Chukwuma Dim retweetledi
New paper w/ @prof_cookson @marinaniessner & Chukwuma Dim on using LLMs to measure investor disagreement. The basic question: can we capture how differently people react to the same financial news, at scale? 🧵 1/10
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Chukwuma Dim
51 posts
Chukwuma Dim
@ChukwumaCDim
Assistant Prof. of Finance @GWbusiness; Affiliate Fellow @UChicago @StiglerCenter
Katılım Temmuz 2020
269 Takip Edilen313 Takipçiler
Chukwuma Dim retweetledi
New Working Paper released today on SSRN: "Disagreement on the Horizon" with @ChukwumaCDim and @marinaniessner.
Link here: papers.ssrn.com/sol3/papers.cf…
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Chukwuma Dim retweetledi
If you missed the April Frontiers in Quantitative Finance seminar on 0DTEs: Trading, Gamma Risk and Volatility Propagation, you can catch up with the recording video.citi.com/media/t/1_idk4…
@ChukwumaCDim @BjornEraker
@FrankfurtSchool
#0dte #optiontrading #cboe
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Thrilled to be awarded this year’s Kahle Family Research Award picked among all the papers published by @leedsbiz faculty in 2023.
The honored paper is “Echo chambers” with @w_mullins_ and Joey Engelberg.
Last night, we celebrated by all the nominees presenting their work.
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Chukwuma Dim retweetledi
Wanna know what's happening at the cutting edge of big data + finance? Come to the 6th Future of Financial Information Conference! I'll be presenting "High-Throughput Asset Pricing or: How I learned to stop worrying and love data mining" (w/ @ChukwumaCDim). Stockholm, May 27-28.
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Very happy to see our paper with Eitan Goldman and @israelsen in print, "Political polarization in financial news".
doi.org/10.1016/j.jfin…
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Truly humbled and honored by the recognition. Grateful to AACSB and Baruch for valuing innovation in research and teaching. Proud to work with my colleagues at Zicklin, shaping future leaders.
Baruch Zicklin@Baruch_Zicklin
👏⭐️Congrats to @Baruch_Zicklin Prof. @LinPengFin on being named a "2024 Influential Leader" by @AACSB! Read more: aacsb.edu/about-us/advoc… #ZicklinBusiness #BaruchCollege #FacultySuccess #AACSBleads #faculty @BaruchCollege @CUNY
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@achenfinance @ben_golub Congrats! Nice new intro from Claude 3.
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🚨My paper "Do t-Statistic Hurdles Need to be Raised?" is accepted at Management Science! 🚨
Here's the intro, beautifully rewritten Malcom Gladwell style by Claude 3, with prompt by @ben_golub. The weak identification metaphor is 😙🤌
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Extremely happy to announce that I've been officially promoted to Associate Professor with tenure @BarnardCollege. Thank-you very much to everyone in the department @barnardecon and all who've provided support in the profession and beyond over the last few years 1/2
Rajiv Sethi@rajivatbarnard
The @barnardecon department congratulates @belindaarch on her well-deserved promotion to Associate Professor with tenure... Congratulations Belinda!
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I'm so honored to receive the @JournalFQA 2023 William F. Sharpe Award with @VelikovMihail!! 😊🙏
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Chukwuma Dim retweetledi
@ChukwumaCDim and I just updated "High-Throughput Asset Pricing." 🚨We now provide data and code for our high-throughput tests!🚨 Why study 200 cherry-picked anomalies when you can study *thousands* of anomalies that are systematically generated without look-ahead bias?
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Pleased that our *Optimism Shifting* paper (papers.ssrn.com/sol3/papers.cf…) got the MFA 2024 *Best Paper award in Asset Pricing & Investments*. Thanks to the award committee, program chair @csialm, session chair @prof_cookson & discussant @schiller061 for thinking highly of our work.
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Chukwuma Dim retweetledi
Wonder about Variance Risk Premium in 0DTEs and how chasing it by investors affects SPX volatility?
Read 0DTEs: Trading, Gamma Risk and Volatility Propagation at ssrn.com/abstract_id=46…
@FrankfurtSchool @ChukwumaCDim
#0dte #OptionsTrading #CBOE #VolatilityFarming
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Chukwuma Dim retweetledi
New working paper!! The paper is called "High-Throughput Asset Pricing" (w/ @ChukwumaCDim). But in my heart, it will always be called "How I learned to stop worrying and love data mining." ❤️🧵
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New research shows that investors defy pessimism with 'optimism shifting'! They turn bad news into fuel for long-term optimism. Optimism shifting can facilitate confirmation bias; has implications for disposition effect; is grounded in motivated beliefs.
papers.ssrn.com/sol3/papers.cf…
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Chukwuma Dim retweetledi
Finally, our idea with Adrian Buss is acknowledged by the industry -- ssrn.com/abstract=13014… -- looking forward to new citations :)
@FrankfurtSchool
OptionMetrics@OptionMetrics
We are pleased to announce the release of our latest product, IvyDB Beta. Serving as the industry’s first implied beta dataset, IvyDB Beta empowers brokerages, portfolio and risk managers, market makers, hedge funds to better assess systematic risk. businesswire.com/news/home/2023…
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Congratulations @ChukwumaCDim!
Stigler Center@StiglerCenter
.@ChukwumaCDim is an Assistant Professor of Finance at @gwbusiness @GWtweets. His research is at the intersection of asset pricing, investor behavior, and applications of machine learning and #NLP in finance. He obtained a Ph.D. from the @FrankfurtSchool. promarket.org/2023/06/22/ann…
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Chukwuma Dim retweetledi
📢📢
We are so happy to announce the new 2023 #StiglerAffiliate Fellows at @ChicagoBooth, a multidisciplinary group of economists, business scholars, lawyers, and political scientists.
Read about them on @ProMarket_org: promarket.org/2023/06/22/ann… 🧵
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