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Liquidity Premium with Adam Butler (S1E8)

Flirting with Models

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The End of Month Effect Versus Seasonality Effects?

I take the analytical force multiplier over the empirical edge nine days of the week. Especially in empirical edge. That's very hard to tie to a risk premium of behavioral anomaly, some sort of economic intuition. I agree. But just circling back just to touch on the tronching versus seasonality or I don't know what you call that. I guess it's kind of in a month effect type stuff. Right. Exactly. So you've got here you have competing things. You've got empirical evidence that there is seasonality or these sort of end of month effects or what have youThat are competing against analytical evidence that says that I should get a 17% boost by diversifying across whatever

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