Ivo Welch

Is there any crowd wisdom?

What is the best (and easy) estimator of market-beta?

Did low market-beta stocks hedge well in market crashes?

Did high-beta stocks even outperform low-beta stocks in the long-run?

Did real-estate really influence corporate cap-ex?

Did companies try to maintain stable leverage ratios?

Do many possible action choices render cascades unimportant?

Did stocks outperform bonds because they were riskier or longer-term?

Could you predict stock returns with dividend-yields (etc)?

Can you measure disaster risk in-time? Can it explain the equity premium?

Is the real interest rate after-tax unusually low?

Is evidence of portfolio reversals evidence of stock reversals?

Has in/ex-clusion from the S&P500 changed over the decades?

Does your paper or the draw of the referee matter more?