Deeponomics – Details, episodes & analysis

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Deeponomics

Business

Frequency: 1 episode/13d. Total Eps: 19

Deeponomics is a podcast about the deep ideas shaping markets, finance, and accounting — grounded in academic research and critical thinking. Each episode draws from scholarly work to explore how investors make decisions, how narratives influence investments, and how theory connects to real-world finance. Expect conversations with researchers, deep dives into academic papers, and reflections on the stories behind the numbers.

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🇫🇷 France - investing
26/12/2025
#62

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https://search.asu.edu/profile/2393744
3 shares
https://deeponomics.substack.com
3 shares
https://www.deeponomics.com
3 shares

https://www.instagram.com/deeponomics
3 shares

https://www.youtube.com/@Deeponomics
3 shares

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Score global : 48%

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#17 - Narrative Authority in Financial Markets

Friday, December 19, 2025 • Duration 57:17

Welcome, friend and future deep-dweller!

In this episode of Deeponomics, I sit down with Stefan Leins, Professor of Social Anthropology at the University of Bern and author of Stories of Capitalism, to explore what actually happens inside a financial analyst department at a large Swizz bank.

Based on a two-year ethnography, Leins takes us into the everyday world of buy-side financial analysts, a world far more narrative-driven than standard finance theory would ever admit.

We talk about how analysts work under radical uncertainty, why narratives matters, and how wildly different strategies, from technical analysis to being inspired by astrology and Fibonacci, coexist under the same institutional roof.

A central theme of the conversation is why financial analysts continue to exist despite decades of evidence that markets are difficult, if not impossible, to beat. Leins shows that the real product analysts deliver is not prediction accuracy, but compelling investment narratives that create orientation, agency, and legitimacy in an unknowable future.

We dive deep into the idea of narrative authority, how analysts build credibility through narratives rather than prediction accuracy, how forecasts travel through the bank via client advisors and asset managers, and how responsibility for failure is continuously pushed around the organization.

Along the way, we unpack how narratives differ from stories, why performativity only gets us part of the way, and what all of this means for investors, banks, and our understanding of expertise in finance.

If you are interested in markets as cultural systems, in finance as a narrative practice, or in what really sustains belief in professional expertise under uncertainty, this episode is a must-listen.

Click on his name to learn more about Stefan Leins and his work.

—

Find Us Deep

Substack: deeponomics.substack.com

Instagram: @deeponomics

YouTube: @Deeponomics

Website: deeponomics.com

Email: ⁠⁠info@deeponomics.com

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#16 - The Social Studies of Finance

Thursday, November 20, 2025 • Duration 56:13

Welcome, friend and future deep-dweller!

In this episode of Deeponomics, I sit down with Yuval Millo, Professor of Accounting at Warwick Business School, to trace the intellectual journey behind the social studies of finance and what it means to take markets seriously as social and reflexive systems.

Millo walks us through the early days of the field, including how his investigation into the Black–Scholes option pricing model led him to the idea of performativity and the insight that financial theories don’t just describe markets, they shape them.

We dive into his recent work on financial analysts, investors, and the subtle social structures that create market inertia, from overconfidence born in tight networks to the stickiness of buy-side and sell-side relationships.

We also explore his research on active fund managers, why so many still persist despite decades of underperformance, and what happens when the rise of passive investing becomes an epistemic threat to the identity of active professionals.

Finally, we touch on his newer work on machine learning and credit modeling, where opaque systems risk creating self-referential loops that humans cannot easily escape or evaluate.

If you’re curious about how markets actually work once you zoom in on the humans, tools, and stories that animate them, this conversation offers a rare inside view from someone who helped shape the field.

Learn more about Yuval Millo: https://www.wbs.ac.uk/about/person/yuval-millo/

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#7 - To the Moon: WallStreetBets, GameStop, and the Rise of Popular Expertise

Tuesday, June 24, 2025 • Duration 57:22

Welcome, friend and future deep-dweller!

This is the first interview episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

This episode features a conversation with Hervé Stolowy and Luc Paugam from HEC Paris, centered on their upcoming article Shaping Collective Action in Financial Markets through Popular Expertise, soon to be published in Accounting, Organizations and Society.

The discussion focuses on the WallStreetBets movement on Reddit, where retail investors used humor, memes, financial analysis, and shared frustration to challenge the status quo of financial expertise. This collective effort helped trigger the GameStop short squeeze and raised questions about who holds epistemic authority in financial markets.

Topics explored include:

The meaning of “popular expertise” and how it formed in digital spaces
The hybrid language of memes, finance, and emotion on Reddit
The shifting role of trust, expertise, and community in market behavior
What this article signals about the evolving landscape of financial legitimacy

This is not just a story about meme stocks—it is an exploration of how narratives shape markets, and how ordinary voices can become powerful forces in finance, and challenge traditional expertise.

Oh, and if you are interested in reading the paper, hit this link:

https://www.sciencedirect.com/science/article/pii/S0361368224000485

#6 - What Is Information?

Tuesday, June 17, 2025 • Duration 10:54

Welcome, friend and future deep-dweller!

This is the sixth monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this episode, we dig into the idea of information in financial markets—what counts as information, how it is defined, and why prices sometimes move even when nothing seems to happen.

References:

Shannon, C. E., 1948. A mathematical theory of communication. Bell System Technical Journal, 27(3), pp.379–423.

Rowley, J., 2007. The wisdom hierarchy: representations of the DIKW hierarchy. Journal of Information Science, 33(2), pp.163–180.

Fair, R. C., 2002. Events that shook the market. Journal of Business, 75(4), pp.713–731. Available at: https://www.jstor.org/stable/10.1086/341638

Siegel, J. J., 2008. Stocks for the Long Run: The Definitive Guide to Financial Market Returns and Long-Term Investment Strategies. 4th ed. McGraw-Hill.

Bouchaud, J.-P., Farmer, J. D., and Lillo, F., 2009. How markets slowly digest changes in supply and demand. In: T. Hens and K. Schenk-Hoppé, eds. Handbook of Financial Markets: Dynamics and Evolution. Amsterdam: Elsevier, pp.57–160.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

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#5 - The Rational Man Is a Fable

Tuesday, June 10, 2025 • Duration 11:21

Welcome, friend and future deep-dweller!

This is the fifth monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this episode, we explore why the “rational man” of economic theory is more fiction than fact—a simplified character built for models, not real life.

References:

Rubinstein, A., 2012. Economic Fables. Cambridge: Open Book Publishers.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

—

Find Us Deep

Substack:deeponomics.substack.com

⁠⁠Instagram: ⁠⁠@deeponomics⁠⁠

YouTube: ⁠⁠@Deeponomics⁠⁠

Website: ⁠⁠deeponomics.com⁠⁠

Email: ⁠⁠info@deeponomics.com

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#4 - Returns Do Not Age Well

Tuesday, June 3, 2025 • Duration 08:02

Welcome, friend and future deep-dweller!

This is the fourth monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this episode, we dive into the surprising reality that investment performance, like skills in other fields, may peak and decline with age — and why compounding experience is not always enough to outrun fading risk appetite, changing incentives, and the slow erosion of sharpness over time.

References:

Chevalier, J. & Ellison, G. (1999). Are Some Mutual Fund Managers Better Than Others? Cross-Sectional Patterns in Behavior and Performance. The Journal of Finance, Vol. 54, No. 3. pp. 875-899. Available at: https://onlinelibrary.wiley.com/doi/abs/10.1111/0022-1082.00130.

Jung, Y., Kim, K., Choi, S.T., Lee, J., Kim, B.W. and Lee, H.C., (2022). Association between surgeon age and postoperative complications/mortality: a systematic review and meta-analysis of cohort studies. Scientific Reports, 12, p.11251. Available at: https://doi.org/10.1038/s41598-022-15275-7.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

—

Find Us Deep

Substack:deeponomics.substack.com

⁠⁠Instagram: ⁠⁠@deeponomics⁠⁠

#3 - The Trouble With Time

Tuesday, May 27, 2025 • Duration 08:54

Welcome, friend and future deep-dweller!

This is the third monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this episode, we explore how finance treats time—mathematically precise, constant, and objective—and why that assumption breaks down when it meets human psychology, perception, and behavior.

References:

Thaler, R. H., & Shefrin, H. M. (1981). An Economic Theory of Self-Control. Journal of Political Economy, 89(2), 392–406. http://www.jstor.org/stable/1833317

Zauberman, G., Kim, B. K., Malkoc, S. A., & Bettman, J. R. (2009). Discounting Time and Time Discounting: Subjective Time Perception and Intertemporal Preferences. Journal of Marketing Research, 46(4), 543–556. http://www.jstor.org/stable/20618915

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

—

Find Us Deep

Substack:deeponomics.substack.com

⁠⁠Instagram: ⁠⁠@deeponomics⁠⁠

YouTube: ⁠⁠@Deeponomics⁠⁠

Website: ⁠⁠deeponomics.com⁠⁠

Email: ⁠⁠info@deeponomics.com

#2 - The Risk-Return Tradeoff, Reconsidered

Tuesday, May 20, 2025 • Duration 08:16

Welcome, friend and future deep-dweller!

This is the second monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this episode, we revisit one of finance’s most fundamental principles—the risk-return tradeoff—and examine why the relationship between risk and reward may not be as straightforward as traditional theory suggests.

References:

Bali, T.G., 2008. The intertemporal relation between expected returns and risk. Journal of Financial Economics, 87(1), pp.101–131.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

—

Find Us Deep

Substack: ⁠⁠deeponomics.substack.com⁠⁠

Instagram: ⁠⁠@deeponomics

⁠⁠YouTube: ⁠⁠@Deeponomics⁠⁠

Website: ⁠⁠deeponomics.com

Email: ⁠⁠info@deeponomics.com⁠

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#1 - The Efficient Market Hypothesis Eats Itself

Tuesday, May 13, 2025 • Duration 07:20

Welcome, friend and future deep-dweller!

This is the very first monologue episode of Deeponomics—a podcast exploring the research, deep ideas, and theories shaping markets, finance, and accounting.

In this short premiere, we explore one of mainstream finance’s most foundational theories—the Efficient Market Hypothesis (EMH)—and dig into its core assumptions and key shortcomings.

References:

Fama, E.F. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. Journal of Finance, 25(2), pp.383–417.

Grossman, S.J. and Stiglitz, J.E. (1980). On the Impossibility of Informationally Efficient Markets. American Economic Review, 70(3), pp.393–408.

Jeng, L.A., Metrick, A., and Zeckhauser, R. (2003). Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective. Review of Economics and Statistics, 85(2), pp.453–471.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge surface-level stories about markets.

—

Find Us Deep

Substack: ⁠deeponomics.substack.com⁠

Instagram: ⁠@deeponomics⁠

YouTube:

Deeponomics Credo

Friday, May 9, 2025 • Duration 08:19

Welcome friend and future deep-dweller!

This is the Credo for Deeponomics — a podcast about the research, deep ideas, and theories shaping markets, finance, and accounting.

In this short credo, you will hear what Deeponomics stands for, the kinds of questions we will explore, and why we believe there is a need for a space where we can pause, go deeper, and critically examine the theories and assumptions that mainstream finance is built on. See it as an elaboration and continuation of a typical trailer episode, but with more depth into the why.

Subscribe to follow along as we speak with researchers, unpack academic work, and challenge the surface-level stories of markets.

—

Find Us Deep

Substack: ⁠deeponomics.substack.com⁠

Instagram: ⁠@deeponomics⁠

YouTube: ⁠@Deeponomics⁠

Website: ⁠deeponomics.com⁠

Email: ⁠info@deeponomics.com

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Deeponomics – Details, episodes & analysis

Podcast details

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Deeponomics – Details, episodes & analysis

Podcast details

Recent rankings

Apple Podcasts

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Shared links between episodes and podcasts

Other17

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Publication history

Latest published episodes

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