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Value Investing: An Examination of the 1,000 Largest Firms
Cross-Asset Signals and Time-Series Momentum
How large is the tracking error created by trend following?
What to Do When Alpha Becomes Beta
How ESG Affects Valuation, Risk, and Performance
Are Early Stage Investors Biased Against Women?
Can Anomalies Survive Insider Disagreements
Quality: Independent attributes or a real factor?
Liquidity might be a better proxy for Size in equity markets
The Quality Factor—What Exactly Is It?
Momentum, Quality, and R Code
News Sentiment and Bonds
Academic literature has documented a news sentiment effect on equities.