Jul
24
Re-reading ur paper Santiago.
It should be required reading in the study of deception- among other things - starting out apparently attempting to test (only) one hypothesis, but ending up testing and confirming at least 6 thers, which are still true!! (Momentum, reversion, endogeneity of mkt movements, recursiveness of prices, irrelevance of news; conditional movement vs randomness…sort of boggles the mind when I read it now. Wonder if Fama ever figured out how you hoisted him on his own petard.
Just amazing
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