Raman Uppal
@RamanUppalProf
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Professor of Finance @EDHEC_BSchool. Helping people make better financial decisions. Hoping to reduce inequality, improve social justice and inspire people.
London, U.K.
Joined May 2011
The R code for the first 9 chapters in the excellent book ''Tidy Finance with R'' ( https://t.co/nlzxtwXk4v) has also been translated into #Python by Alex Wang. This code is available at https://t.co/8DvuCTQFnB
#CrossSectionalAssetPricing #EmpiricalAssetPricing #datascience
github.com
There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/. - Qiqipixel/Tidy-finance-with-R-Python-version-
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The second issue of the Journal of Systematic Investing has just come out. It contains several interesting articles, which I strongly recommend.
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Join us today at 1 pm UK/2 pm CET for Francesco Franzoni (@FranzFranzoni) who will present ''Avoiding Volatility: Institutional Trading Before Scheduled News.'' The discussant is Gianpaolo Parise (@EDHEC_BSchool). Register at:
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Data and code to replicate "Optimal versus Naive Diversification: How Inefficient Is the 1/N Portfolio Strategy?" with Lorenzo Garlappi and @RamanUppalProf now available here: Data and code: https://t.co/YxtMwHYqCT RFS paper: https://t.co/B2V2idyeRw Enjoy!
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Thank you for this great data! Not to be missed!
New version of our "Open Source Asset Pricing" data is up! ( https://t.co/uUfxcaaS45)
@TomZ_Econ and I patched a lot of (minor) bugs (sorry!!). We also added daily portfolio returns! Wanna see how 193 anomalies did during the March 2020 crash, day by day? Now you can! (1/4)
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You are invited to register for the online Adam Smith Workshop @2pm CET today. There are two parallel streams for Asset Pricing and Corporate Finance, followed by a joint session. After the last session, there are breakout rooms to chat with authors. https://t.co/EToN3S3CTg
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Changing corporate governance norms: Evidence from dual class shares i...
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Think your model might be false? Salvage it by reporting parameters consistent with minimally non-falsified models. It's easy in the over-identified linear IV model—All you need are coefficients from a few 2SLS regressions! https://t.co/jl9651Njs9
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Forthcoming soon: Chen @maysbusiness, Han @rotmanschool, and Pan @SMUCox find that hedge funds with high sentiment beta outperform, in part due to sentiment-timing skill: they exploit predictable sentiment changes rather than betting against mispricing.
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Wage inequality in #Spain rose by 30% during #Covid19 crisis, mainly due to job losses & wage cuts for low-income workers; public transfers effective at offsetting most though not all the rise - @voxeu summary of @RDurante_2020 et al #EconomicPolicy study
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The @AEACSWEP and @Affect_Finance are co-sponsoring a series of webinars called “Publishing in Finance: Fireside Chats with Journal Editors.” The session with the Journal of Financial Economics is on April 21. Register here: https://t.co/BFG2OOFC1n.
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Fascinating podcast (with transcript) of what adults can learn from children about learning.
nytimes.com
The psychologist Alison Gopnik and Ezra Klein discuss what children can teach adults about learning, consciousness and play.
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Female representation in a STEM "selectorate" causes more female appointments after -- and only after -- adopting cultural norms that support diversity, from Justus A. Baron, @ganglmair, Nicola Persico, Timothy Simcoe, and Emanuele Tarantino https://t.co/xfh0ecGOHI
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Forthcoming: Lest We Forget: Learn from Out-of-Sample Forecast Errors When Optimizing Portfolios by Pedro Barroso @CATOLICA_LISBON and Konark Saxena @UNSW
https://t.co/ZPDTh40Csr
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Forthcoming: Activism and Takeovers by Mike Burkart @LSEnews and Samuel Lee @SantaClaraUniv
https://t.co/Ep7umpVDUg
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Forthcoming: Gendered Prices by Renée Adams @Renee_B_Adams @OxfordSBS, Roman Kräussl @RomanKraussl @uni_lu, Marco Navone @m_ramius @UTSEngage, and Patrick Verwijmeren @ERIMResearch
https://t.co/QFJSnrdmKM
academic.oup.com
Abstract. We provide evidence that culture is a source of pricing bias. In a sample of 1.9 million auction transactions in 49 countries, paintings by femal
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