Beginning the year with a bang!
Zak David expresses critical views of some published research in empirical quantitative finance - Statistical Modeling, Causal Inference, and Social Science
In honor of Ebenezer Scrooge, what better time than Christmas Eve to discuss the topic of liquidity in capital markets . . . A journalist asked, “I just wanted to know how bad the problem of data mining is in capital markets compared to other fields, and whether the reasons for false postives in...