Blog
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The Effect of the Smoot-Hawley Tariff Act on the Stock Market
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Are Momentum Funds Momentum Funds?
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Who Owns Passive Ownership?
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Index Inclusion vs. Passive Ownership
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Cluster Analysis
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Trends in Market Efficiency
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Thinking About Beta
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Early vs. Late Resolution of Uncertainty
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Text Analysis in Python
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Constructing a Stock Screener
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Expected Discounted Utility as Recursive Utility
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Does Adding a Constant Always Increase R-Squared?
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Commentary on Understanding Unit Rooters: A Helicopter Tour by Sims and Uhlig (1991)
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What's in a Name?
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Pricing a Digital Option
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Skewness and Expected Returns
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How to Invest like a Billion Dollar Hedge Fund
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Are All Yields Created Equal?
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The Power of Profitability
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Income and Wealth Inequality: The Facts
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Are asset pricing results driven by the short side?
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Op-Ed Review: Bull Market Blues, by Paul Krugman (Updated 7/18/2016)
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Logs vs. Levels
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Are Returns Independent and Identically Distributed (i.i.d.)?
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Private Equity
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Fundamental Equlibria in Overlapping Generations Economies
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Do Weights Matter?
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Bubbles: Part 5. Forecasting Returns to Detect Bubbles
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Tirole(1982) and Cochrane(2002)
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Article Review - Betting Against Winners by Daniel et. al. (2016)
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Bubbles: Part 4. Article Review - Econometric Tests of Asset Price Bubbles: Taking Stock, by Gurkaynak (2005)
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Bubbles: Part 3. Article Review - Was there a Nasdaq bubble in the late 1990s? by Pastor and Veronesi (2005)
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Bubbles: Part 2. Article Review - Testing for Multiple Bubbles by Phillips, Shi and Yu (2013)
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A Cake Eating Problem: Energy in the RBC model
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Bubbles: Part 1
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Article Review: Energy expenditure, economic growth and the minimum EROI of society, Fizaine and Court (2016)
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