Empirical Asset Pricing – The Chicago Notebook

Equity Market Volatility: The News Is Changing

Press reports on contributors to market volatility have long emphasized news about GDP, inflation, and other economic aggregates, but news about policy has become increasingly important.

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Chicago Global Strategies is a Cayman Islands-domiciled quantitative global factor investing fund that is created based on the guiding principles based on over 50 years of financial markets research done at or influenced by the intellectual tradition from the University of Chicago. We are committed to maintaining low fees, take a long-term efficient markets viewpoint, and deploy guiding principles in behavioral finance to create portfolios with defensive and opportunistic tilts to help clients grow their wealth over the long term.