Discussions

Slide decks I used in some recent discussions of the following papers.

• The Zero-Beta Interest Rate by Di Tella, Hébert, Kurlat and Wang

• Textual Analysis of Short-seller Research Reports by van Binsbergen, Han, and Lopez-Lira

• Valuing Financial Data by Farboodi, Singal, Veldkamp, and Venkateswaran

• Political Polarization in Financial News by Goldman, Gupta, and Israelsen

• Risk Factors that Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns by Lopez-Lira

• Deep Learning Mutual Fund Disclosure: Risk Sentiment, Risk Taking, and Performance by Cao, Yang, and Zhang

• Leveraged Funds and the Shadow Cost of Leverage by Lu and Qin

• Failure to Share Natural Disaster Risk by Tomunen

• The Perils of Crying ’Fake News’ by Luo, Manconi, and Massa

• Intermediaries and Asset Prices: Evidence from the U.S., U.K., and Japan, 1870-2016 by Baron and Muir