Investment Briefcase
By: MoneyDR.
Language: en
Categories: Business, Investing, Education, Self Improvement
Keep up with classic and current investment research ― anywhere, anytime, for financial confidence and resilience through lifelong learning.
Episodes
Missing Values Handling for ML Portfolios
Dec 11, 2025AI-generated podcast for this research article:
Andrew Y. Chen and Jack McCoy, "Missing values handling for machine learning portfolios," Journal of Financial Economics, 2024, 155, 103815.
Alpha or Beta of Hedge Fund Returns
Dec 09, 2025AI-generated podcast for this research article:
David Ardia, Laurent Barras, Patrick Gagliardini, and Olivier Scaillet, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, 2024, 154, 103805.
Duration: 00:13:12Human Capital Risk and Portfolio Choices with University Admission
Dec 04, 2025AI-generated podcast for this research article:
Philippe d’Astous and Stephen H. Shore, "Human capital risk and portfolio choices: Evidence from university admission discontinuities," Journal of Financial Economics, 2024, 154, 103793.
Duration: 00:16:03Charting by Machines
Dec 02, 2025AI-generated podcast for this research article:
Scott Murray, Yusen Xia, and Houping Xiao, "Charting by machines," Journal of Financial Economics, 2024, 153, 103791.
Duration: 00:13:04Fearing the Fed
Nov 27, 2025AI-generated podcast for this research article:
Vadim Elenev, Tzuo-Hann Law, Dongho Song, and Amir Yaron, "Fearing the Fed: How Wall Street reads Main Street," Journal of Financial Economics, 2024, 153, 103790.
Duration: 00:10:19Personality and Investment Decision-Making
Nov 25, 2025AI-generated podcast for this research article:
Zhengyang Jiang, Cameron Peng, and Hongjun Yan, "Personality differences and investment decision-making," Journal of Financial Economics, 2024, 153, 103776.
Duration: 00:11:16Disagreement, Information Quality and Asset Prices
Nov 20, 2025AI-generated podcast for this research article:
Costas Xiouros and Fernando Zapatero, "Disagreement, information quality and asset prices," Journal of Financial Economics, 2024, 153, 103774.
Duration: 00:13:10Options market information predict stock returns
Nov 18, 2025AI-generated podcast for this research article:
Dmitriy Muravyev, Neil D. Pearson, and Joshua M. Pollet, "Why does options market information predict stock returns?," Journal of Financial Economics, 2025, 172, 104153
Duration: 00:12:15When Do Short Sellers Trade?
Nov 13, 2025AI-generated podcast for this research article:
Danqi Hu, Charles M. Jones, Xiaoyan Zhang, and Xinran Zhang, "When do short sellers trade? Evidence from intraday data and implications for informed trading models," Journal of Financial Economics, 2025, 172, 104148.
The Volatility Puzzle of the Beta Anomaly
Nov 11, 2025AI-generated podcast for this research article:
Pedro Barroso, Andrew Detzel, and Paulo Maio, "The volatility puzzle of the beta anomaly," Journal of Financial Economics, 2025, 165, 103994.
Duration: 00:13:07Machine Learning from a ‘‘Universe’’ of Signals
Nov 06, 2025AI-generated podcast for this research article:
Bin Li, Alberto G. Rossi, Xuemin (Sterling) Yan, and Lingling Zheng, "Machine learning from a ‘‘Universe’’ of signals: The role of feature engineering," Journal of Financial Economics, 2025, 172, 104138,
Duration: 00:13:47Taking Sides on Return Predictability
Nov 04, 2025AI-generated podcast for this research article:
R. David McLean, Jeffrey Pontiff, and Christopher Reilly, "Taking sides on return predictability," Journal of Financial Economics, 2025, 173, 104158.
Duration: 00:13:55Stealthy Shorts
Oct 30, 2025AI-generated podcast for this research article:
Amit Goyal, Adam V. Reed, Esad Smajlbegovic, and Amar Soebhag, "Stealthy Shorts: Informed Liquidity Supply,"Journal of Financial Economics, 2025, 172, 104155.
Duration: 00:12:56The Return of Return Dominance
Oct 28, 2025AI-generated podcast for this research article:
Ricardo Delao, Xiao Han, and Sean Myers, "The Return of Return Dominance: Decomposing the Cross‑Section of Prices," Journal of Financial Economics, 2025, 169, 104059.
Duration: 00:12:31Optimal Policy for Behavioral Financial Crises
Oct 23, 2025AI-generated podcast for this research article:
Fontanier, Paul., "Optimal Policy for Behavioral Financial Crises," Journal of Financial Economics, 2025, 166, 104005.
Main Street’s Pain, Wall Street’s Gain
Oct 21, 2025AI-generated podcast for this research article:
Nancy R. Xu and Yang You, "Main Street’s Pain, Wall Street’s Gain," Journal of Financial Economics, 2025, 168, 104037
Duration: 00:14:34Inflation and Trading
Oct 16, 2025AI-generated podcast for this research article:
Philip Schnorpfeil, Michael Weber, and Andreas Hackethal, "Inflation and Trading," Journal of Financial economics, 2025, 173, 104166.
Duration: 00:12:59Expected Idiosyncratic Volatility
Oct 14, 2025AI-generated podcast for this research article:
Bekaert, G., Bergbrant, M., and Kassa, H., "Expected Idiosyncratic Volatility," Journal of Financial Economics, 2025, 167, 104023.
Duration: 00:13:37Equity Duration and Predictability
Oct 09, 2025AI-generated podcast for this research article:
Benjamin Golez and Peter Koudijs, "Equity Duration and Predictability," Journal of Financial Economics, 2025, 172, 104114.
Economic Links from Bonds and Cross-Stock Return Predictability
Oct 07, 2025AI-generated podcast for this research article:
Jian Feng, Xiaolin Huo, Xin Liu, Yifei Mao, and Hong Xiang, "Economic Links from Bonds and Cross-Stock Return Predictability," Journal of Financial Economics, 2025, 171, 104110.
Duration: 00:11:08Diversification Driven Demand for Large Stock
Oct 02, 2025AI-generated podcast for this research article:
Huaizhi Chen, "Diversification Driven Demand for Large Stock," Journal of Financial Economics, 2025, 172, 104109.
Duration: 00:11:51Leverage is a Double-Edged Sword
Sep 30, 2025AI-generated podcast for this research article:
Avanidhar Subrahmanyam, Ke Tang, Jingyuan Wang, and Xuewei Yang, "Leverage is a double-edged sword," The Journal of Finance, 2024, 79(2), 1579-1630
The Disappearing Index Effect
Sep 25, 2025AI-generated podcast for this research article:
Robin Greenwood and Marco Sammon, "The Disappearing Index Effect," The Journal of Finance, 2025, LXXX(2), 657-698.
Duration: 00:17:32Putting the Price in Asset Pricing
Sep 23, 2025AI-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.
Duration: 00:17:32Anomaly Time
Sep 18, 2025AI-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, LXXIX(5), 3543-3580.
Duration: 00:11:22The Portfolio-Driven Disposition Effect
Sep 16, 2025AI-generated podcast for this research article:
An, L., Engelberg, J., Henriksson, M., Wang, B., and Williams, J., "The Portfolio-Driven Disposition Effect," The Journal of Finance, 2024, LXXIX(5), 3459-3496.
Duration: 00:16:41Dissecting the Long-Term Performance of the Chinese Stock Market
Sep 11, 2025AI-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 Stock Market," The Journal of Finance, 2024, LXXIX(2), 993-1054.
Duration: 00:21:18Target Date Funds and Stock Market Dynamics
Sep 09, 2025AI-generated podcast for this research article:
Jonathan A. Parker, Antoinette Schoar, and Yang Sun, "Retail Financial Innovation and Stock Market Dynamics: The Case of Target Date Funds," The Journal of Finance, 2023, LXXVIII(5), 2673-2723.
Duration: 00:15:43Option Momentum
Sep 04, 2025AI-generated podcast for this research article:
Steven L. Heston, Christopher S. Jones, Mehdi Khorram, Shuaiqi Li, and Haitao Mo, "Option Momentum," The Journal of Finance, 2023, LXXVIII(6), 3141-3192.
Duration: 00:13:02Retail Derivatives and Sentiment
Sep 02, 2025AI-generated podcast for this research article:
Henderson, Brian J., Neil D. Pearson, and Li Wang, "Retail Derivatives and Sentiment: A Sentiment Measure Constructed from Issuances of Retail Structured Equity Products," The Journal of Finance, 2023, 78(4), 2365-2407.
Duration: 00:13:33Duration-Driven Returns
Aug 28, 2025AI-generated podcast for this research article:
Niels Joachim Gormsen and Eben Lazarus, "Duration-Driven Returns," The Journal of Finance, 2023, LXXVIII(3), 1393-1447.
Duration: 00:13:00The Effect of News Positioning on Financial Markets
Aug 26, 2025AI-generated podcast for this research article:
Anastassia Fedyk, "Front-Page News: The Effect of News Positioning on Financial Markets," The Journal of Finance, 2024, LXXIX(1), 5-33.
Duration: 00:13:26Volatility Expectations and Returns
Aug 21, 2025AI-generated podcast for this research article:
Lars A. Lochstoer and Tyler Muir, "Volatility Expectations and Returns," The Journal of Finance, 2022, LXXVII(2), 1055-1096.
Duration: 00:15:43Beliefs Aggregation and Return Predictability
Aug 19, 2025AI-generated podcast for this research article:
Albert S. Kyle, Anna A. Obizhaeva, and Yajun Wang, "Beliefs Aggregation and Return Predictability," The Journal of Finance, 2023, LXXVIII(1), 427-486.
Duration: 00:13:27Reexamining Luck versus Skill in Mutual Fund Returns
Aug 14, 2025AI-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," The Journal of Finance, 2022, LXXVII(3), 1921-1966.
Duration: 00:13:16Debt Refinancing and Equity Returns
Aug 12, 2025AI-generated podcast for this research article:
Nils Friewald, Florian Nagler, Christian Wagner, "Debt Refinancing and Equity Returns," The Journal of Finance, 2022, 77(4), 2287-2339
Duration: 00:13:17Factor Momentum and the Momentum Factor
Aug 07, 2025AI-generated podcast for this research article:
Sina Ehsani, Juhani T. Linnainmaa, "Factor Momentum and the Momentum Factor," Journal of Finance, 2022, LXXVII(3), 1877-1919
Duration: 00:16:53Attention-Induced Trading and Returns
Aug 06, 2025AI-generated podcast for this research article:
Brad M. Barber, Xing Huang, Terrance Odean, Christopher Schwarz, "Attention-Induced Trading and Returns: Evidence from Robinhood Users," Journal of Finance, 2022, 77(6), 3141-3190.
Informed Trading Intensity
Aug 01, 2025AI-generated podcast for this research article:
Vincent Bogousslavsky, Vyacheslav Fos, Dmitriy Muravyev, "Informed Trading Intensity," Journal of Finance, 2024, 79(2), 903-948
Firm-Level Climate Change Exposure
Jul 30, 2025AI-generated podcast for this research article:
Zacharias Sautner, Laurence van Lent, Grigory Vilkov, Ruishen Zhang, "Firm-Level Climate Change Exposure," Journal of Finance, 2023, 78(3), 1449-1498.
The Virtue of Complexity in Return Prediction
Jul 23, 2025AI-generated podcast for this research article:
Bryan Kelly, Semyon Malamud, Kangying Zhou, "The Virtue of Complexity in Return Prediction," Journal of Finance, 2024, 79(1), 459-503.
Reimaging Price Trends
Jul 18, 2025AI-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
Jul 16, 2025AI-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), 639-681
Prospect Theory and Stock Market Anomalies
Jun 25, 2025AI-generated podcast for this research article:
Nicholas Barberis, Lawrence J. Jin, Baolian Wang, "Prospect Theory and Stock Market Anomalies," Journal of Finance, 2021, 76(5), 2639-2687.
Real Anomalies
Jun 20, 2025AI-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
Jun 18, 2025AI-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
Jun 13, 2025AI-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 (November 21, 2018). Available at SSRN: https://ssrn.com/abstract=3275654 or http://dx.doi.org/10.2139/ssrn.3275654
Duration: 00:06:05Replication Crisis in Finance
Jun 11, 2025AI-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 30, 2021). NYU Stern School of Business Forthcoming, Available at SSRN: https://ssrn.com/abstract=3774514
Duration: 00:07:07Information discreteness and the lead-lag returns puzzle
Jun 08, 2025AI-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 and Hong Xiang. Journal of Financial Economics, 2022, vol. 145, issue 2, 83-102
Machine Forecast Disagreement
Jun 08, 2025AI-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, 2023). Georgetown McDonough School of Business Research Paper No. 4537501, Available at SSRN: https://ssrn.com/abstract=4537501 or http://dx.doi.org/10.2139/ssrn.4537501