6 Disappeared LinkedIn® Partner Applications and What to Do About Them †Part IV TripIt and SlideShare

6 Disappeared LinkedIn ® Partner Applications and What to Do About Them – Part IV TripIt and SlideShare The saga of the disappeared LinkedIn Partner Applications continues with this weeks episode TripIt and SlideShare! For more LinkedIn tips please visit How to Write a KILLER LinkedIn Profile e-book! TripIt TripIt was an application that allowed LinkedIn users to report easily on their travel plans. Disclaimer: I questions the wisdom of publicizing ones travel to LinkedIn, since I’ve heard stories of people who post this type of information and whose houses get robbed while they are away. However, if you do feel comfortable letting the world know when you will be traveling, you might wish to follow these steps which were provided directly from TripIt: Dear Traveler, A friendly reminder to link your TripIt and LinkedIn accounts in order to continue accessing and sharing trips with your LinkedIn network. As you may have heard from LinkedIn, they have redesigned the LinkedIn profile page, which will no longer include your TripIt My Travel app. Dont lose your access: Link my accounts. We hope you like the new and improved experience! Learn more about TripIt and how it can help you organize all your travel plans into one master mobile itinerary. By the traveler, for the traveler, The TripIt team The basic idea here is that you can log your travel in TripIt and easily share it to your LinkedIn profile. You can even sign in to TripIt using your LinkedIn username and password! Once logged in, enjoy the magic and convenience of keeping all your travel information in one place (I havent used it fully yet but am intrigued by the possibilities! Theyve got a great video you can watch at https://www.tripit.com/trip/show/id/64396342. Happy travels! SlideShare In May 2012, LinkedIn acquired SlideShare for $118.75 million. Although the SlideShare application no longer exists, you can bet LinkedIn wants you to keep using this resource! You can log in to SlideShare with your LinkedIn username and password and import your LinkedIn profile information to complete your SlideShare profile. With a single click, you can follow all your LinkedIn contacts through SlideShare, thus ensuring that you receive notifications of their updated content and comments. When you add a new presentation, document or video to SlideShare, it will *automatically* post as an Activity Update on your LinkedIn profile! Plus, if your settings allow it, you can automatically post to LinkedIn when you â€Å"favorite† a SlideShare presentation. Heres what your update might look like in LinkedIn Signal: For details on the above tips, see SlideShare Content Sharing with your Professional Network on LinkedIn, posted on the SlideShare blog on January 9, 2012. Finally, you can always post the link to a SlideShare presentation to your Summary or Experience sections by clicking on the box with the blue + sign. Once you click on that box you will be brought to a box where you can paste a link: How do you get the correct link for your presentation? In SlideShare, go to your list of presentations: Click on one of the images and you will be brought to the page with the presentation: Copy the URL from the upper left corner and paste it into the box on LinkedIn. The presentation or video will then be part of your permanent LinkedIn profile until you decide to remove or change it! Next week: How to accommodate for the disappearance of the WordPress application. See you then! Category:Archived ArticlesBy Brenda BernsteinFebruary 18, 2013

The Efficient Markets Hypothesis

The Efficient Markets Hypothesis The efficient markets hypothesis has historically been one of the main cornerstones of academic finance research. Proposed by the University of Chicagos Eugene Fama in the 1960s, the general concept of the efficient markets hypothesis is that financial markets are informationally efficient- in other words, that asset prices in financial markets reflect all relevant information about an asset. One implication of this hypothesis is that, since there is no persistent mispricing of assets, it is virtually impossible to consistently predict asset prices in order to beat the market- i.e. generate returns that are higher than the overall market on average without incurring more risk than the market. The intuition behind the efficient markets hypothesis is pretty straightforward- if the market price of a stock or bond was lower than what available information would suggest it should be, investors could (and would) profit (generally via arbitrage strategies) by buying the asset. This increase in demand, however, would push up the price of the asset until it was no longer underpriced. Conversely, if the market price of a stock or bond was higher than what available information would suggest it should be, investors could (and would) profit by selling the asset (either selling the asset outright or short selling an asset that they dont own). In this case, the increase in the supply of the asset would push down the price of the asset until it was no longer overpriced. In either case, the profit motive of investors in these markets would lead to correct pricing of assets and no consistent opportunities for excess profit left on the table. Technically speaking, the efficient markets hypothesis comes in three forms. The first form, known as the weak form (or weak-form efficiency), postulates that future stock prices cannot be predicted from historical information about prices and returns. In other words, the weak form of the efficient markets hypothesis suggests that asset prices follow a random walk and that any information that could be used to predict future prices is independent of past prices. The second form, known as the semi-strong form (or semi-strong efficiency), suggests that stock prices react almost immediately to any new public information about an asset. In addition, the semi-strong form of the efficient markets hypothesis claims that markets dont overreact or underreact to new information. The third form, known as the strong form (or strong-form efficiency), states that asset prices adjust almost instantaneously not only to new public information but also to new private information. Put more simply, the weak form of the efficient markets hypothesis implies that an investor cant consistently beat the market with a model that only uses historical prices and returns as inputs, the semi-strong form of the efficient markets hypothesis implies that an investor cant consistently beat the market with a model that incorporates all publicly available information, and the strong form of the efficient markets hypothesis implies that an investor cant consistently beat the market even if his model incorporates private information about an asset. One thing to keep in mind regarding the efficient markets hypothesis is that it doesnt imply that no one ever profits from adjustments in asset prices. By the logic stated above, profits go to those investors whose actions move the assets to their correct prices. Under the assumption that different investors get to the market first in each of these cases, however, no single investor is consistently able to profit from these price adjustments. (Those investors who were able to always get in on the action first would be doing so not because asset prices were predictable but because they had an informational or execution advantage, which is not really inconsistent with the concept of market efficiency.) The empirical evidence for the efficient markets hypothesis is somewhat mixed, though the strong-form hypothesis has pretty consistently been refuted. In particular, behavioral finance researchers aim to document ways in which financial markets are inefficient and situations in which asset prices are at least partially predictable. In addition, behavioral finance researchers challenge the efficient markets hypothesis on theoretical grounds by documenting both cognitive biases that drive investors behavior away from rationality and limits to arbitrage that prevent others from taking advantage of the cognitive biases (and, by doing so, keeping markets efficient).