Chukwuma Dim

Assistant Prof. of Finance @GWbusiness; Affiliate Fellow @UChicago @StiglerCenter

[Vineet Bhagwat @BhagwatVineetb]

New paper w/ @prof_cookson @marinaniessner & Chukwuma Dim on using LLMs to measure investor disagreement. The basic question: can we capture how differently people react to the same financial news, at scale? 🧵 1/10

[Tony Cookson @prof_cookson]

New Working Paper released today on SSRN: "Disagreement on the Horizon" with @ChukwumaCDim and @marinaniessner.

Link here: https://t.co/1yweMy85dF

[Grigory Vilkov @VilkovGrigory]

If you missed the April Frontiers in Quantitative Finance seminar on 0DTEs: Trading, Gamma Risk and Volatility Propagation, you can catch up with the recording https://t.co/6Wo1HQ7uhU
@ChukwumaCDim @BjornEraker
@FrankfurtSchool
#0dte #optiontrading #cboe

[Chukwuma Dim @ChukwumaCDim]

@prof_cookson @leedsbiz @w_mullins_ Big big congrats!!

[Andrew Chen @achenfinance]

Wanna know what's happening at the cutting edge of big data + finance? Come to the 6th Future of Financial Information Conference! I'll be presenting "High-Throughput Asset Pricing or: How I learned to stop worrying and love data mining" (w/ @ChukwumaCDim). Stockholm, May 27-28.

[Chukwuma Dim @ChukwumaCDim]

@israelsen Congratulations!

[Chukwuma Dim @ChukwumaCDim]

@nandinigupta201 @israelsen Congrats, Nandini

[Chukwuma Dim @ChukwumaCDim]

@LinPengFin Congratulations!!

[Chukwuma Dim @ChukwumaCDim]

@achenfinance @ben_golub Congrats! Nice new intro from Claude 3.

[Chukwuma Dim @ChukwumaCDim]

@belindaarch @BarnardCollege @barnardecon Huge congrats my sister!

[Chukwuma Dim @ChukwumaCDim]

@achenfinance @JournalFQA @VelikovMihail Huge congratulations!

[Andrew Chen @achenfinance]

@ChukwumaCDim and I just updated "High-Throughput Asset Pricing." 🚨We now provide data and code for our high-throughput tests!🚨 Why study 200 cherry-picked anomalies when you can study *thousands* of anomalies that are systematically generated without look-ahead bias?

[Chukwuma Dim @ChukwumaCDim]

Pleased that our *Optimism Shifting* paper (https://t.co/PLFBaHaNzU) got the MFA 2024 *Best Paper award in Asset Pricing & Investments*. Thanks to the award committee, program chair @csialm, session chair @prof_cookson & discussant @schiller061 for thinking highly of our work.

[Grigory Vilkov @VilkovGrigory]

Wonder about Variance Risk Premium in 0DTEs and how chasing it by investors affects SPX volatility?

Read 0DTEs: Trading, Gamma Risk and Volatility Propagation at https://t.co/zeKN7YUaM5

@FrankfurtSchool @ChukwumaCDim
#0dte #OptionsTrading #CBOE #VolatilityFarming

[Andrew Chen @achenfinance]

New working paper!! The paper is called "High-Throughput Asset Pricing" (w/ @ChukwumaCDim). But in my heart, it will always be called "How I learned to stop worrying and love data mining." ❤️🧵

[Chukwuma Dim @ChukwumaCDim]

#SocialFinance #BeliefFormation

[Chukwuma Dim @ChukwumaCDim]

New research shows that investors defy pessimism with 'optimism shifting'! They turn bad news into fuel for long-term optimism. Optimism shifting can facilitate confirmation bias; has implications for disposition effect; is grounded in motivated beliefs.
https://t.co/PLFBaHblps

[Grigory Vilkov @VilkovGrigory]

Finally, our idea with Adrian Buss is acknowledged by the industry -- https://t.co/BlDUZOgHHR -- looking forward to new citations :)

@FrankfurtSchool

[Chukwuma Dim @ChukwumaCDim]

@nandinigupta201 Many thanks, Nandini!

[Stigler Center @StiglerCenter]

📢📢

We are so happy to announce the new 2023 #StiglerAffiliate Fellows at @ChicagoBooth, a multidisciplinary group of economists, business scholars, lawyers, and political scientists.

Read about them on @ProMarket_org: https://t.co/7d3cZIsyh6 🧵