Behind the Markets Podcast cover image

Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference

Behind the Markets Podcast

00:00

How Do You Efficiently Test the Market Price Reaction?

Soyou: At some point, investors have to correct their bias beliefs. The correction would take place more strongly when there's a concentrated dose of information that hits the market. Soyou just look it around three days around earnings announcement,. During that period, the winners do pretty well and the losers do poorly.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app