Webinar, May 2026
The Wharton School’s Jacobs Levy Equity Management Center for Quantitative Financial Research hosted a webinar featuring Jessica Wachter, the Dr. Bruce I. Jacobs Professor in Quantitative Finance at Wharton.
Professor Wachter presented her paper, “Correlation Neglect in Asset Prices,” which reveals a striking pattern in U.S. stock market returns tied to the quarterly earnings cycle. Professor Wachter recently dove into this paper on the Discoveries blog.
The paper is co-authored with former Jacobs Levy Center PhD Fellow Hongye Guo (GRW’22). It was recently covered in Forbes and Knowledge at Wharton.
The webinar was hosted by Chris Geczy, academic director of the Jacobs Levy Center.
