Trading Strategies

Name	Sharpe Ratio	Period of Rebalancing
💡 ‘Cold’ IPOs or Hidden Gems? On the Medium-Run Performance of IPOs		Monthly
⭐ ‘Know When to Hodl ’Em, Know When to Fodl ’Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space	2.9	Weekly
💡 50 Years in PEAD Research		Quarterly
⭐ A Century of Evidence on Trend-Following Investing	1.1	Monthly
⭐ A Credit-Based Theory of the Currency Risk Premium	0.8	Monthly
💡 A Critique of Momentum Anomalies	0.48	Monthly
💡 A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns		Yearly
💡 A Five-Factor Asset Pricing Model		Yearly
⭐ A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes	0.8	Monthly
⭐ A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle	0.75	Monthly
💡 A Lottery Demand-Based Explanation of the Beta Anomaly	0.4	Monthly
⭐ A Low-Risk Strategy Based on Higher Moments in Currency Markets	1.4	Monthly
⭐ A Multi Strategy Approach to Trading Foreign Exchange Futures	0.5	Monthly
💡 A Multi-factor Explanation of Post-Earnings-Announcement Drift		Quarterly
💡 A New Anomaly: The Cross-Sectional Profitability of Technical Analysis		Intraday
⭐ A New Look at Currency Investing	0.6	Monthly
⭐ A Pairs Trading Strategy Based on Mixed Copulas	1.2	Daily
💡 A Profitable Trading and Risk Management Strategy Despite Transaction Cost		Daily
⭐ A Regime-Switching Relative Value Arbitrage Rule	1.2	Daily
💡 A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds		Yearly
⭐ A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns	1	Monthly
💡 A Study in Portfolio Diversification Using VIX Options		Daily
⭐ A Survey of Day of the Month Effect in World Stock Markets	1	Daily
⭐ A Tactical Implication of Predictability: Fighting the Fed Model	0.7	Monthly
⭐ A Theory of Technical Trading Using Moving Averages	1	Monthly
💡 A Tough Act to Follow: Contrast Effects in Financial Markets		Daily
⭐ A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?	0.7	Monthly
⭐ Abnormal Trading Volume and the Cross-Section of Stock Returns	0.65	Monthly
⭐ Absolute Strength: Exploring Momentum in Stock Returns	0.5	Monthly
💡 Accrual Reliability, Earnings Persistence and Stock Prices		Yearly
💡 Accruals and Aggregate Stock Market Returns		Yearly
💡 Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns	0.45	Yearly
⭐ Adaptive Asset Allocation: A Primer	1.6	Monthly
⭐ Advertising, Attention, and Stock Returns	1.7	6 Months
💡 Aggregated predictability of global anomalies		Yearly
💡 Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes	0.3	Monthly
💡 Alpha Momentum and Price Momentum	0.3	Monthly
💡 Alternative Beta Strategies in Commodities		Monthly
💡 Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence		Yearly
⭐ An Alternative Three-Factor Model	0.6	Monthly
⭐ An Analysis of Index Option Writing with Monthly and Weekly Rollover	1.2	Monthly
⭐ An Anatomy of Calendar Effects	1	Daily
⭐ An Emerging Markets Analysis of the Piotroski F Score	1.03	Yearly
⭐ An International Analysis of Earnings, Stock Prices and Bond Yields	0.7	Monthly
⭐ An Intraday Trend-Following Trading Strategy on Equity Derivatives in India	0.9	Intraday
⭐ An Update of ‘Loosening Your Collar: Alternative Implementations of QQQ Collars’: Credit Crisis and Out-of-Sample Performance	0.75	Monthly
⭐ Analyst Days, Stock Prices, and Firm Performance	0.59	Daily
💡 Analysts’ Cash Flow Forecasts and the Decline of the Accruals Anomaly	0.35	Yearly
⭐ ANANTA: A Systematic Quantitative FX Trading Strategy	1.7	Intraday
💡 Anomalies Abroad: Beyond Data Mining	0.35	Yearly
⭐ Anomalies Enhanced: A Portfolio Rebalancing Approach	1	Monthly
💡 Anomalous Deal Return Capture: A Cross-Sectional Study of Three Hypothetical Global Merger Risk Arbitrage Portfolios 2000-2016		Daily
⭐ Another Look at Trading Costs and Short-Term Reversal Profits	1.8	Weekly
⭐ Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies	0.6	Daily
⭐ Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements	2.3	Daily
⭐ Are Hedge Funds on the Other Side of the Low-Volatility Trade?	0.7	Monthly
💡 Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market		Monthly
💡 Are Monthly Seasonals Real? A Three Century Perspective		Yearly
💡 Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal Reversals	0.2	Monthly
⭐ Are There Exploitable Trends in Commodity Future Prices?	0.7	Daily
💡 Are Value Strategies Profitable in the Foreign Exchange Market?		Monthly
⭐ Asset Growth and the Cross-Section of Stock Returns	1.2	Yearly
💡 Asset Prices and Google’s Search Data		Weekly
💡 Asset Pricing and Sports Betting	0.5	Monthly
💡 Asset Pricing Anomalies and the Low-Risk Puzzle	0.4	Monthly
💡 Asset Pricing: A Tale of Two Days		Monthly
💡 Asymmetrically Timely Loss Recognition and the Accrual Anomaly	0.4	Yearly
⭐ Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies	0.6	Daily
⭐ Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading	0.8	Monthly
⭐ Basis-momentum	0.9	Monthly
⭐ Behavioral Anomalies in Cryptocurrency Markets	0.8	Weekly
⭐ Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility	1.2	Monthly
💡 Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns		Daily
💡 Benchmarking Commodity Investments		Monthly
⭐ Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly	0.7	Monthly
💡 Best Ideas		Quarterly
⭐ Beta and Size Equity Premia following a High-VIX Threshold	0.5	Monthly
💡 Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly	0.4	Monthly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	0.3	Monthly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	0.3	Monthly
⭐ Beta’em Up: What is Market Beta in FX?	0.65	Monthly
💡 Better than the Original? The Relative Success of Copycat Funds		Quarterly
💡 Betting Against Betting Against Beta	0.4	Monthly
⭐ Betting Against Correlation: Testing Theories of the Low-Risk Effect	0.9	Monthly
⭐ Beyond the Carry Trade: Optimal Currency Portfolios	1.4	Monthly
💡 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns		Weekly
⭐ Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA)	1.6	Monthly
⭐ Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less	1.65	Monthly
💡 Bubble Detection and Sector Trading in Real Time		Monthly
💡 Buffett’s Alpha	0.4	Monthly
⭐ Buy-Side Competition and Momentum Profits	0.6	Monthly
⭐ Calendar Anomalies in Stock Index Futures	1	Daily
⭐ Carry	1.4	Monthly
⭐ Carry and Trend Following Returns in the Foreign Exchange Market	0.8	Monthly
💡 Carry investing on the yield curve		Monthly
⭐ Carry Trade and Systemic Risk: Why are FX Options So Cheap?	0.76	Monthly
💡 Carry Trades and Global Foreign Exchange Volatility	0.5	6 Months
⭐ Carry Trades and Tail Risk of Exchange Rates	0.75	Monthly
💡 Carry Trades and Tail Risk: Evidence from Commodity Markets	0.51	Monthly
⭐ Carry Trades, Order Flow and the Forward Bias Puzzle	0.76	Monthly
⭐ CEO Interviews on CNBC	2.1	Daily
💡 Characteristics of Risk and Return in Risk Arbitrage		Daily
⭐ Chrilly’s Toolbox of Energy Futures Trading	0.8	Monthly
💡 Combining Equity Country Selection Strategies		Monthly
⭐ Commodity Option Implied Volatilities and the Expected Futures Returns	0.7	Monthly
💡 Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia	0.45	Daily
⭐ Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility	0.7	Monthly
💡 Common Patterns of Predictability in the Cross-Section of International Stock Returns	0.4	Monthly
⭐ Common Risk Factors in Currency Markets	0.8	Monthly
💡 Comomentum: Inferring Arbitrage Activity from Return Correlations	0.4	Monthly
💡 Complicated Firms		Monthly
💡 Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage		Daily
💡 Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry		Quarterly
⭐ Corruption, Carry Trades, and the Cross Section of Currency Returns	0.75	Yearly
⭐ Countercyclical Currency Risk Premia	0.65	Monthly
⭐ Covered Calls Uncovered	1.15	Monthly
💡 Covering-Up When the Tide Goes Out? Momentum Seasonality and Investor Preferences		Quarterly
💡 Credit-Informed Tactical Asset Allocation		Daily
⭐ Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities	0.77	Monthly
⭐ Cross-Asset Signals and Time Series Momentum	0.65	Monthly
💡 Cross-Country Composite Momentum	0.48	Monthly
💡 Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds		Daily
⭐ Cross-Sectional and Time-Series Momentum Returns and Market States	0.55	Monthly
💡 Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?		Monthly
💡 Cross-Sectional Factor Dynamics and Momentum Returns	0.5	Monthly
⭐ Cross-Sectional Return Dispersion and Currency Momentum	0.65	Monthly
⭐ Cross-Sectional Seasonalities in International Government Bond Returns	0.55	Monthly
⭐ Cryptoasset Factor Models	0.8	Weekly
⭐ Cryptomarket Discounts	4.2	Daily
⭐ Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia	0.75	Monthly
⭐ Currency Factors	0.65	Monthly
⭐ Currency Management with Style	0.7	Monthly
⭐ Currency Momentum Strategies	0.65	Monthly
⭐ Currency Momentum, Carry Trade, and Market Illiquidity	0.65	Monthly
⭐ Currency Premia and Global Imbalances	0.75	Monthly
💡 Currency Returns in Different Time Zones		Intraday
💡 Currency Strategies and Sovereign Ratings		Monthly
💡 Currency Value		Monthly
⭐ Cycles of Declines and Reversals following Overnight Market Declines	3	Intraday
💡 Days to Cover and Stock Returns		Monthly
⭐ Decomposing Short-Term Return Reversal	1.1	Monthly
⭐ Decomposing the Price-to-Book Ratio	0.5	Yearly
⭐ Deep Learning and the Cross-Section of Expected Returns	1.8	Weekly
💡 Deep Value	0.4	Monthly
💡 Deep Value Investing and Unexplained Returns		Yearly
💡 Demographic Changes, Financial Markets, and the Economy		Yearly
💡 Demography and the Long-Run Predictability of the Stock Market		Yearly
⭐ Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations	1.1	Monthly
⭐ Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space	3.2	Intraday
💡 Determinants of Trader Profits in Futures Markets	0.4	Weekly
⭐ Deviations from Put-Call Parity and Stock Return Predictability	1.25	Weekly
💡 Dispersion Trading in South Africa: An Analysis of Profitability and a Strategy Comparison		Daily
⭐ Dissecting Investment Strategies in the Cross Section and Time Series	0.8	Monthly
⭐ Diversification Effect of Standard and Optimized Carry Trades	0.95	Monthly
⭐ Diversify and Purify Factor Premiums in Equity Markets	0.65	Yearly
💡 Diversity Investing	0.45	Yearly
⭐ Dividend Risk Premia	1.1	Daily
💡 Do Demographic Changes Affect Risk Premiums? Evidence from International Data		Yearly
💡 Do Insider Trades Reflect Superior Knowledge About Future Cash Flow Realizations?		Yearly
💡 Do Momentum and Reversal Strategies Work in Commodity Futures? A Comprehensive Study		Monthly
⭐ Do Momentum and Reversals Coexist?	0.65	Monthly
💡 Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly	0.45	Monthly
💡 Do Style Momentum Strategies Produce Abnormal Returns: Evidence from Index Investing	0.35	Monthly
💡 Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?	0.5	Monthly
💡 Does Debt Explain the Investment Premium?		Yearly
⭐ Does Interest Rate Exposure Explain the Low-Volatility Anomaly?	0.75	Monthly
⭐ Does Revenue Momentum Drive or Ride Earnings or Price Momentum?	1.1	Monthly
💡 Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?		Monthly
⭐ Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios	1.4	Monthly
⭐ Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation	0.81	Monthly
⭐ DRIPs and the Dividend Pay Date Effect	2.4	Daily
💡 Dynamic Commodity Timing Strategies	0.45	Monthly
💡 Dynamic Regime Strategy for Stress Testing and Optimizing Institutional Investor Portfolios		Monthly
⭐ Earnings Acceleration and Stock Returns	1.45	Daily
⭐ Earnings Announcement Premia and the Limits to Arbitrage	0.88	Monthly
💡 Earnings Management and Post-Split Drift		Quarterly
⭐ Earnings Management and the Post-Earnings Announcement Drift	2.5	Daily
💡 Earnings Quality on the Street		Yearly
💡 Earnings Response Elasticity and Post-Earnings-Announcement Drift	0.25	Daily
⭐ Easy Volatility Investing	1.6	Daily
⭐ Economic Momentum and Currency Returns	1.1	Monthly
⭐ Empirical Evidence on the Currency Carry Trade, 1900-2012	0.75	Monthly
⭐ Empirical Investigation of an Equity Pairs Trading Strategy	1.3	Daily
💡 Enhanced Momentum Strategies		Monthly
💡 Equity Anomalies and Idiosyncratic Risk Around the World	0.35	Yearly
💡 Equity Premiums in the Presidential Cycle: the Midterm Election Resolution of Uncertainty	0.5	6 Months
⭐ Equity Tail Risk and Currency Risk Premiums	0.75	Monthly
⭐ Equity Volatility Term Structures and the Cross-Section of Option Returns	0.75	Monthly
💡 Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective		Yearly
💡 ETF Arbitrage, Non-Fundamental Demand, and Return Predictability		Monthly
⭐ ETF Arbitrage: Intraday Evidence	1.7	Intraday
💡 Eureka! A Momentum Strategy that Also Works in Japan		Monthly
⭐ European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return	1.2	Daily
💡 Evaluating Commodity Exposure Opportunities		Monthly
⭐ Evaporating Liquidity	1.8	Weekly
💡 Evolution of Historical Prices in Momentum Investing	0.5	6 Months
⭐ Ex-ante Expectation Errors and the Asset Growth Effect	1.2	Yearly
💡 Expected Investment Growth and the Cross Section of Stock Returns	0.3	Monthly
💡 Expected Skewness and Momentum	0.5	Monthly
💡 Explaining the Pre-Announcement Drift		Daily
💡 Explaining the Recent Failure of Value Investing	0.3	Yearly
💡 Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas		Monthly
⭐ Exploiting Commodity Momentum Along the Futures Curves	0.8	Monthly
⭐ Exploiting Option Information in the Equity Market	0.55	Weekly
💡 Fact, Fiction and Momentum Investing	0.5	Monthly
💡 Fact, Fiction, and the Size Effect	0.3	Yearly
💡 Fact, Fiction, and Value Investing		Yearly
⭐ Factor Based Commodity Investing	0.7	Monthly
⭐ Factor Momentum and the Momentum Factor	0.95	Monthly
💡 Fear of Hazards in Commodity Futures Markets		Weekly
💡 Feasible Momentum Strategies in the US Stock Market		Yearly
⭐ Fight the Fed Model: The Relationship between Stock Market Yields, Bond Market Yields, and Future Returns	0.7	Monthly
💡 Filtered Market Statistics and Technical Trading Rules	0.3	Daily
💡 Finding Consistent Trends with Strong Momentum - RSI for Trend-Following and Momentum Strategies		Daily
⭐ Finding Yield in a 2% World	0.7	Monthly
💡 Firm Complexity and Post-Earnings-Announcement Drift		Quarterly
💡 Firm Expansion and Stock Price Momentum		Monthly
⭐ Firm Fundamental Cycle and Cross-Section of Stock Returns	0.7	Quarterly
💡 Flight to Gold: Extreme Weather Events and Stock Returns		Monthly
💡 Forecasting the Size Premium Over Different Time Horizons	0.4	Monthly
💡 Forecasting the VIX to Improve VIX-Derivatives Trading		Daily
⭐ Foreign Exchange Risk and the Predictability of Carry Trade Returns	0.8	Monthly
⭐ Forward and Spot Exchange Rates in a Multi-Currency World	0.65	Monthly
💡 Fragile Factor Premia	0.3	Yearly
💡 Fraud Detection and Expected Returns		Yearly
⭐ Free Cash Flows and Price Momentum	0.6	Monthly
💡 From Carry Trades to Curvy Trades		Monthly
⭐ Fund and Subportfolio Momentum	0.85	Monthly
⭐ Fundamental Based Market Strategies	0.55	Monthly
💡 Fundamental Strength and Short-Term Return Reversal	0.4	Monthly
⭐ Fundamental Strength and the 52-Week High Anchoring Effect	0.6	6 Months
💡 Fundamentals of Value vs. Growth Investing and an Explanation for the Value Trap		Yearly
💡 Further Evidence on the Strategic Timing of Earnings News: Joint Analysis of Weekdays and Times of Day		Daily
⭐ FX Liquidity Risk and Carry Trade Returns	0.77	Monthly
⭐ Gambling on the S&P 500’s Gold Seal: New Evidence on the Index Effect	0.7	Monthly
⭐ Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach	1.15	Monthly
⭐ Generalized Statistical Arbitrage Concepts and Related Gain Strategies	1.4	Daily
⭐ Geographic Lead-Lag Effects	0.55	Monthly
⭐ Geographic Momentum	0.8	Monthly
⭐ Global Currency Hedging with Common Risk Factors	0.65	Monthly
⭐ Global Equity Correlation in International Markets	0.65	Monthly
⭐ Global Political Risk and Currency Momentum	0.65	Monthly
⭐ Global Return Premiums on Earnings Quality, Value, and Size	0.68	Yearly
⭐ Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes	0.78	Monthly
⭐ Global Tactical Sector Allocation: A Quantitative Approach	0.55	Monthly
💡 Gone Fishin’: Seasonality in Trading Activity and Asset Prices		6 Months
⭐ Good Carry, Bad Carry	0.75	Monthly
💡 Halloween Effect in Developed Stock Markets: A US Perspective		6 Months
⭐ Has Goodwill Accounting Gone Bad?	0.75	Yearly
💡 Has Momentum Lost Its Momentum?	0.48	Monthly
⭐ Healthy… Distress… Default	0.9	Yearly
💡 Herding for Profits: Market Breadth and the Cross-Section of Global Equity Returns		Monthly
⭐ High Accruals Momentum	0.55	Yearly
⭐ How Do Factor Premia Vary Over Time? A Century of Evidence	0.8	Monthly
💡 How Informative Are Insider Trades and Analyst Recommendations?		Yearly
💡 How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements		Quarterly
💡 How Smart Is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs	0.45	Yearly
⭐ How to Time the Commodity Market	1.25	Weekly
💡 ICAPM and the Accruals Anomaly	0.35	Yearly
💡 Identifying Overvalued Equity		Yearly
⭐ Idiosyncratic Momentum in Commodity Futures	0.63	Monthly
💡 Illiquidity and Stock Returns: A Revisit	0.35	Yearly
⭐ Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited	1.1	Yearly
💡 Implementing Momentum: What Have We Learned?	0.5	Monthly
⭐ Importance of Transaction Costs for Asset Allocations in FX Markets	0.95	Monthly
⭐ Improving Pairs Trading	1.25	Daily
💡 In Search of Alpha - Trading on Limited Investor Attention		Weekly
💡 In Short Supply: Short Sellers and Stock Returns	0.35	Yearly
⭐ Index Options Realized Returns Distributions from Passive Investment Strategies	1.3	Monthly
💡 Industry Herding and Momentum		Monthly
⭐ Industry Information and the 52-Week High Effect	0.7	Monthly
💡 Industry Long-Term Return Reversal	0.3	Quarterly
⭐ Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions	0.55	Monthly
⭐ Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs	1.3	Quarterly
⭐ Informed Trading of Out-of-the-Money Options and Market Efficiency	0.6	Weekly
💡 Innovation and Industry Selection	0.25	Monthly
💡 Innovative Efficiency and Stock Returns	0.4	Yearly
💡 Insider Trading and Share Repurchases: Do Insiders and Firms Trade in the Same Direction?		Quarterly
💡 Insider Trading Patterns		Monthly
💡 Institutional Holding, Low Beta and Idiosyncratic Volatility Anomalies	0.4	Monthly
⭐ Institutional Ownership Decomposition and Stock Market Returns	0.5	Quarterly
⭐ International Volatility Arbitrage	1.8	Monthly
⭐ Intraday Market-Wide Ups/Downs and Returns	0.65	Intraday
💡 Intraday Time Series Momentum: Global Evidence and Links to Market Characteristics		Intraday
⭐ Investing in a Multi-Asset Multi-Factor World	0.8	Monthly
💡 Investing in Gold - Market Timing or Buy-and-Hold?		Monthly
💡 Investment Horizon of Shareholders and Post-Earnings-Announcement Drift		Quarterly
💡 Investment-Momentum: A Two-Dimensional Behavioral Strategy		6 Months
💡 Investor Attention, Visual Price Pattern, and Momentum Investing	0.5	6 Months
💡 Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect	0.45	Monthly
💡 Investor Sentiment in News and the Calendar Anomaly – New Evidence from a Large Textual Data		6 Months
⭐ Is Currency Momentum a Hedge for Global Economic Risk?	0.65	Monthly
⭐ Is Daily Pairs Trading of ETF-Stocks Profitable?	1.25	Daily
💡 Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals		Monthly
⭐ Is Idiosyncratic Asymmetry Priced in Commodity Futures?	0.8	Monthly
💡 Is it Time for Popcorn? Daily Box Office Earnings and Aggregate Stock Returns		Daily
💡 Is Money Really ‘Smart’? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence		Quarterly
💡 Is the Accrual Anomaly a Global Anomaly?	0.35	Yearly
💡 Is the Supply Curve for Commodity Futures Contracts Upward Sloping?		Monthly
💡 Is There a Value Premium Among Large Stocks?	0.45	Monthly