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Category Tips and tricks

Attention or Returns – What’s First? A Granger Causality Analysis

What came first? The chicken or the egg? In financial markets, we sometimes ask a similar question. Does investor attention affect market returns? Or do extreme market returns draw investor attention? Nadia Vozlyublennaia tries to solve this question in her… Continue Reading →

Identifying Fund Manager Gender Using Demographics

Research challenges were the topic of this recent post. Today, we want to give you some insight into how you can address the challenge of identifying fund manager gender using demographics information!

No Early Weekends: Busting the Friday Effect Myth

They say a Friday can make or break your stardom in Hollywood. However, in the world of financial markets, Fridays are slow – or at least appear to be. In a previous post, we looked into how firms hide bad… Continue Reading →

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