-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.
2025-11-2710 minInvestment BriefcasePersonality and Investment Decision-MakingAI-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.
2025-11-2511 minInvestment BriefcaseDisagreement, Information Quality and Asset PricesAI-generated podcast for this research article:Costas Xiouros and Fernando Zapatero, "Disagreement, information quality and asset prices," Journal of Financial Economics, 2024, 153, 103774.
2025-11-2013 minInvestment BriefcaseOptions market information predict stock returnsAI-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
2025-11-1812 minInvestment BriefcaseWhen Do Short Sellers Trade?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.
2025-11-1313 minInvestment BriefcaseThe Volatility Puzzle of the Beta AnomalyAI-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.
2025-11-1113 minInvestment BriefcaseMachine Learning from a ‘‘Universe’’ of SignalsAI-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,
2025-11-0613 minInvestment BriefcaseTaking Sides on Return PredictabilityAI-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.
2025-11-0413 minInvestment BriefcaseStealthy ShortsAI-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.
2025-10-3012 minInvestment BriefcaseThe Return of Return DominanceAI-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.
2025-10-2812 minInvestment BriefcaseOptimal Policy for Behavioral Financial CrisesAI-generated podcast for this research article:Fontanier, Paul., "Optimal Policy for Behavioral Financial Crises," Journal of Financial Economics, 2025, 166, 104005.
2025-10-2314 minInvestment BriefcaseMain Street’s Pain, Wall Street’s GainAI-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
2025-10-2114 minInvestment BriefcaseInflation and TradingAI-generated podcast for this research article:Philip Schnorpfeil, Michael Weber, and Andreas Hackethal, "Inflation and Trading," Journal of Financial economics, 2025, 173, 104166.
2025-10-1612 minInvestment BriefcaseExpected Idiosyncratic VolatilityAI-generated podcast for this research article:Bekaert, G., Bergbrant, M., and Kassa, H., "Expected Idiosyncratic Volatility," Journal of Financial Economics, 2025, 167, 104023.
2025-10-1413 minInvestment BriefcaseEquity Duration and PredictabilityAI-generated podcast for this research article:Benjamin Golez and Peter Koudijs, "Equity Duration and Predictability," Journal of Financial Economics, 2025, 172, 104114.
2025-10-0913 minInvestment BriefcaseEconomic Links from Bonds and Cross-Stock Return PredictabilityAI-generated podcast for this research article:Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang, "Economic Links from Bonds and Cross-Stock Return Predictability," Journal of Financial Economics, 2025, 171, 104110.
2025-10-0711 minInvestment BriefcaseDiversification Driven Demand for Large StockAI-generated podcast for this research article:Huaizhi Chen, "Diversification Driven Demand for Large Stock," Journal of Financial Economics, 2025, 172, 104109.
2025-10-0211 minInvestment BriefcaseLeverage is a Double-Edged SwordAI-generated podcast for this research article:Avanidhar Subrahmanyam, Ke Tang, Jingyuan Wang, and Xuewei Yang, "Leverage is a double-edged sword," The Journal of Finance, 2024, 79(2), 1579-1630
2025-09-3013 minInvestment BriefcaseThe Disappearing Index EffectAI-generated podcast for this research article:Robin Greenwood and Marco Sammon, "The Disappearing Index Effect," The Journal of Finance, 2025, LXXX(2), 657-698.
2025-09-2517 minInvestment BriefcasePutting the Price in Asset PricingAI-generated podcast for this research article:Thummim Cho and Christopher Polk, "Putting the Price in Asset Pricing," The Journal of Finance, 2024, LXXIX(6), 3943-3984.
2025-09-2317 minInvestment BriefcaseAnomaly TimeAI-generated podcast for this research article:Boone Bowles, Adam V. Reed, Matthew C. Ringgenberg, and Jacob R. Thornock, "Anomaly Time," The Journal of Finance, 2024, LXXIX(5), 3543-3580.
2025-09-1811 minInvestment BriefcaseThe Portfolio-Driven Disposition EffectAI-generated podcast for this research article:An, L., Engelberg, J., Henriksson, M., Wang, B., and Williams, J., "The Portfolio-Driven Disposition Effect," The Journal of Finance, 2024, LXXIX(5), 3459-3496.
2025-09-1616 minInvestment BriefcaseDissecting the Long-Term Performance of the Chinese Stock MarketAI-generated podcast for this research article:Franklin Allen, Jun (QJ) Qian, Chenyu Shan, and Julie Lei Zhu, "Dissecting the Long-Term Performance of the Chinese Stock Market," The Journal of Finance, 2024, LXXIX(2), 993-1054.
2025-09-1121 minInvestment BriefcaseTarget Date Funds and Stock Market DynamicsAI-generated podcast for this research article:Jonathan A. Parker, Antoinette Schoar, and Yang Sun, "Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds," The Journal of Finance, 2023, LXXVIII(5), 2673-2723.
2025-09-0915 minInvestment BriefcaseOption MomentumAI-generated podcast for this research article:Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li, and Haitao Mo, "Option Momentum," The Journal of Finance, 2023, LXXVIII(6), 3141-3192.
2025-09-0413 minInvestment BriefcaseRetail Derivatives and SentimentAI-generated podcast for this research article:Henderson, Brian J., Neil D. Pearson, and Li Wang, "Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products," The Journal of Finance, 2023, 78(4), 2365-2407.
2025-09-0213 minInvestment BriefcaseDuration-Driven ReturnsAI-generated podcast for this research article:Niels Joachim Gormsen and Eben Lazarus, "Duration-Driven Returns," The Journal of Finance, 2023, LXXVIII(3), 1393-1447.
2025-08-2813 minInvestment BriefcaseThe Effect of News Positioning on Financial MarketsAI-generated podcast for this research article:Anastassia Fedyk, "Front-Page News: The Effect of News Positioning on Financial Markets," The Journal of Finance, 2024, LXXIX(1), 5-33.
2025-08-2613 minInvestment BriefcaseVolatility Expectations and ReturnsAI-generated podcast for this research article:Lars A. Lochstoer and Tyler Muir, "Volatility Expectations and Returns," The Journal of Finance, 2022, LXXVII(2), 1055-1096.
2025-08-2115 minInvestment BriefcaseBeliefs Aggregation and Return PredictabilityAI-generated podcast for this research article:Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang, "Beliefs Aggregation and Return Predictability," The Journal of Finance, 2023, LXXVIII(1), 427-486.
2025-08-1913 minInvestment BriefcaseReexamining Luck versus Skill in Mutual Fund ReturnsAI-generated podcast for this research article:Campbell R. Harvey and Yan Liu, "Luck versus Skill in the Cross Section of Mutual Fund Returns: Reexamining the Evidence," The Journal of Finance, 2022, LXXVII(3), 1921-1966.
2025-08-1413 minInvestment BriefcaseDebt Refinancing and Equity ReturnsAI-generated podcast for this research article:Nils Friewald, Florian Nagler, Christian Wagner, "Debt Refinancing and Equity Returns," The Journal of Finance, 2022, 77(4), 2287-2339
2025-08-1213 minInvestment BriefcaseFactor Momentum and the Momentum FactorAI-generated podcast for this research article:Sina Ehsani, Juhani T. Linnainmaa, "Factor Momentum and the Momentum Factor," Journal of Finance, 2022, LXXVII(3), 1877-1919
2025-08-0716 minInvestment BriefcaseAttention-Induced Trading and ReturnsAI-generated podcast for this research article:Brad M. Barber, Xing Huang, Terrance Odean, Christopher Schwarz, "Attention-Induced Trading and Returns: Evidence from Robinhood Users," Journal of Finance, 2022, 77(6), 3141-3190.
2025-08-0614 minInvestment BriefcaseInformed Trading IntensityAI-generated podcast for this research article:Vincent Bogousslavsky, Vyacheslav Fos, Dmitriy Muravyev, "Informed Trading Intensity," Journal of Finance, 2024, 79(2), 903-948
2025-08-0117 minInvestment BriefcaseFirm-Level Climate Change ExposureAI-generated podcast for this research article:Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang, "Firm-Level Climate Change Exposure," Journal of Finance, 2023, 78(3), 1449-1498.
2025-07-3014 minInvestment BriefcaseThe Virtue of Complexity in Return PredictionAI-generated podcast for this research article:Bryan Kelly, Semyon Malamud, Kangying Zhou, "The Virtue of Complexity in Return Prediction," Journal of Finance, 2024, 79(1), 459-503.
2025-07-2309 minInvestment BriefcaseReimaging Price TrendsAI-generated podcast for this research article:Jingwen Jiang, Bryan Kelly, and Dacheng Xiu, "(Re-)Imag(in)ing Price Trends," Journal of Finance, 2023, 78(6), 3193-3242.
2025-07-1819 minInvestment BriefcaseAnomalies and the Expected Market ReturnAI-generated podcast for this research article:Xi Dong, Yan Li, David E. Rapach, Guofu Zhou, "Anomalies and the Expected Market Return," Journal of Finance, 2022, 77(1), 639-681
2025-07-1609 minInvestment BriefcaseProspect Theory and Stock Market AnomaliesAI-generated podcast for this research article:Nicholas Barberis, Lawrence J. Jin, Baolian Wang, "Prospect Theory and Stock Market Anomalies," Journal of Finance, 2021, 76(5), 2639-2687.
2025-06-2506 minInvestment BriefcaseReal AnomaliesAI-generated podcast for this research article:Jules H. van Binsbergen, Christian C. Opp, "Real Anomalies," Journal of Finance, 2019, 74(4), 1659-1706.
2025-06-2006 minInvestment BriefcaseAnomalies and NewsAI-generated podcast for this research article:Joseph Engelberg, R. David McLean, Jeffrey Pontiff, "Anomalies and News," Journal of Finance, 2018, 73(5), 1971-2001.
2025-06-1806 minInvestment BriefcaseBacktesting Protocol in Era of Machine LearningAI-generated podcast for this research article:Arnott, Robert D. and Harvey, Campbell R. and Markowitz, Harry, A Backtesting Protocol in the Era of Machine Learning (November 21, 2018). Available at SSRN: https://ssrn.com/abstract=3275654 or http://dx.doi.org/10.2139/ssrn.3275654
2025-06-1306 minInvestment BriefcaseReplication Crisis in FinanceAI-generated podcast for this research article:Jensen, Theis Ingerslev and Kelly, Bryan T. and Pedersen, Lasse Heje, Is There a Replication Crisis in Finance? (January 30, 2021). NYU Stern School of Business Forthcoming, Available at SSRN: https://ssrn.com/abstract=3774514
2025-06-1107 minInvestment BriefcaseInformation discreteness and the lead-lag returns puzzleAI-generated podcast for this research article:A frog in every pan: Information discreteness and the lead-lag returns puzzle, by Shiyang Huang, Charles Lee, Yang Song and Hong Xiang. Journal of Financial Economics, 2022, vol. 145, issue 2, 83-102
2025-06-0905 minInvestment BriefcaseMachine Forecast DisagreementAI-generated podcast for this research article:Bali, Turan G. and Kelly, Bryan T. and Moerke, Mathis and Rahman, Jamil A., Machine Forecast Disagreement (August 10, 2023). Georgetown McDonough School of Business Research Paper No. 4537501, Available at SSRN: https://ssrn.com/abstract=4537501 or http://dx.doi.org/10.2139/ssrn.4537501
2025-06-0905 min
BTC SessionsEconomist Reveals IF Bitcoin COULD BREAK the Dollar! (DEEP DIVE) | Robert MurphyMentor Sessions Ep.007: Unravel the Mysteries of Money and Economics with Dr. Robert P. Murphy!Dive into the fascinating world of money creation, central banks, and the shifting global economy in this must-watch episode! Dr. Robert P. Murphy, a PhD economist from NYU and Senior Fellow at the Mises Institute, explains how US dollars are created, why the US dollar’s reign as the global reserve currency is declining, and what Bitcoin means for the future of money. From the role of commercial banks in expanding the money supply to the flaws in Modern Monetary Theory (MMT), the Chicago Sc...
2025-04-1557 min