All Episodes
Displaying 1 - 20 of 93 in total
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," J...
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, 2...
Asset Holders’ Consumption Risk And Tests Of Conditional CCAPM
AI-generated podcast for this research article: Redouane Elkamhi and Chanik Jo, "Asset Holders’ Consumption Risk and Tests of Conditional CCAPM," Journal of Financial...
Insurance and Portfolio Decisions: Two Sides of the Same Coin?
AI-generated podcast for this research article: Olivier Armantier, Jérôme Foncel and Nicolas Treich, "Insurance and Portfolio Decisions: Two Sides of the Same Coin?" ...
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...
Automation and 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," Journa...
Institutional Investors and 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,...
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 Financi...
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 F...
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," ...
The Jump Leverage Risk Premium
AI-generated podcast for this research article: Tim Bollerslev and Viktor Todorov, "The jump leverage risk premium," Journal of Financial Economics, 2023, 150, 103723.
Cross-Stock Momentum and Factor Momentum
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.
Disaster Resilience and Asset Prices
AI-generated podcast for this research article: Marco Pagano, Christian Wagner, and Josef Zechner, "Disaster Resilience and Asset Prices," Journal of Financial Econom...
Machine-Learning Mutual Fund Managers' Skills
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,...
Fire Sale Risk and Expected Stock Returns
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, 14...
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 Econom...
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 Econo...
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 E...