All Episodes
Displaying 1 - 20 of 75 in total
Index Providers: Whales behind the Scenes of ETFs
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 Economi...
Momentum Turning Points
AI-generated podcast for this research article:Christian L. Goulding, Campbell R. Harvey, and Michele G. Mazzoleni, "Momentum turning points," Journal of Financial Eco...
Systematic Default and Return Predictability
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," Jo...
Micro Uncertainty and Asset Prices
AI-generated podcast for this research article:Bernard Herskovic, Thilo Kind, and Howard Kung, "Micro uncertainty and asset prices," Journal of Financial Economics, 20...
Asset Holders’ Consumption Risk
AI-generated podcast for this research article:Redouane Elkamhi and Chanik Jo, "Asset holders’ consumption risk and tests of conditional CCAPM," Journal of Financial E...
Insurance and Portfolio Decisions
AI-generated podcast for this research article:Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" J...
Insurance and Portfolio Decisions
AI-generated podcast for this research article:Olivier Armantier, Jérôme Foncel, and Nicolas Treich, "Insurance and portfolio decisions: Two sides of the same coin?" J...
The Modern Mutual Fund Family
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, ...
Financial Markets and Unemployment
AI-generated podcast for this research article:Tommaso Monacelli, Vincenzo Quadrini, and Antonella Trigari, "Financial markets and unemployment," Journal of Financial ...
Volatility and Informativeness
AI-generated podcast for this research article:Eduardo Dávila and Cecilia Parlatore, "Volatility and informativeness," Journal of Financial Economics, 2023, 147, 550–572.
Automation and The Displacement of Labor by Capital
AI-generated podcast for this research article:Jiří Knesl, "Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence," Journal ...
Institutional Investors, Heterogeneous Benchmarks
AI-generated podcast for this research article:Andrea M. Buffa and Idan Hodor, "Institutional investors, heterogeneous benchmarks and the comovement of asset prices," ...
The Value Premium Decline
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 Fin...
Overspecified Asset Pricing Models
AI-generated podcast for this research article:Elena Manresa, Francisco Peñaranda, and Enrique Sentana, "Empirical evaluation of overspecified asset pricing models," J...
Mutual Fund Performance at Long Horizons
AI-generated podcast for this research article:Hendrik Bessembinder, Michael J. Cooper, and Feng Zhang, "Mutual fund performance at long horizons," Journal of Financia...
Macroeconomic Perceptions, Financial Constraints, and Anomalies
AI-generated podcast for this research article:Wei He, Zhiwei Su, and Jianfeng Yu, "Macroeconomic perceptions, financial constraints, and anomalies," Journal of Financ...
Comparing Factor Models with Price-Impact Costs
AI-generated podcast for this research article:Sicong Li, Victor DeMiguel, and Alberto Martín-Utrera, "Comparing factor models with price-impact costs," Journal of Fin...
Estimating Investment-Based Asset Pricing Models
AI-generated podcast for this research article:Frederico Belo, Yao Deng, and Juliana Salomao, "Estimating and testing investment-based asset pricing models," Journal o...
Conditional Risk
AI-generated podcast for this research article:Niels Joachim Gormsen and Christian Skov Jensen, "Conditional risk," Journal of Financial Economics, 2024, 162, 103933.
Risk and Return of Equity and Credit Index Options
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 option...