Taking Carry Trading Seriously -> papers.ssrn.com/sol3/papers.…

The Common Source of Option Return Anomalies -> papers.ssrn.com/sol3/papers.…

Volatility and Returns to Leveraged ETFs -> papers.ssrn.com/sol3/papers.…

The Factor Structure of 0DTE Option Returns -> papers.ssrn.com/sol3/papers.…

AI and the return of US equity supply -> ninetyone.com/en/insights/ai…

The Wisdom of Crowds in Markets -> morganstanley.com/im/en-pe/i…

Diversification all the Way Down: Multifactor Investing Within Factors, Across Factors and Across Time -> papers.ssrn.com/sol3/papers.…

The Efficacy of Zero-Days-to-Expiration (0DTE) Options Strategies -> papers.ssrn.com/sol3/papers.…

Volatility Disagreement in the Options Market -> papers.ssrn.com/sol3/papers.…

How Naive Learning, Counterfactuals, and Regret Affect the Repurchase of Stocks Previously Sold -> papers.ssrn.com/sol3/papers.…

Generalizing Google’s PageRank to Rank National Football League Teams -> carlmeyer.com/pdfFiles/SASGF…

Investment Base Pairs -> papers.ssrn.com/sol3/papers.…

Betting on the Leverage Effect -> papers.ssrn.com/sol3/papers.…

Winners Glide, Losers Stumble: A Behavioral Reversal Tilt to Momentum -> papers.ssrn.com/sol3/papers.…

Chasing Trends or Chasing Performance -> quantica-capital.com/en/publ…

A Trend Following Deep Dive: Cash (Equities) Is King -> man.com/insights/trend-follo…

Skewness Managed Portfolios -> papers.ssrn.com/sol3/papers.…

The Disappearing Overnight Drift -> libertystreeteconomics.newyo…

A new approach to modeling financial returns: Conditioning sign on magnitude -> sciencedirect.com/science/ar…

Same Risk, Different Price: Dealer Rents in Single-Stock Leveraged ETFs -> papers.ssrn.com/sol3/papers.…