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ChatGPT can decode Fed speak, predict stock moves from headlines

ChatGPT can decode Fed speak, predict stock moves from headlines
spokesman.com - get the latest breaking news, showbiz & celebrity photos, sport news & rumours, viral videos and top stories from spokesman.com Daily Mail and Mail on Sunday newspapers.

City Of , United Kingdom , Sophia Kazinnik , Anne Lundgaard Hansen , Alejandro Lopez , Yuehua Tang , Slavi Marinov , University Of Florida , Federal Reserve , Wall Street , Lundgaard Hansen , Richmond Fed , Stock Price , Return Predictability , Large Language Models , Street Fined , Case Against , Bloomberg News ,

ChatGPT can decode Fed speak, predict stock moves from headlines

Research showed ChatGPT can pull off similar tasks without even being specifically trained ....

City Of , United Kingdom , Alejandro Lopez , Anne Lundgaard Hansen , Yuehua Tang , Sophia Kazinnik , Slavi Marinov , University Of Florida , Federal Reserve , Image Credit , Wall Street , Lundgaard Hansen , Richmond Fed , Stock Price , Return Predictability , Large Language Models , Alejandro Lopez Lira , Street Fined , Case Against , Bloomberg News ,

"Portfolio choice with return predictability and small trading friction" by Guiyuan Ma, Chi Chung Siu et al.

This paper studies a portfolio choice problem of a utility-maximizing investor with return predictability and small liquidity costs. By adopting a logarithmic-return assumption, our asymptotic expansion around small liquidity costs provides the closed-form expressions for the first-order approximation of the value function and the associated almost-optimal trading strategy. The almost-optimal trading strategy indicates that the investor should trade toward the optimal frictionless portfolio, instead of directly adopting it. The approximated value function effectively captures the utility loss derived from the investor's inability to adopt the optimal frictionless portfolio directly over time. Finally, our numerical analysis indicates that the investor's utility loss is sensitive to the specifications of the return-predicting factors and that the investor's trading behaviors under the logarithmic-return and arithmetic-return assumptions can differ remarkably over a medium ....

Asymptotic Expansion , Og Return Assumption , Ortfolio Choice Problem , Return Predictability , Mall Liquidity Costs ,

Why you should worry about the flood of new cash into U.S. stock funds

Why you should worry about the flood of new cash into U.S. stock funds
MarketWatch
1 hr ago
MARK HULBERT
U.S. stock funds now are riding a river of new cash from investors and that is not a bullish sign.
Many investors might see this differently that a huge influx of cash is positive. In fact, fund flows are a contrarian indicator: the U.S. stock market in the past has performed better when there is a net outflow of cash.
The evidence is summarized in the chart below, which plots net inflows of cash to U.S. stock funds (both open-end and exchange-traded funds) by year over the past decade. Notice that in all but two of the years since 2010 there have been net outflows. ....

United States , Rabih Moussawi , Matthew Ringgenberg , Byungwook Kim , Yitzhak Ben David , Shaun William Davies , Francesco Franzoni , David Brown , Villanova University , Ohio State University , University Of Colorado Boulder , University Of Utah , University Of Lugano , University Of Arizona , Informa Financial Intelligence , Non Fundamental Demand , Return Predictability , Colorado Boulder , ஒன்றுபட்டது மாநிலங்களில் , மேத்யூ ரிங்கன்பெர்க் , டேவிட் பழுப்பு , வில்லனோவா பல்கலைக்கழகம் , ஓஹியோ நிலை பல்கலைக்கழகம் , பல்கலைக்கழகம் ஆஃப் கொலராடோ கற்பாறை , பல்கலைக்கழகம் ஆஃப் உட்டா , பல்கலைக்கழகம் ஆஃப் லுகானோ ,