Economics and similar, for the sleep-deprived
A subtle change has been made to the comments links, so they no longer pop up. Does this in any way help with the problem about comments not appearing on permalinked posts, readers?
Update: seemingly not
Update: Oh yeah!
Tuesday, April 19, 2011
Schlachtbummel Capital Partners
Via Henry's shared items, Legacy Of Ashes meets "The Econometrics Of Financial Markets". In all honesty, these studies have to be taken as "just a bit of fun" rather than anything that's going to throw up a causal link you can hang your hat on, because there are always all sorts of other things going on - the search space is just too big - and because everything's interrelated in all sorts of ways - there really were lots of genuine reasons to be short the airlines going into September 2001. But jolly good fun withal, and the nonparametric test they outline looks sensible to me. Update Thanks ajay for the nonsubscriber link!
this item posted by the management 4/19/2011 11:18:00 AM