daniel r.nathan

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daniel r.nathan

daniel r.nathan

@danielrnathan

Assistant Prof. at PolyU, past senior researcher at Bank of Israel, and a visiting scholar at Wharton. Specializing in macro-finance.

Hong Kong Katılım Ağustos 2013
815 Takip Edilen275 Takipçiler
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Neil Renic
Neil Renic@NC_Renic·
Handing your 7000 words over the word limit draft to your co-author
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Joe Weisenthal
Joe Weisenthal@TheStalwart·
People who use the word “stochastic” in places where “random” is totally sufficient <
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Dana Gat
Dana Gat@DanaGat1·
מפרסמת בשם אם שכולה שרוצה שיכירו את הבן שלה: לזכר הבן שלי, רותם סהר-הדר💔 רותם היה לוחם ומפקד החולייה הרפואית של סיירת צנחנים. הוא חילץ פצועים תחת אש, ובהובלתו, החולייה הרפואית הגדודית הצילה חיים ואיברים רבים. <<
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HolySmoke💨
HolySmoke💨@HolySmokexxxx·
פונה לעזרת ההמונים, מקווה שנצליח לעזור. מסתובב ביננו בחור זהב, דודו, בחור שלמדתי להכיר בווירטואליה. מאז שעבר גירושין הוא נאבק יום יום להחזיק את הראש מעל המים. עובד 2 עבודות, מתרוצץ בין מקומות, לא מתבכיין ולא מחפש נדבות. לדודו 2 ילדים ואחד מהם חוגג בר מצווה בעוד כחודש. לא אחפור יותר מדיי אבל בחודשים האחרונים בגלל המלחמה ההכנסה שלו פחתה משמעותית והא נכנס לסחרור כלכלי. דודו סך הכל רוצה לחגוג לבן שלו בר מצווה מכובדת, לא משהו גדול מדיי, צנוע, כמה עשרות אנשים אבל גם לזה קשה לו להגיע. ניסיתי לעזור במה שיכולתי אבל לבד זה קשה. כל תרומה תעזור, גם כמה שקלים. בתגובות אתייג אותו ואשים את הנייד שלו לביט ופייבוקס. דודו, אתה אלוף, מה שצריך אני פה ואתה יודע! ואתה חייב לי קפה מהפגישה האחרונה שלנו 🤪 מקווה מאוד שהציוץ הזה יעזור לך להגיע לאן שצריך ושתחגוג לבן שלך כפי שמגיע לו כי יש לו אבא זהב!!!!! חברים, כל שקל יעזור 🙏🙏💜💜🙏🙏
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Ben Golub
Ben Golub@ben_golub·
For intricate work at the research frontier, depth of review matters, and it's very hard to replicate cheaply. Here's one (blind, AI) comparison of @RefineDotInk against a competitor on a new working paper in economic theory (unblinded after the eval)
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ia Vardishvili
ia Vardishvili@IaVardishvili·
📢 Call for Papers — 2 days left The 2nd International Conference of the Georgian Economic Association will take place in Tbilisi 🇬🇪 on June 26–27, 2026. Join us in the beautiful city of Tbilisi for two days of academic exchange and collaboration. We are honored to welcome Ruben Enikolopov and Joseph Kaboski as plenary speakers. ⏳ Submission deadline: April 10 📄 Submit your paper: docs.google.com/forms/d/e/1FAI… More information: gea.org.ge/en/events/22 #EconTwitter #CallForPapers #GEA #Tbilisi #AcademicConference
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daniel r.nathan
daniel r.nathan@danielrnathan·
@mktscompetition @san_muly גם לאחרונה גיליתי שכשאני עייף אני זורם איתו במקום להפסיק. זה מרגיש כאילו אני מתקדם אבל אין לי מושג יותר מה הוא עושה. מסתבר שיש לזה שם: cognitive surrender
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על שווקים ותחרות
על שווקים ותחרות@mktscompetition·
@san_muly הוא מאוד שימושי לשלב הראשוני והפרוע שבו הדיוק לא מאוד חשוב, כמו ג'אן סשן. גם כשאני מתכנת בעצמי יש את השלב היצירתי הראשוני שבו אני לא בודק את עצמי בכלל. אחרי שיש עניין, אני שולח את האישיות הפוחזת הזו להפסקה וממנה במקומה את אלון הרציני שעובר על הכל עם קפה שחור בצד.
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על שווקים ותחרות
על שווקים ותחרות@mktscompetition·
הנושא כבר לעוס ובכל זאת. השימוש העיקרי שלי בקלוד (20 דולר לחודש) הוא בסיוע בכתיבת סקריפטים. הוא מזכיר לי סינטקס ששכחתי, או מציע שורות קוד כדי לבצע משהו בצורה טובה ויעילה. יש לזה ערך אמיתי כשהתשובות נכונות. כשהתשובות שגויות, נגרם נזק ועיכוב ועדיף היה לפנות לדוקומנטציה מסורתית.
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daniel r.nathan
daniel r.nathan@danielrnathan·
@ben_golub How about "nuanced"? BTW I am sure some authors are going to write delve as an act of defiance.
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Ben Golub
Ben Golub@ben_golub·
a shame that AI slop is going to kill the word "quiet" just like it killed "delve"
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International and Monetary Economics Network
Food for thought! "The Intramonth Momentum Cycle" by Daniel Nathan, Matti Suominen, and Joni Tasa. "We offer a simple “plumbing” explanation for equity momentum in U.S. markets. Rather than asking why momentum exists, we ask when it arises, and show that the answer to the second question largely resolves the first. The bulk of the value-weighted momentum premium accrues during just six trading days per month, precisely when institutions raise cash ahead of month-end settlement. ...because equity trades settle with a lag, institutions must pre-fund redemptions and balance sheet constraints by generating liquidity before month-end. We show that this predictable liquidity need leads institutions to disproportionately sell past losers, generating the momentum premium as a mechanical byproduct of institutional cash management rather than information diffusion or risk compensation." danielrnathan.com/assets/pdf/The…
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daniel r.nathan
daniel r.nathan@danielrnathan·
@Yehuda_Gizbar תהרגו אותי אם אני אצליח להבין למה צריך סדנא אם פשוט אפשר לשאול את AI איך לעשות את כל זה? ככה אני למדתי.
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daniel r.nathan
daniel r.nathan@danielrnathan·
To strengthen causality: the SEC moved to T+1 settlement in May 2024. The institutional deadline shifted by one day. The selling pressure followed exactly one day later.
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daniel r.nathan
daniel r.nathan@danielrnathan·
Momentum is one of the most studied anomalies in finance. Thousands of papers. Decades of data. Could it be we were looking at it the wrong way? 🧵
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Khoa Vu
Khoa Vu@KhoaVuUmn·
When Claude did 99% of your work but you didn't include it as a coauthor:
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Bryan Hardy
Bryan Hardy@BryanHardyEcon·
We have put out the 2026 Q2 Interconnectedness Newsletter. Includes links to many conferences, recent research papers, as well as data, code, and other resources for researchers in finance, macro, monetary and international economics. sites.google.com/view/interconn…
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Shmuel San
Shmuel San@san_muly·
טראמפ מושחת עד היסוד, ליצן, וקיבל אינסוף החלטות מזיקות עד כה. ובכל זאת אסמוגלו נזכר בסיפור של רודן שהרשה לעצמו לזכות בלוטו כאשר ארה״ב מנסה להילחם במשטר שרק לפני חודש טבח בדם קר 30,000 אזרחים שלו. איזו אכזבה
Daron Acemoglu@DAcemogluMIT

On Iran and Anthropic: Robert Mugabe, Zimbabwe’s dictatorial president since 1987, won the big prize in the country’s lottery in 2000. Why did he go out of his way to concoct such a charade? A surface-level answer: Because he could. Once you destroy institutions constraining your power and behavior, you can act in largely unrestricted fashion, whether it is for personal enrichment, personal aggrandizement, or simply projecting even greater power. But there is a deeper, more problematic answer as well: What better way to further decimate institutional checks on your power than showing how much of a farce the existing system of rules is. It is not just a coincidence that such behavior can do damage to norms, institutions and security and stability of the country. It is part of the design. Mugabe’s lottery win echoes in two fateful decisions by the Trump administration, which will have long-lasting and troubling implications, are just. Trump and his allies are pursuing these actions because they can and because these actions are consistent with their agenda of upending all rules and constraints on their future behavior. The first problematic action is the US-Israeli attack on Iran and the killing of the country’s supreme leader Ayatollah Khamenei. Leave aside the loss of life and the immediate chaos, it should be obvious that such a move will trigger a long period of instability in the Middle East. There should be no doubt that the Iranian regime was repressive, murderous and bad news for its own people’s economic and social well-being. The supreme leader, leading Iranian elites and the country’s feared Revolutionary Guard had blood in their hands and the repression had intensified lately. But none of this justifies the United States and Israel initiating a war in the Middle East, without support from international allies or from the public in the United States (still considered a democracy where people’s views should in principle matter). But even worse, this act violates the sovereignty of another nation and risks plunging the entire region into carnage. And however awful Ayatollah Khamenei’s track record may be, he’s no Nicolas Maduro (who had only a few diehard supporters even in the Venezuelan military). By virtue of his religious role, Khamenei enjoyed respect and authority among the Shiites and even the broader Muslim mission community, and his killing risks turning him into a martyr, which is the last thing that Iran or the region needs. The second is the Department of Defense (it is still painful to call it the Department of War even if recent actions confirm that this change of name wasn’t just for optics) designating the AI company Anthropic a supply-chain risk. The official designation is typically used for companies from foreign adversaries, such as China’s Huawei. It bars federal contractors using the Anthropic’s models and heralds major restrictions on what the company can do in the future. The Secretary of Defense Pete Hegseth announced “Effective immediately, no contractor, supplier, or partner that does business with the United States military may conduct any commercial activity with Anthropic.” The reason? Because Anthropic wanted safeguards against its models being used for mass surveillance of Americans and autonomous weapon systems. Neither of these two provisions would have put meaningful restrictions on the DoD in practice. Mass surveillance is illegal under US law and autonomous weapon systems are a not near-term possibility. Yet, it is the showdown that matters, just like Mugabe’s lottery winning. This action will also have major consequences, perhaps more far-reaching than the attack on Iran. Regardless of what one might think of current AI capabilities, there is little doubt that who controls AI will have momentous implications for democracy, business, communication and privacy. This designation can be interpreted by many in the industry that it will be the US government, not the private sector, that controls AI. Even more far-reaching are the broader implications of this action: this administration, and perhaps future administrations, can now bring hugely disproportionate penalties on any contractor they disagree with. Security of private property rights, which has been a mainstay of American state-business relations for centuries, is now looking much shakier. It also sends exactly the wrong signal to the world that Pentagon is intent on mass surveillance and the development of autonomous weapon systems (why else bother about these two ineffective provisions in the contract?). The absurdity of both actions is what harkens back to Mugabe’s lottery win. Trump came to power promising no foreign adventures, and now has spearheaded a potentially riskier one than the Iraq war, with even flimsier justification. There would have been no bite to the provisions that Anthropic wanted in the contract, since current AI systems are nowhere near reliable to be used in autonomous weapon systems and the US government has plenty of other tools that can be (and sometimes are) used for mass surveillance. The shock value and the norm breaking are part of the intent. Mugabe’s lessons continue.

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