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Darren 🥚🐣🕊️ Profile picture
@ReformedTrader
Jan 21, 2021 • 63 tweets • 31 min read • Read on X
Pandemic-related papers (2021)
(I haven't read these yet, but the abstracts look interesting.)

Safety and Efficacy of the BNT162b2 mRNA Covid-19 Vaccine
nejm.org/doi/full/10.10…

Coronavirus vaccine-associated lung immunopathology-what is the significance?
ncbi.nlm.nih.gov/pmc/articles/P…
Nonlinear Effects of Mobility on COVID-19: Implications for Targeted Lockdowns
papers.ssrn.com/sol3/papers.cf…

Empirical Assessment of Mandatory Stay-at-Home and Business Closure Effects on the Spread of COVID-19
papers.ssrn.com/sol3/papers.cf…
COVID-19 ‘Immunity’ in Dhaka Slums: Do Genes Matter?
papers.ssrn.com/sol3/papers.cf…

Vaccine Clinical Trials and Data Infrastructure
papers.ssrn.com/sol3/papers.cf…

Monthly Suicide Rates During the COVID-19 Pandemic: Evidence from Japan
papers.ssrn.com/sol3/papers.cf…
SARS-CoV-2 Infections in Children Following the Re-Opening of Schools and the Impact of National Lockdown during Autumn 2020: Prospective, National Observational Cohort Surveillance, England
papers.ssrn.com/sol3/papers.cf…
Unequal Welfare Costs of Staying at Home across Socioeconomic and Demographic Groups
papers.ssrn.com/sol3/papers.cf…

Surveil, Trace, Repeat: Immunity Passports and Contact Tracing Surveillance
papers.ssrn.com/sol3/papers.cf…

Risk Aversion, Guilt, and Pandemic Behavior
papers.ssrn.com/sol3/papers.cf…
How to Get Away with Immunity: FDA's Emergency Use Authorization Scheme and PREP Act Liability Protection in the Context of COVID-19
papers.ssrn.com/sol3/papers.cf…

Hit Harder, Recover Slower? Unequal Employment Effects of the Covid-19 Shock
papers.ssrn.com/sol3/papers.cf…
Optimal Social Distancing and the Economics of Uncertain Vaccine Arrival
papers.ssrn.com/sol3/papers.cf…

Understanding the Rise of Twitter-Based Cyberbullying Due to COVID-19 through Comprehensive Statistical Evaluation
papers.ssrn.com/sol3/papers.cf…
Emergency Aid for Self-Employed in the COVID-19 Pandemic: A Flash in the Pan?
papers.ssrn.com/sol3/papers.cf…

Political Cost of Lockdown Enforcement
papers.ssrn.com/sol3/papers.cf…

Communities and Testing for COVID-19
papers.ssrn.com/sol3/papers.cf…
COVID-19 Care: Checking Whether People are Following Social Distancing and Wearing Face Masks or not using Deep Learning
papers.ssrn.com/sol3/papers.cf…

Smart Surveillance System for Controlling Pandemic Diseases in Airports
papers.ssrn.com/sol3/papers.cf…
Good News for Whom? The Pfizer/BioNTech Vaccine Announcement Reduced Political Trust
papers.ssrn.com/sol3/papers.cf…

Simulation and Evaluation of Precaution Strategies for COVID-19 Pandemic: A Case Study
papers.ssrn.com/sol3/papers.cf…
Lockdown Effects on Sars-CoV-2 Transmission – The Evidence from Northern Jutland
papers.ssrn.com/sol3/papers.cf…

Prospective Active National Surveillance of Preschools and Primary Schools for SARS-CoV-2 Infection and Transmission in England, June 2020
papers.ssrn.com/sol3/papers.cf…
Human Mobility Restrictions and the Spread of the Novel Coronavirus (2019-nCoV) in China
papers.ssrn.com/sol3/papers.cf…

Spread of COVID-19 and Attending Football Matches: Lesson from Belarus
papers.ssrn.com/sol3/papers.cf…
Effectiveness of Contact Tracing, Mask Wearing and Prompt Testing on Suppressing COVID-19 Resurgences in Megacities: An Individual-Based Modelling Study
papers.ssrn.com/sol3/papers.cf…

Mortality and Excess Mortality: Improving FluMOMO
papers.ssrn.com/sol3/papers.cf…
Evaluation of COVID-19 Intuitively Appealing Vaccine Protocols and R0 Increase Fears, Strategic Lessons
papers.ssrn.com/sol3/papers.cf…
Peginterferon-Lambda for the Treatment of COVID-19 in Outpatients
papers.ssrn.com/sol3/papers.cf…

COVID-19 Patient’s False-Positive Seropositivity with Typhoid Fever Serodiagnostic Tests.
papers.ssrn.com/sol3/papers.cf…

COVID-19 and Strongyloidiasis
papers.ssrn.com/sol3/papers.cf…
Sharp Reductions in COVID-19 Case Fatalities and Excess Deaths in Peru in Close Time Conjunction, State-By-State, with Ivermectin Treatments
papers.ssrn.com/sol3/papers.cf…

Acyclovir As a Potential Add-On Treatment for COVID-19; A Narrative Review
papers.ssrn.com/sol3/papers.cf…
Spectrum, Risk Factors, and Outcomes of Neurological and Psychiatric Complications of COVID-19: A UK-Wide Cross-Sectional Surveillance Study
papers.ssrn.com/sol3/papers.cf…
Three-Month Outcome in Survivors of COVID-19 Associated Acute Respiratory Distress Syndrome
papers.ssrn.com/sol3/papers.cf…

Time-Dependent Decay of Detectable Antibodies Against SARS-CoV-2: A Comparison of ELISA with Two Batches of a Lateral-Flow Test
papers.ssrn.com/sol3/papers.cf…
Sustained Oxygenation Improvement After First Prone Positioning Is Associated with Liberation from Mechanical Ventilation and Survival in Critically Ill COVID-19 Patients: A Cohort Study
papers.ssrn.com/sol3/papers.cf…
False Negative of Nucleic Acid Test for SARS-CoV-2 Is a Pit Hole of Quarantine Strategy for COVID-19: An Observational Cohort Study of Outbreak Hit Hospital in Japan
papers.ssrn.com/sol3/papers.cf…
Modelling Changes in Anxiety-Depression and Traumatic Stress During the First Wave of the COVID-19 Pandemic in the UK: Evidence for Population Heterogeneity in Longitudinal Change
papers.ssrn.com/sol3/papers.cf…
Outcome of Neonates Born to Mothers Who Are COVID-19 Positive; An Observation Cohort Study from Pakistan
papers.ssrn.com/sol3/papers.cf…

Student Perception of Online Education Supported in the COVID-19 Period
papers.ssrn.com/sol3/papers.cf…
Government and Private Household Debt Relief during COVID-19
papers.ssrn.com/sol3/papers.cf…

Going Viral: The Social Credit System and COVID-19
papers.ssrn.com/sol3/papers.cf…
Structured to Fail: Lessons from the Trump Administration's Faulty Pandemic Planning and Response
papers.ssrn.com/sol3/papers.cf…
Empirical Analysis of COVID-19 Response: Comparison of US with the G7
papers.ssrn.com/sol3/papers.cf…

Motivated Beliefs and the Elderly's Compliance with Covid-19 Measures
papers.ssrn.com/sol3/papers.cf…

Policy Evaluation of Restaurant Closures in the COVID-19 Pandemic
papers.ssrn.com/sol3/papers.cf…
Market Size, Innovation, and the Economic Effects of an Epidemic
papers.ssrn.com/sol3/papers.cf…

Evaluating the Impact of Economic Impact Payments
papers.ssrn.com/sol3/papers.cf…
Interpretation of the Free Exercise Clause and the Disparate Effect on Faith-Based Organizations in a Time of Crisis
papers.ssrn.com/sol3/papers.cf…

Socio-Economic Attitudes in the Era of Social Distancing and Lockdowns
papers.ssrn.com/sol3/papers.cf…
Distance and Online Learning Solutions in the Context of Modern Legal Educational Policy
papers.ssrn.com/sol3/papers.cf…

Insights on the Implications of COVID-19 Mitigation Measures for Mental Health
papers.ssrn.com/sol3/papers.cf…
Prevalence of Mental Disorders, Suicidal Ideation and Suicides in the General Population Before and During the COVID-19 Pandemic in Norway. A Population-Based Repeated Cross-Sectional Analysis from the HUNT Study and the Norwegian Cause of Death Registry
papers.ssrn.com/sol3/papers.cf…
COVID Symptoms, Seroprevalence, and Mortality During the First Wave of SARS-CoV-2 in Canada
papers.ssrn.com/sol3/papers.cf…

Host Vulnerability Factors Affecting Patient Outcomes in COVID-19: An Update
papers.ssrn.com/sol3/papers.cf…
Effect of Age on COVID-19 Patient’s Outcome
papers.ssrn.com/sol3/papers.cf…

Association between Air Pollution and COVID-19 Related Mortality in Santiago, Chile: A Daily Time Series Analysis
papers.ssrn.com/sol3/papers.cf…
Age, Industry, and Unemployment Risk During a Pandemic Lockdown
papers.ssrn.com/sol3/papers.cf…

Distance and Online Learning Solutions in the Context of Modern Legal Educational Policy
papers.ssrn.com/sol3/papers.cf…
Monitoring of the Situation with the Coronavirus Pandemic and the Measures to Contain It Over December 2020 to January 14, 2020
papers.ssrn.com/sol3/papers.cf…

Toward a COVID-19 Testing Policy: Where and How to Test When the Purpose Is to Isolate Silent Spreaders
papers.ssrn.com/sol3/papers.cf…
How Long 'Lockdowns' Are Needed to End the COVID-19 Epidemic in a Single Country, with or without Vaccinations
papers.ssrn.com/sol3/papers.cf…

Excess Deaths in the COVID-19 Pandemic in India
papers.ssrn.com/sol3/papers.cf…
Sovereign Default Risk Valuation Using CDS Spreads: Evidence from the COVID-19 Crisis
papers.ssrn.com/sol3/papers.cf…

Contagion of Fear: Is the Impact of COVID-19 on Sovereign Risk Really Indiscriminate?
papers.ssrn.com/sol3/papers.cf…
Pandemics and Firms: Drawing Lessons from History
papers.ssrn.com/sol3/papers.cf…

Supply Spillovers During the Pandemic: Evidence from High-Frequency Shipping Data
papers.ssrn.com/sol3/papers.cf…
Assessing Targeted Containment Policies to Fight COVID-19
papers.ssrn.com/sol3/papers.cf…

First Literature Review: Lockdowns Only Had a Small Effect on COVID-19
papers.ssrn.com/sol3/papers.cf…
Expert Failure and Pandemics: On Adapting to Life With Pandemics
papers.ssrn.com/sol3/papers.cf…

Is COVID-19 The Great Equalizer? Heterogenous Impact of Mobility Restrictions in a Metropolitan Area
papers.ssrn.com/sol3/papers.cf…
Economic Lessons for COVID-19 Pandemic Policies
papers.ssrn.com/sol3/papers.cf…

Did COVID-19 Cost Trump the Election?
papers.ssrn.com/sol3/papers.cf…

Trust in Government and Compliance with Stay at Home Orders in American States
papers.ssrn.com/sol3/papers.cf…
Impact of Public Transportation on COVID-19 in the United Kingdom
papers.ssrn.com/sol3/papers.cf…

Impact of Hydroxychloroquine Used as DMARD on SARS CoV-2 Tests and COVID-19 Evolution
papers.ssrn.com/sol3/papers.cf…

Impact of Covid-19 on Us Firms
papers.ssrn.com/sol3/papers.cf…
Housing Precarity & the Covid-19 Pandemic: Impacts of Utility Disconnection and Eviction Moratoria on Infections and Deaths Across Us Counties
papers.ssrn.com/sol3/papers.cf…
Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks
papers.ssrn.com/sol3/papers.cf…

Impact of the Non-Essential Business Closure Policy on Covid-19 Infection Rates
papers.ssrn.com/sol3/papers.cf…
Covid-19 and Global Income Inequality
papers.ssrn.com/sol3/papers.cf…

Impact of COVID-19 on Routine Immunisation in South-East Asia and Western Pacific: Disruptions and Solutions
papers.ssrn.com/sol3/papers.cf…
Mental Health during a COVID-19 Lockdown Over the Christmas Period in Austria
papers.ssrn.com/sol3/papers.cf…

Power of Wearables: Is it Time to Use Commercially Available Activity Tracker Data Retrospectively to Understand Population Physical Activity Patterns?
papers.ssrn.com/sol3/papers.cf…
Role of Family Function in Reducing Suicidal Ideation Mediated by COVID-Related Stress and Psychotic-Like Experiences Among Adolescents
papers.ssrn.com/sol3/papers.cf…

State Crime, Structural Violence and Covid-19
papers.ssrn.com/sol3/papers.cf…
Mumbai Mayhem of COVID-19 Pandemic Reveals Unique Factors that Influence Susceptibility to Infection
papers.ssrn.com/sol3/papers.cf…

Evaluation of the Effectiveness of Movement Control Order to Limit the Spread of COVID-19
papers.ssrn.com/sol3/papers.cf…
4R COVID-19 Toolkit for Patient Self-Management of Mild or Moderate COVID-19 symptoms
papers.ssrn.com/sol3/papers.cf…
Worldwide Assessment of COVID-19 Pandemic-Policy Fatigue
papers.ssrn.com/sol3/papers.cf…

Pandemic Economics and the Transformation of Health Policy
papers.ssrn.com/sol3/papers.cf…

COVID-19 Relief Programs and Compliance with Confinement Measures
papers.ssrn.com/sol3/papers.cf…
Identity During a Pandemic: COVID-19 and Ethnic Divisions in the United States
papers.ssrn.com/sol3/papers.cf…

Assessment of Brazilian States and State Capitals Remote Public Education Programs during the COVID-19 Pandemic
papers.ssrn.com/sol3/papers.cf…
Killing me Softly? Scrutinising the Role of Soft Law in Greece’s Response to COVID-19
papers.ssrn.com/sol3/papers.cf…

Preventing the Next Financial Failure Post–COVID–19
papers.ssrn.com/sol3/papers.cf…
Neighborhood Demographics and the Allocation of Paycheck Protection Program Funds
papers.ssrn.com/sol3/papers.cf…

Following the Money Trail: The Geographic Distribution of PPP Loans
papers.ssrn.com/sol3/papers.cf…
Policy Paper on Assesses the Financial and Operational Effectiveness of the Azerbaijani Government's Efforts to Reduce the Negative Impact of the COVID-19 Pandemic
papers.ssrn.com/sol3/papers.cf…

Religious Exemptions As Rational Social Policy
papers.ssrn.com/sol3/papers.cf…
Humor and Coping in a Pandemic
papers.ssrn.com/sol3/papers.cf…

Coronavirus vs. The African Economy
papers.ssrn.com/sol3/papers.cf…

Partially Right Means Generally Wrong: Why Some COVID-19 Mitigation Strategies Keep on Failing
papers.ssrn.com/sol3/papers.cf…
COVID-19 Shock on the Labour Market: Poverty and Inequality Effects across Spanish Regions
papers.ssrn.com/sol3/papers.cf…

Functional and Radiological Outcome of Moderate and Severe COVID-19 Survivors: A Prospective Cohort Study
papers.ssrn.com/sol3/papers.cf…
Do Antibody Positive Healthcare Workers Have Lower SARS-CoV-2 Infection Rates than Antibody Negative Healthcare Workers? Large Multi-Centre Prospective Cohort Study (The SIREN Study), England: June to November 2020
papers.ssrn.com/sol3/papers.cf…
Incidence and Mortality in Emergency Patients Transported by Emergency-Medical-Service Personnel During the First Surge COVID-19 Pandemic in Osaka Prefecture, Japan; A Population-Based Study
papers.ssrn.com/sol3/papers.cf…
Post-COVID-19 Syndrome: Prospective Evaluation of Clinical and Functional Outcomes and Systematic Review
papers.ssrn.com/sol3/papers.cf…

Control of an Epidemic With Endogenous Treatment Capability Under Popular Discontent and Social Fatigue
papers.ssrn.com/sol3/papers.cf…
Prospective Active National Surveillance of Preschools and Primary Schools for SARS-CoV-2 Infection and Transmission in England, June 2020: (sKIDs: COVID-19 Surveillance in School KIDs)
papers.ssrn.com/sol3/papers.cf…
School and Community Reopening During the COVID-19 Pandemic: A Mathematical Modeling Study
papers.ssrn.com/sol3/papers.cf…

Factors Influencing Immunity Toward SARS-CoV-2 Infection
papers.ssrn.com/sol3/papers.cf…
Severe COVID-19 in People with Type 1 and Type 2 Diabetes in Sweden: A Nationwide Retrospective Case-Control Study
papers.ssrn.com/sol3/papers.cf…

Securing Democracy: Australia’s Pandemic Response in Global Context
papers.ssrn.com/sol3/papers.cf…
Religious Freedom vs. Compelled Vaccination: A Case-Study of the 2018–2019 Measles Pandemic - or The Law as a Public Health Response
papers.ssrn.com/sol3/papers.cf…

COVID-19 and Restrictions on Religious Worship: From Nondiscrimination to Church Autonomy
papers.ssrn.com/sol3/papers.cf…
COVID-19 and the U.S. Fiscal Imbalance
papers.ssrn.com/sol3/papers.cf…

Influence of Broadband on People’s Mobility During Early Stages of COVID-19
papers.ssrn.com/sol3/papers.cf…

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Darren 🥚🐣🕊️ Profile picture
Apr 25
1/ Moneyball: The Art of Winning an Unfair Game (Michael Lewis)

"Baseball was at the center of a story about the possibilities—and limits—of reason. It showed how an unscientific culture responds (or fails to respond) to the scientific method." (p. xiv)

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Darren 🥚🐣🕊️ Profile picture
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New papers: February 2025
(I haven't read these, but the abstracts look interesting.)

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Darren 🥚🐣🕊️ Profile picture
May 18, 2024
1/ Skewness and kurtosis

* Everything has excess kurtosis
* Unlike market returns, individual stocks aren't negatively skewed
* Option prices underestimate kurtosis and overestimate negative skewness
* Implied moments don't consistently predict stock returns
* Sell options?? Image
2/ Asset classes have fat tails, and most have negative skewness.

Kurtosis & expected returns


Kurtosis-Based vs Volatility-Based Asset Allocation


Impact of Skewness and Fat Tails on Asset Allocation

.



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3/ This has practical consequences, and it's a good idea to be prepared.

Give me a moment: Optimal leverage in the presence of volatility, skewness, and kurtosis


When Genius Failed: The Rise & Fall of Long-Term Capital Management


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Darren 🥚🐣🕊️ Profile picture
Jan 1, 2024
1/ Fact, Fiction, and Factor Investing (Aghassi, Asness, Fattouche, Moskowitz)

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aqr.com/Insights/Resea…
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3/ "Value, momentum & defensive/quality applied to US individual stocks has a t-stat of 10.8. Data mining would take nearly a trillion random trials to find this.

"Applying those factors (+carry) across markets and asset classes gets a t-stat of >14."


…


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Read 14 tweets
Darren 🥚🐣🕊️ Profile picture
Dec 31, 2023
1/ Happily Ever After? Cohabitation, Marriage, Divorce, and Happiness in Germany (Zimmermann, Easterlin)

"The formation of unions (separation or divorce) has a positive (negative) effect on life satisfaction. We also see a 'honeymoon period' effect."

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2/ "The model's four terms describe different life stages for an individual who marries during the sample period. The intercept reflects the average life satisfaction of individuals in the baseline period [all noncohabiting years that are at least one year before marriage]."


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3/ " 'How satisfied are you with your life, all things considered?' Responses are ranked on a scale from 0 (completely dissatisfied) to 10 (completely satisfied).

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Darren 🥚🐣🕊️ Profile picture
Aug 13, 2023
1/ Short-sightedness, rates moves and a potential boost for value (Hanauer, Baltussen, Blitz, Schneider)
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