Happy to share a new paper with the brilliant Anna Pavlova and @TayaSikorskaya: Our paper began with a puzzle. Here is a short thread about it. [0/13]

[13/13]A special thanks goes to our editor, @NickRoussanov , and the terrific reviewers, who pushes us further, making the paper so much better. We are also grateful to the entire @J_Fin_Economics editorial team for their exceptional support and a remarkably fast turnaround.

Don’t forget to submit your papers!

RT @Chris_Julliard: A zillion thanks to @gusamarante for "front-running" us and making a brilliant Python package for our #Bayesian Fama-Ma…

RT @Chris_Julliard: 🚨New (very short) paper alert: "Bayesian Fama-MacBeth Regressions" with @SBryzgalova and Jiantao Huang

@dmuravyev @EFA_org My pleasure, it’s a great paper!

@Jeffely Papers are getting longer and longer (100+ pages, including appendices, is becoming a new norm). Publication process takes years. What can we do about it?