The Wharton School's Jacobs Levy Equity Management Center for Quantitative Financial Research is dedicated to the advancement of quantitative finance through the creation and dissemination of innovative knowledge.

Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
1:24:08
Common Risk Factors in the Returns on Stocks, Bonds (and Options), Redux
The Return of Return Dominance: Decomposing the Cross-section of Prices
1:07:10
The Return of Return Dominance: Decomposing the Cross-section of Prices
(Almost) 200 Years of News-Based Economic Sentiment Webinar
36:26
(Almost) 200 Years of News-Based Economic Sentiment Webinar
The Virtue of Complexity in Return Prediction
1:05:01
The Virtue of Complexity in Return Prediction
Panel Discussion: The Past, Present, and Future of Momentum
58:57
Panel Discussion: The Past, Present, and Future of Momentum
2019-2022 Jacobs Levy Center Research Paper Prize Presentation
7:35
2019-2022 Jacobs Levy Center Research Paper Prize Presentation
New Perspectives on Stocks for the Long Run
30:14
New Perspectives on Stocks for the Long Run
2022 Conference Welcome
14:55
2022 Conference Welcome
2021 Wharton-Jacobs Levy Prize: Narasimhan Jegadeesh and Sheridan Titman
54:29
2021 Wharton-Jacobs Levy Prize: Narasimhan Jegadeesh and Sheridan Titman
Do Common Factors Really Explain the Cross-Section of Stock Returns?
53:54
Do Common Factors Really Explain the Cross-Section of Stock Returns?
What Drives Momentum and Reversal? Evidence from Day and Night Signals
50:29
What Drives Momentum and Reversal? Evidence from Day and Night Signals
2022 Frontiers in Quantitative Finance Conference Highlights
6:22
2022 Frontiers in Quantitative Finance Conference Highlights
Getting to the Core Webinar
1:04:37
Getting to the Core Webinar
CLO Performance Webinar
1:09:07
CLO Performance Webinar
2019 Conference Highlights
5:22
2019 Conference Highlights
A Production-based Economic Explanation for the Gross Profitability Premium
56:54
A Production-based Economic Explanation for the Gross Profitability Premium
Accounting for Anomaly Zoo
58:41
Accounting for Anomaly Zoo
Anomaly Time
51:48
Anomaly Time
2018 Jacobs Levy Center Research Paper Prize Presentation
4:25
2018 Jacobs Levy Center Research Paper Prize Presentation
2019 Wharton-Jacobs Levy Prize: Ray Ball and Philip Brown
53:50
2019 Wharton-Jacobs Levy Prize: Ray Ball and Philip Brown
Panel Discussion: Accounting Informativeness: 50 Years Since Ball and Brown
32:58
Panel Discussion: Accounting Informativeness: 50 Years Since Ball and Brown
2019 Conference Welcome
22:44
2019 Conference Welcome
2018 Conference Highlights
5:57
2018 Conference Highlights
Panel Discussion: Impact of Financial Crises: Past, Present, and Future
1:04:10
Panel Discussion: Impact of Financial Crises: Past, Present, and Future
Keynote Presentation: Are Stocks Too High? A Historical Perspective
1:06:13
Keynote Presentation: Are Stocks Too High? A Historical Perspective
2018 Conference Welcome
21:19
2018 Conference Welcome
Dynamic Interpretation of Emerging Risks in the Financial Sector
49:47
Dynamic Interpretation of Emerging Risks in the Financial Sector
ETF Short Interest and Failures-to-Deliver: Naked Short Selling or Operational Shorting?
41:47
ETF Short Interest and Failures-to-Deliver: Naked Short Selling or Operational Shorting?
Bubbles for Fama
54:20
Bubbles for Fama
2017 Jacobs Levy Center Research Paper Prize Presentation
3:05
2017 Jacobs Levy Center Research Paper Prize Presentation