burton hollifield

Call for papers, 2025 Carnegie Rochester NYU Conference on Public Policy: The Consequences of AI use on Society and Policy cmu.edu/tepper/faculty…

@_Semih_Uslu_ @_Gabor_Pinter_ Looking forward to it myself!

Very nice to be honored by our PhD students.

I was very excited to see that Bloomberg has a liquidity index on Treasuries, only to find out that this is in fact the noise measure of Hu, Pan, Wang (2013). Hi, @Bloomberg @markets , a citation to our contribution would be appreciated. Paper: en.saif.sjtu.edu.cn/junpan/HuPanWa…

@startupecon @Columbia_Biz @Caltech Stop in Pittsburgh on the way east. Congratulations

Excited to be joining the finance faculty @Columbia_Biz this summer. Looking forward to interacting with new colleagues, PhD students, MBAs and NYC. I am grateful to @Caltech for its amazing intellectual environment that supported my research and teaching. 1/2

Rangers and pens took this serious

Can't believe Elon Musk spent $44 billion to pay for a social media platform, when he could have spent the same amount on sponsoring Stata licenses for 100 econ students.

So the second biggest hack in defi history - for $320 million USD - just happened coindesk.com/tech/2022/02/0…

Cod Season is Coming

My 1st pub! My favorite thing about this paper was the scientific process of discovery: we found some empirical results, wrote a model to explain them, realized the model had more predictions, and then tested those predictions (even bought more data ex-post to do it)... 1/5

Just discovered this fantastic webpage that gives every possible teaching graph for economics that you would ever want all manipulable on the web. Fantastic. econgraphs.org

One last chance to fill this out before I post results:

Nice, simple way to convey a point that often gets lost when explained with words or math.

it will be 2103 and vancouver will be underwater but trooper will still be played at vancouver sports events and honestly, bless

@fgavazzoni Great news

I took a rather winding road, but I guess I am about to sign a tenured contract. Thanks to the colleagues, coauthors and friends who made this possible.

I'm wishing a happy 78th birthday to Joni Mitchell, one of the most creative artists on the planet. youtube.com/watch?v=qAZp5J…

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: dropbox.com/s/nfvvdvcxg4lz… RFS paper: academic.oup.com/rfs/article-ab… Enjoy!

thank god they cut out the part of the Tim Horton's commercial where nathan mackinnon shoots a puck at a customer's head for ordering timbits

The Review of Finance's impact factor has risen to 3.894, from 2.885 last year and 1.906 the year before. Part of the increase is due to the IF now containing Early Access articles - without it, the IF would have risen to 3.298. 5-year IF has risen from 3.066 to 4.653.