A new Wharton study explains why stock returns aren’t random. Correlation neglect causes market overreaction, momentum, and reversals investors consistently misprice.
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How to Combine Markets for Better Odds
Betting has always been about patterns. Long ago, bettors followed handwritten lists from bookmakers, studying margins ...
This article evaluates bulk analysis and scratch analysis methods for particle dispersion, highlighting the superiority of ...
Physicists uncover hidden magnetic order in the pseudogap, showing how electron behavior stays organized before ...
Explore what economic sunspots are, how they influence financial markets independently of fundamentals, and their fascinating ...
High blood sugar levels after the meal contributes to 69% higher risk of Alzheimer’s disease and dementia. Controlling blood ...
Photo of Richard Feynman, taken in 1984 in the woods of the Robert Treat Paine Estate in Waltham, MA, while he and the ...
Independent analysts confirm parts of a controversial study suggesting unknown objects appeared when humanity detonated nukes ...
A breakthrough method from the 1990s is now being transformed into an AI-powered tool to help doctors diagnose cerebral palsy ...
Satellite analysis finds major deltas sinking faster than sea-level rise, with groundwater use and urbanisation to blame ...
The “one big breakthrough” pattern suggests that total citation counts can mislead. A researcher with one highly-cited paper and several uncited ones may have a more impactful trajectory than one with ...
HunyuanImage 3.0-Instruct is Tencent's 80B parameter MoE model that unifies image understanding and generation through ...
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