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Gregory Bauer

@gregbauer.bsky.social

Professor of Finance, Lang School of Business, University of Guelph. Former Associate Dean, Simon Business School, University of Rochester and Senior Research Director, Bank of Canada.

1,601 Followers  |  400 Following  |  1 Posts  |  Joined: 28.12.2023  |  1.7645

Latest posts by gregbauer.bsky.social on Bluesky

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behind the scenes at a Treasury-market-fragility party a coalition of the concerned

A very good set of musings on the US Treasury market from @marychilds.bsky.social

05.07.2025 10:38 — 👍 68    🔁 12    💬 4    📌 4

“Everyone is worried about the basis trade”
Check this great article in hedge funds by Paul.
Among other things it uses an update to our article www.bis.org/publ/qtrpdf/... (check update here: papers.ssrn.com/sol3/papers....), linking MMF to hedge funds’ basis trade through sponsored repo 1/

09.04.2025 07:31 — 👍 29    🔁 23    💬 1    📌 3
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Attending Central Bank Conference on the Microstructure of Financial Markets at the Banco de Mexico. Excellent papers and venue.

20.11.2024 21:15 — 👍 5    🔁 0    💬 1    📌 0
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Why investors become bearish when the weather gets gloomy Evidence shows that weather influences investing choices. Can acting on that knowledge lead to better returns?

This article in the Globe and Mail discusses seasonal influences on financial markets, including work by my co-authors and me on seasonal depression, risk aversion, and equity returns

www.theglobeandmail.com/business/rob...

22.10.2024 14:33 — 👍 4    🔁 1    💬 0    📌 0

@gregbauer is following 19 prominent accounts