All Episodes
Displaying 21 - 30 of 30 in total
The Virtue of Complexity in Return Prediction
AI-generated podcast for this research article:Bryan Kelly, Semyon Malamud, Kangying Zhou, "The Virtue of Complexity in Return Prediction," Journal of Finance, 2024, 7...
Reimaging Price Trends
AI-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.
Anomalies and the Expected Market Return
AI-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...
Prospect Theory and Stock Market Anomalies
AI-generated podcast for this research article:Nicholas Barberis, Lawrence J. Jin, Baolian Wang, "Prospect Theory and Stock Market Anomalies," Journal of Finance, 2021...
Real Anomalies
AI-generated podcast for this research article:Jules H. van Binsbergen, Christian C. Opp, "Real Anomalies," Journal of Finance, 2019, 74(4), 1659-1706.
Anomalies and News
AI-generated podcast for this research article:Joseph Engelberg, R. David McLean, Jeffrey Pontiff, "Anomalies and News," Journal of Finance, 2018, 73(5), 1971-2001.
Backtesting Protocol in Era of Machine Learning
AI-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 (N...
Replication Crisis in Finance
AI-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...
Information discreteness and the lead-lag returns puzzle
AI-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 ...
Machine Forecast Disagreement
AI-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, 20...