All Episodes
Displaying 1 - 20 of 30 in total
Diversification Driven Demand for Large Stock
AI-generated podcast for this research article:Huaizhi Chen, "Diversification Driven Demand for Large Stock," Journal of Financial Economics, 2025, 172, 104109.
Leverage is a Double-Edged Sword
AI-generated podcast for this research article:Avanidhar Subrahmanyam, Ke Tang, Jingyuan Wang, and Xuewei Yang, "Leverage is a double-edged sword," The Journal of Fina...
The Disappearing Index Effect
AI-generated podcast for this research article:Robin Greenwood and Marco Sammon, "The Disappearing Index Effect," The Journal of Finance, 2025, LXXX(2), 657-698.
Putting the Price in Asset Pricing
AI-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.
Anomaly Time
AI-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,...
The Portfolio-Driven Disposition Effect
AI-generated podcast for this research article:An, L., Engelberg, J., Henriksson, M., Wang, B., and Williams, J., "The Portfolio-Driven Disposition Effect," The Journa...
Dissecting the Long-Term Performance of the Chinese Stock Market
AI-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 Stoc...
Target Date Funds and Stock Market Dynamics
AI-generated podcast for this research article:Jonathan A. Parker, Antoinette Schoar, and Yang Sun, "Retail Financial Innovation and Stock Market Dynamics: The Case of...
Option Momentum
AI-generated podcast for this research article:Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li, and Haitao Mo, "Option Momentum," The Journal of Fina...
Retail Derivatives and Sentiment
AI-generated podcast for this research article:Henderson, Brian J., Neil D. Pearson, and Li Wang, "Retail Derivatives and Sentiment: A Sentiment Measure Constructed fr...
Duration-Driven Returns
AI-generated podcast for this research article:Niels Joachim Gormsen and Eben Lazarus, "Duration-Driven Returns," The Journal of Finance, 2023, LXXVIII(3), 1393-1447.
The Effect of News Positioning on Financial Markets
AI-generated podcast for this research article:Anastassia Fedyk, "Front-Page News: The Effect of News Positioning on Financial Markets," The Journal of Finance, 2024, ...
Volatility Expectations and Returns
AI-generated podcast for this research article:Lars A. Lochstoer and Tyler Muir, "Volatility Expectations and Returns," The Journal of Finance, 2022, LXXVII(2), 1055-1...
Beliefs Aggregation and Return Predictability
AI-generated podcast for this research article:Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang, "Beliefs Aggregation and Return Predictability," The Journal of Finan...
Reexamining Luck versus Skill in Mutual Fund Returns
AI-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...
Debt Refinancing and Equity Returns
AI-generated podcast for this research article:Nils Friewald, Florian Nagler, Christian Wagner, "Debt Refinancing and Equity Returns," The Journal of Finance, 2022, 77...
Factor Momentum and the Momentum Factor
AI-generated podcast for this research article:Sina Ehsani, Juhani T. Linnainmaa, "Factor Momentum and the Momentum Factor," Journal of Finance, 2022, LXXVII(3), 1877-...
Attention-Induced Trading and Returns
AI-generated podcast for this research article:Brad M. Barber, Xing Huang, Terrance Odean, Christopher Schwarz, "Attention-Induced Trading and Returns: Evidence from R...
Informed Trading Intensity
AI-generated podcast for this research article:Vincent Bogousslavsky, Vyacheslav Fos, Dmitriy Muravyev, "Informed Trading Intensity," Journal of Finance, 2024, 79(2), ...
Firm-Level Climate Change Exposure
AI-generated podcast for this research article:Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang, "Firm-Level Climate Change Exposure," Journal of Fi...