@christopheB52 @vchampain Mais même la prédictibilité, n'est-elle pas censée être déjà reflétée dans les prix si elle n'a pas encore été documentée ? Cf ce papier: https://t.co/6OTLawmbt8 Et au contraire, si je trouve quelque chose, j'ouvre un hedge fund e
@JohnCarolin @fredmiracle2 @Mononokeynes @mattyglesias Maybe because Lucas was a macroeconomist himself? His critique applies to much everything beyond that though, of which this paper is a nice example: https://t.co/8AAfc2a0Ku
@macrocephalopod @achenfinance I think it could be this one: https://t.co/hBFs2glHEK
@PronouncedKeil Yeah, every lit looks like this. Why bother someone if there’s nothing notable? In stock market anomalies, we have a similar picture, but several papers find the results are mostly true (https://t.co/vbIqVipln1, https://t.co/WfmC0zt8Ic)
RT @nikir1: @millerak42 @GestaltU A great paper on the arbing away of many factors... https://t.co/6bC4AX2lFz 2/2
RT @nikir1: @millerak42 @GestaltU A great paper on the arbing away of many factors... https://t.co/6bC4AX2lFz 2/2
@millerak42 @GestaltU A great paper on the arbing away of many factors... https://t.co/6bC4AX2lFz 2/2
@soloprosperity @ReformedTrader With the evidence in https://t.co/45ihcjy2aO of declining post-publication return predictability of extreme decile L/S portfolios, I personally think that flattening or U/inverse U shaped payoff patterns will continue. Let’
@patrick_oshag https://t.co/1aQflPo3TJ Quant edges can reemerge as people move on, and market conditions change.
@cullenroche @BCAppelbaum Check out this paper https://t.co/fcYeVHikRE
RT @yveszenou1: The value of academic research https://t.co/qeagsWqkyl
The value of academic research https://t.co/qeagsWqkyl
Does Academic Research Destroy Stock Return Predictability? Portfolio returns are 58% lower post-publication https://t.co/2pIrQfRRh1
@Mat_Sobol_ "Our findings suggest that investors learn about mispricing from academic publications." https://t.co/VB8yIDoBHp
Does Academic Research Destroy Stock Return Predictability? - MCLEAN - 2016 - The Journal of Finance https://t.co/Vv9r3RJSrJ
Does Academic Research Destroy Stock Return Predictability? https://t.co/pjh1PFr0kk @JofFinance
Does Academic Research Destroy Stock Return Predictability? https://t.co/Ses3NFQh4r @JofFinance
Finance Professor David McLean's article leads the February issue Journal of Finance. https://t.co/hUqhLMlPF2
RT @FinanceDePaul: Congratulations to Prof. David McLean on his publication in the Journal of Finance! Read his contribution here: https://…
RT @FinanceDePaul: Congratulations to Prof. David McLean on his publication in the Journal of Finance! Read his contribution here: https://…
Congratulations to Professor David McLean on his acceptance into the Journal of Finance! Read his contribution at... https://t.co/A2HsjbhvaE
Congratulations to Prof. David McLean on his publication in the Journal of Finance! Read his contribution here: https://t.co/MTNOk1tXDz
Does Academic Research Destroy Stock Return Predictability? - Looks like academic research is of use! https://t.co/KiIYxMaSVQ
RT @bswud: Academic studies that find ways to beat the market plagued by data-mining; remaining effects rapidly exploited https://t.co/YCEW…
Does Academic Research Destroy Stock Return Predictability?http://t.co/BdY0c3HK7i