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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 →

Research Challenge – Identifying Fund Manager Gender

Today, we want to give you a bit of insight in our day-to-day work. In our department, we explore gender issues in asset management – check out our essential readings on the topic. The first step is, obviously, to correctly… Continue Reading →

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