AI-generated podcast for this research article:
Xi Dong, Yan Li, David E. Rapach, Guofu Zhou, "Anomalies and the Expected Market Return," Journal of Finance, 2022, 77(1), 639-681

AI-generated podcast for this research article:
Nicholas Barberis, Lawrence J. Jin, Baolian Wang, "Prospect Theory and Stock Market Anomalies," Journal of Finance, 2021, 76(5), 2639-2687.

AI-generated podcast for this research article:
Jules H. van Binsbergen, Christian C. Opp, "Real Anomalies," Journal of Finance, 2019, 74(4), 1659-1706.

AI-generated podcast for this research article:
Joseph Engelberg, R. David McLean, Jeffrey Pontiff, "Anomalies and News," Journal of Finance, 2018, 73(5), 1971-2001.

AI-generated podcast for this research article:

Arnott, Robert D. and Harvey, Campbell R. and Markowitz, Harry, A Backtesting Protocol in the Era of Machine Learning (November 21, 2018). Available at SSRN: https://ssrn.com/abstract=3275654 or http://dx.doi.org/10.2139/ssrn.3275654

AI-generated podcast for this research article:

Jensen, Theis Ingerslev and Kelly, Bryan T. and Pedersen, Lasse Heje, Is There a Replication Crisis in Finance? (January 30, 2021). NYU Stern School of Business Forthcoming, Available at SSRN: https://ssrn.com/abstract=3774514 

AI-generated podcast for this research article:
A frog in every pan: Information discreteness and the lead-lag returns puzzle, by Shiyang Huang, Charles Lee, Yang Song and Hong Xiang. Journal of Financial Economics, 2022, vol. 145, issue 2, 83-102

AI-generated podcast for this research article:
Bali, Turan G. and Kelly, Bryan T. and Moerke, Mathis and Rahman, Jamil A., Machine Forecast Disagreement (August 10, 2023). Georgetown McDonough School of Business Research Paper No. 4537501, Available at SSRN: https://ssrn.com/abstract=4537501 or http://dx.doi.org/10.2139/ssrn.4537501