Spring 2024 Publications

A Joint Factor Model for Bonds, Stocks, and Options – Beckmeyer – Presentation
A Joint Factor Model for Bonds, Stocks, and Options – Beckmeyer
Artificial Intelligence, Firm Growth, and Product Innovation – Fedyk – Presentation
Artificial Intelligence, Firm Growth, and Product Innovation – Fedyk
Asset Embeddings – Richmond – Presentation
Asset Embeddings – Richmond
Counterproductive Sustainable Investing The Impact Elasticity of Brown and Green Firms – Hartzmark – Presentation
Counterproductive Sustainable Investing The Impact Elasticity of Brown and Green Firms – Hartzmark
Dinner with a Talk on Funding Fusion – Lo – Presentation
Executives Vs Chatbots Unmasking Insights Through Human-AI Differences in Earnings Conference – Boyson – Presentation
Executives Vs Chatbots Unmasking Insights Through Human-AI Differences in Earnings Conference – Boyson
Forecasting and Managing Correlation Risks – Li – Presentation
Forecasting and Managing Correlation Risks – Li
Investing in Uninvestable Markets – Ang – Presentation
Investing in Uninvestable Markets – Ang
Losing is Optional Retail Option Trading and Earnings Announcement Volatility – Eric So – Presentation
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect – Viceira – Presentation
Retail Investors’ Contrarian Behavior Around News, Attention, and the Momentum Effect – Viceira
Reversals and the Returns to Liquidity Provision – Novy-Marks – Presentation
Reversals and the Returns to Liquidity Provision – Novy-Marks
The Implied Equity Premium – Tetlock – Presentation
The Implied Equity Premium – Tetlock