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Research Papers Trading Strategies (An Academic Scholarly Database List For Traders)

Last Updated on 10 February, 2024 by Rejaul Karim

We are trying to be the best or leading resource on the internet for research paper trading strategies for all kinds of asset classes. We believe that everyone should have access to high-quality information about trading strategies, regardless of their experience level or budget. That’s why we offer a wide range of resources, including:

  • A comprehensive database of research papers on trading strategies: We have over 500 (and counting) research papers in our database, covering all asset classes and trading styles.
  • Easy-to-understand summaries of research papers: We know that not everyone has the time or expertise to read full research papers. That’s why we provide easy-to-understand summaries of each paper, highlighting the key findings and takeaways.
  • A community of traders: We have a vibrant community of traders who are always willing to share their knowledge and experience. You can ask questions, get feedback on your strategies, and learn from other traders.

Whether you’re a beginner trader or a seasoned professional, we can help you find the best research paper trading strategies for your needs. We are committed to providing our users with the information and tools they need to succeed in the markets.

Leading resource on the internet for research and academic papers

In the world of finance and investment, research papers on trading strategies hold a special place. Academic research papers on trading strategies are a valuable resource for both seasoned investors and newcomers to the financial markets. These scholarly documents provide insights into a wide range of trading techniques, from the fundamental to the technical. We recommend checking out the SSRN website. It contains an enormous amount of scientific research for financial markets.

Academic trading strategies as shown as research papers on Quantified Strategies, are often published in esteemed journals, offer a comprehensive view of the market. They are meticulously crafted through extensive analysis and empirical evidence. In the modern era, access to a database of trading strategies is essential for those seeking to make informed investment decisions.

This database of trading strategies comprises a treasure trove of knowledge, with each strategy rigorously examined and tested. Investors can draw inspiration from these academic research papers on trading strategies to create and refine their own approaches. The beauty of this approach is that it merges the wisdom of experienced traders with the rigor of academic research.

So, whether you’re a seasoned trader or a novice looking to enhance your financial acumen, explore the world of scholarly trading strategies. Dive into academic research papers on trading strategies, and you’ll discover a wealth of information to help you navigate the complex world of finance with confidence.

Stocks And Equities Research Papers Strategies

Short-Term Return Reversals and Intraday Transactions
Trading Costs of Asset Pricing Anomalies
Deep Learning and the Cross-Section of Expected Returns
Another Look at Trading Costs and Short-Term Reversal Profits
ETF Arbitrage: Intraday Evidence
Advertising, Attention, and Stock Returns
Measuring and Trading Volatility on the US Stock Market: A Regime Switching Approach
The Returns and Limits to Relative-Value ETF Arbitrage
Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit
Pairs Trading on International ETFs
Easy Volatility Investing
Earnings Acceleration and Stock Returns
Google Searches and Stock Returns
Share Buybacks and Abnormal Returns
The Relation between Momentum and Drift: Industry-Level Evidence from Equity Real Estate Investment Trusts (REITs)
Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs
Deviations from Put-Call Parity and Stock Return Predictability
Momentum and Turnover: Evidence from the German Stock Market
Price Momentum and Trading Volume
Trading Volume and Momentum: The International Evidence
Momentum Life Cycle around the World and Beyond
Pairs Trading: Performance of a Relative Value Arbitrage Rule
Post Loss/Profit Announcement Drift
Cycles of Declines and Reversals following Overnight Market Declines
Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices

Industry Long-Term Return Reversal Explaine

Night Trading: Lower Risk But Higher Returns?
Earnings Management and the Post-Earnings Announcement Drift
The Dividend Disconnect
DRIPs and the Dividend Pay Date Effect
Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements
CEO Interviews on CNBC
Relief Rallies after FOMC Announcements as a Resolution of Uncertainty
International Volatility Arbitrage
Evaporating Liquidity
Empirical Investigation of an Equity Pairs Trading Strategy
Pairs Trading in the UK Equity Market: Risk and Return
On the Persistence of Cointegration in Pairs Trading
Generalized Statistical Arbitrage Concepts and Related Gain Strategies
Improving Pairs Trading
Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.
On the Determinants of Pairs Trading Profitability
European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return
Is Daily Pairs Trading of ETF-Stocks Profitable?
The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods
Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy
Asset Growth and the Cross-Section of Stock Returns
The Asset Growth Effect in Stock Returns
The Asset Growth Effect: Insights from International Equity Markets
Ex-ante Expectation Errors and the Asset Growth Effect
A Regime-Switching Relative Value Arbitrage Rule
A Pairs Trading Strategy Based on Mixed Copulas
When Two Anomalies Meet: The Post-Earnings Announcement Drift and the Value-Glamour Anomaly
Small-Minus-Big Predicts Betting-Against-Beta: Implications for International Equity Allocation and Market Timing
One-Month Individual Stock Return Reversals and Industry Return Momentum
Dividend Risk Premia
The Term Structure of Returns: Facts and Theory
Anomalies Enhanced: A Portfolio Rebalancing Approach
It Takes Two to Tango: Fundamental Timing in Stock Market
What Goes up Must Not Come Down – Time Series Momentum in Factor Risk Premiums
Short-Term Residual Reversal
Decomposing Short-Term Return Reversal
An Anatomy of Calendar Effects
Calendar Anomalies in Stock Index Futures
The Piotroski F Score in the Australian Market: Performance & Fundamental Drivers
Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited
An Emerging Markets Analysis of the Piotroski F Score
Twin Momentum: Fundamental Trends Matter
Does Revenue Momentum Drive or Ride Earnings or Price Momentum?
A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns
Overnight Return, the Invisible Hand Behind The Intraday Return? A Retrospective
A Survey of Day of the Month Effect in World Stock Markets
When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis
Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns
Momentum and Aggregate Default Risk
Market States and Momentum
Momentum Crash Management
Momentum Trading, Return Chasing and Predictable Crashes
Momentum Crashes
Momentum with Volatility Timing
An Intraday Trend-Following Trading Strategy on Equity Derivatives in India
Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha
Market Timing with Moving Averages
Factor Momentum and the Momentum Factor
Return Chasing and Trend Following: Superficial Similarities Mask Fundamental Differences
Uncovering Trend Rules
Trend-Following Strategies for Tail-Risk Hedging and Alpha Generation
Betting Against Correlation: Testing Theories of the Low-Risk Effect
Strategies Can Be Expensive Too! The Value Spread and Asset Allocation in Global Equity Markets
Healthy… Distress… Default
Earnings Announcement Premia and the Limits to Arbitrage
The Earnings Announcement Premium Around the Globe
The January Seasonality and the Performance of Country-Level Value and Momentum Strategies
Momentum, Contrarian, and the January Seasonality
Fund and Subportfolio Momentum
Size Matters Everywhere: Decomposing the Small Country and Small Industry Premia
Stock Returns Over the FOMC Cycle
Overnight Returns, Daytime Reversals, and Future Stock Returns
Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading
Geographic Momentum
Striking Oil: Another Puzzle?
Return Predictability Revisited
The Many Colours of CAPE
The 52-Week High, Momentum, and Predicting Mutual Fund Returns
Mutual Fund Investor Learning and the Economic Cost of Seeking Alpha
Speculation Sentiment
Return Predictability and Market-Timing: A One-Month Model
Option Returns and Volatility Mispricing
Equity Volatility Term Structures and the Cross-Section of Option Returns
Slow Trading and Stock Return Predictability
Has Goodwill Accounting Gone Bad?
Low Risk Stocks Outperform within All Observable Markets of the World
The Volatility Effect: Lower Risk Without Lower Return
The Value of Low Volatility
Low Volatility Needs Little Trading
The Profitability of Low Volatility
Are Hedge Funds on the Other Side of the Low-Volatility Trade?
Low Risk Anomaly Everywhere – Evidence from Equity Sectors
The Volatility Effect Revisited
Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios
The Long and Short of the Vol Anomaly
Trend Momentum II: Driving Forces of Low Volatility and Momentum
Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the ‘Low Volatility’ Anomaly
Does Interest Rate Exposure Explain the Low-Volatility Anomaly?
Why the Low Volatility Anomaly Will Persist
Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly
The Low-Volatility Anomaly: Market Evidence on Systematic Risk versus Mispricing
The Dividend Month Premium
A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?
The 52-Week High Momentum Strategy in International Stock Markets
Industry Information and the 52-Week High Effect
US Sector Rotation with Five-Factor Fama-French Alphas
Firm Fundamental Cycle and Cross-Section of Stock Returns
The Option to Stock Volume Ratio and Future Returns
Risk-Managed 52-Week High Industry Momentum, Momentum Crashes, and Hedging Macroeconomic Risk
Volatility Weighting Applied to Momentum Strategies
Risk-Managed Industry Momentum and Momentum Crashes
The Conservative Formula: Quantitative Investing Made Easy
Trend Factor in China: The Role of Large Individual Trading
The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly
Quality Minus Junk
VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy
Diversify and Purify Factor Premiums in Equity Markets
The Capacity of Trading Strategies
Global Return Premiums on Earnings Quality, Value, and Size
The Best Strategies for the Worst Crises
Taming Momentum Crashes: A Simple Stop-Loss Strategy
Time-Varying Sharpe Ratios and Market Timing
Short-Term Momentum and Reversals in Large Stocks
Do Momentum and Reversals Coexist?
Abnormal Trading Volume and the Cross-Section of Stock Returns
Intraday Market-Wide Ups/Downs and Returns
Losers Win, Winners Lose: Evidence Against Market Efficiency
Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability
Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies
An Alternative Three-Factor Model
Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies
Momentum Turning Points
The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity
Stock Market Returns and Shipping Freight Market Information: Yet Another Puzzle!
Payday Anomaly
Analyst Days, Stock Prices, and Firm Performance
Percent Accruals
Free Cash Flows and Price Momentum
Buy-Side Competition and Momentum Profits
Informed Trading of Out-of-the-Money Options and Market Efficiency
Geographic Lead-Lag Effects
Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis
Fundamental Based Market Strategies
Technical, Fundamental, and Combined Information for Separating Winners from Losers
Cross-Sectional and Time-Series Momentum Returns and Market States
Absolute Strength: Exploring Momentum in Stock Returns
Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions
High Accruals Momentum
Exploiting Option Information in the Equity Market
Beta and Size Equity Premia following a High-VIX Threshold
What Does Stock Ownership Breadth Measure?
Institutional Ownership Decomposition and Stock Market Returns
The Optimism Cycle: Sell in May
The Halloween Effect in US Sectors
The Halloween Effect in US Sectors: Comment
Global Tactical Sector Allocation: A Quantitative Approach
The Optimal Use of Return Predictability: An Empirical Analysis
The Price of Commodity Risk in Stock and Futures Markets
Lame-Duck CEOs
Profitable Price Impact: The Case of Convertible Bond Arbitrage
The Vanishing Abnormal Returns of Momentum Strategies and ‘Front-Running’ Momentum Strategies
Momentum Has Its Moments
Momentum, Risk, and Underreaction
The Role of Shorting, Firm Size, and Time on Market Anomalies
Low-Cost Momentum Strategies
Momentum and Funding Conditions
Sources of Momentum Returns: A Decomposition of the Explained and the Unexplained Risk Factors
Cross-Sectional Factor Dynamics and Momentum Returns
Momentum in Imperial Russia
Trading Strategies Based on Past Returns – Evidence from Germany
Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?
Has Momentum Lost Its Momentum?
Size and Momentum Profitability in International Stock Markets
Cross-Country Composite Momentum
Unraveling Momentum’s Moments
Fact, Fiction and Momentum Investing
Size, Value, and Momentum in Developed Country Equity Returns: Macroeconomic and Liquidity Exposures
Implementing Momentum: What Have We Learned?
Optimization of Equity Momentum: (How) Does it Work?
Overcoming Arbitrage Limits: Option Trading and Momentum Returns
Mandelbrot Market-Model and Momentum
Over or Under? Momentum, Idiosyncratic Volatility and Overreaction
Asset Pricing and Sports Betting
Short-term Momentum
Trend Salience, Investor Behaviors and Momentum Profitability
The Formation Process of Winners and Losers in Momentum Investing
The Acceleration Effect and Gamma Factor in Asset Pricing
Evolution of Historical Prices in Momentum Investing
Investor Attention, Visual Price Pattern, and Momentum Investing
Persistency of the Momentum Effect
A Critique of Momentum Anomalies
Equity Premiums in the Presidential Cycle: the Midterm Election Resolution of Uncertainty
Measuring Skewness Premia
Risk Neutral Skewness Predicts Price Rebounds and so can Improve Momentum Performance
Expected Skewness and Momentum
Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect
Stock Return Predictability and Seasonality
What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?
Diversity Investing
Is There a Value Premium Among Large Stocks?
Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns
Market Timing with Aggregate and Idiosyncratic Stock Volatilities
Moving Average Distance as a Predictor of Equity Returns
Asset Pricing Anomalies and the Low-Risk Puzzle
Low Risk Anomalies?
The Betting Against Beta Anomaly: Fact or Fiction?
Buffett’s Alpha
Betting Against Betting Against Beta
Low-Risk Investing Without Industry Bets
Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly
The Pollution Premium
The Risk Anomaly Tradeoff of Leverage
Looking Under the Hood: What Does Quantile Regression Tell Us About the Low-Beta Anomaly?
Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly
Modern Portfolio Theory as Applied to REITs
How Smart Is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs
Overreaction and the Cross-Section of Returns: International Evidence
Long-Term Return Reversal: Evidence from International Market Indices
A Lottery Demand-Based Explanation of the Beta Anomaly
Innovative Efficiency and Stock Returns
Fundamental Strength and Short-Term Return Reversal
Predictable Dynamics in the Small Stock Premium
Forecasting the Size Premium Over Different Time Horizons
When Low Beats High: Riding the Sales Seasonality Premium
Seasonality in the Cross-Section of Expected Stock Returns
Common Patterns of Predictability in the Cross-Section of International Stock Returns
Mood Beta and Seasonalities in Stock Returns
Deep Value
Value Return Predictability Across Asset Classes and Commonalities in Risk Premia
Liquidity Risk After 20 Years
Illiquidity and Stock Returns: A Revisit
Liquidity as an Investment Style
Alpha Momentum and Price Momentum
Residual Momentum and Reversal Strategies Revisited
The Persistence of the Accruals Anomaly
Is the Accrual Anomaly a Global Anomaly?
The Accrual Anomaly
Asymmetrically Timely Loss Recognition and the Accrual Anomaly
ICAPM and the Accruals Anomaly
In Short Supply: Short Sellers and Stock Returns
There are Two Very Different Accruals Anomalies
Analysts’ Cash Flow Forecasts and the Decline of the Accruals Anomaly
Anomalies Abroad: Beyond Data Mining
Equity Anomalies and Idiosyncratic Risk Around the World
Liquidity Style of Mutual Funds
Using Style Index Momentum to Generate Alpha
Do Style Momentum Strategies Produce Abnormal Returns: Evidence from Index Investing
Skewness, Individual investor preference, and the Cross-Section of Stock Returns
The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha
Beta-Arbitrage Strategies: When Do They Work, and Why?
Time-Varying Leverage Demand and Predictability of Betting-Against-Beta
Beta-Arbitrage Strategies: When Do They Work, and Why?
Filtered Market Statistics and Technical Trading Rules
Leverage As A Weapon of Mass Shareholder-Value Destruction; Another Look at the Low-Beta Anomaly
Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes
Fact, Fiction, and the Size Effect
The Size Effect Continues to be Relevant When Estimating the Cost of Capital
Micro Uncertainty and Asset Prices
The Size Premium As a Lottery
Industry Long-Term Return Reversal
Explaining the Recent Failure of Value Investing
Value Investing: Smart Beta vs. Style Indices
Expected Investment Growth and the Cross Section of Stock Returns

Commodities Research Papers Strategies

The Poverty of Academic Finance Research: Spread Trading Strategies in the Crude Oil Futures Market
Overnight-Intraday Reversal Everywhere
What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements
Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence
Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
Exploiting Commodity Momentum Along the Futures Curves
Chrilly’s Toolbox of Energy Futures Trading
Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation
Is Idiosyncratic Asymmetry Priced in Commodity Futures?
The Skewness of Commodity Futures Returns
Modeling, Forecasting and Trading the Crude Oil Term Structure
Are There Exploitable Trends in Commodity Future Prices?
Commodity Option Implied Volatilities and the Expected Futures Returns
Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility
Factor Based Commodity Investing
Idiosyncratic Momentum in Commodity Futures
The Tactical and Strategic Value of Commodity Futures
The Fundamentals of Commodity Futures Returns
Predicting Commodity-Futures Basis Factor Return by Basis Spread
Carry Trades and Tail Risk: Evidence from Commodity Markets
Structural Properties of Commodity Futures Term Structures and Their Implications for Basic Trading Strategies
Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia
Dynamic Commodity Timing Strategies
Determinants of Trader Profits in Futures Markets
Multi-Asset Seasonality and Trend-Following Strategies
Speculative Pressure
The Rank Effect for Commodities
What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?
The Seasonality of Gold – The Autumn Effect
Flight to Gold: Extreme Weather Events and Stock Returns
Investing in Gold – Market Timing or Buy-and-Hold?
Political Uncertainty and Commodity Markets
Momentum Strategies in Commodity Futures Markets
Tactical Asset Allocation to Gold
Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals
Strategic Allocation to Commodity Factor Premiums
Benchmarking Commodity Investments
Fear of Hazards in Commodity Futures Markets
Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?
Understanding the Sources of Risk Underlying the Cross-Section of Commodity Returns
Two Centuries of Commodity Futures Premia: Momentum, Value and Basis
Do Momentum and Reversal Strategies Work in Commodity Futures? A Comprehensive Study
Is the Supply Curve for Commodity Futures Contracts Upward Sloping?
Alternative Beta Strategies in Commodities
Technical Analysis, Spread Trading and Data Snooping Control
Evaluating Commodity Exposure Opportunities
Dynamic Regime Strategy for Stress Testing and Optimizing Institutional Investor Portfolios
Strategies Based on Momentum and Term Structure in Financialized Commodity Markets
Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?

Cryptocurrencies Research Papers Strategies

The Cross-Section of Cryptocurrency Returns
Cryptomarket Discounts
‘Know When to Hodl ’Em, Know When to Fodl ’Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space
Trading volume and liquidity provision in cryptocurrency markets
Cryptoasset Factor Models
Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia
Momentum Effects in the Cryptocurrency Market after One-Day Abnormal Returns
Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage
Learning and Predictability via Technical Analysis: Evidence from Bitcoin and Stocks with Hard-to-Value Fundamentals
Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns
Technical Analysis and Cryptocurrencies

Bond (Treasury) Research Papers Strategies

Trading ahead of Treasury auctions
Term Premium in Interest Rate Futures
Finding Yield in a 2% World
The Effect of Treasury Auctions on 10-Year Treasury Note Futures
Carry investing on the yield curve
Predictable End-of-Month Treasury Returns

Currencies (FX) Research Papers Strategies

Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space
ANANTA: A Systematic Quantitative FX Trading Strategy
Beyond the Carry Trade: Optimal Currency Portfolios
A Low-Risk Strategy Based on Higher Moments in Currency Markets
Economic Momentum and Currency Returns
Using Option-Implied Information to Improve Currency Carry Trade Profits
Optimal and Naive Diversification in Currency Markets
Importance of Transaction Costs for Asset Allocations in FX Markets
Market Timing and Predictability in FX Markets
Diversification Effect of Standard and Optimized Carry Trades
Monetary Policy and Currency Returns: The Foresight Saga
The Dollar Ahead of FOMC Target Rate Changes
Safe Haven Currencies: A Portfolio Perspective
Predictability of Currency Carry Trades and Asset Pricing Implications
A Credit-Based Theory of the Currency Risk Premium
Foreign Exchange Risk and the Predictability of Carry Trade Returns
Empirical Evidence on the Currency Carry Trade, 1900-2012
Common Risk Factors in Currency Markets
Standard and optimized carry trades
Carry Trade and Systemic Risk: Why are FX Options So Cheap?
FX Liquidity Risk and Carry Trade Returns
Currency Premia and Global Imbalances
Carry and Trend Following Returns in the Foreign Exchange Market
Good Carry, Bad Carry
Pricing Risks across Currency Denominations
Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities
Off the Golden Fetters: Examining Interwar Carry Trade and Momentum
The Carry Trade: Risks and Drawdowns
The Term Structure of Currency Carry Trade Risk Premia
Carry Trades and Tail Risk of Exchange Rates
Carry Trades, Order Flow and the Forward Bias Puzzle
Price Overreactions in the Forex and Trading Strategies
A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle
Equity Tail Risk and Currency Risk Premiums
Corruption, Carry Trades, and the Cross Section of Currency Returns
Countercyclical Currency Risk Premia
Forward and Spot Exchange Rates in a Multi-Currency World
US Dollar Carry Trades in the Era of ‘Cheap Money’
Global Currency Hedging with Common Risk Factors
Option-Implied Currency Risk Premia
Is Currency Momentum a Hedge for Global Economic Risk?
Systematic Intervention and Currency Risk Premia
Beta’em Up: What is Market Beta in FX?
Currency Momentum, Carry Trade, and Market Illiquidity
Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)
Global Political Risk and Currency Momentum
US Fiscal Cycle and the Dollar
Currency Management with Style
Currency Factors
Global Equity Correlation in International Markets
Cross-Sectional Return Dispersion and Currency Momentum
Currency Momentum Strategies
A New Look at Currency Investing
Yield Curve Predictors of Foreign Exchange Returns
A Multi-Strategy Approach to Trading Foreign Exchange Futures
Carry Trades and Global Foreign Exchange Volatility
Volatility Risk Premia and Exchange Rate Predictability
Is There Momentum or Reversal in Weekly Currency Returns?
Currency Strategies and Sovereign Ratings
The Elusive Quest for Preserved Quantities in Financial Time Series: Making a Case for Intraday Trading Strategies
Currency Value
Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market
From Carry Trades to Curvy Trades
Currency Returns in Different Time Zones
Momentum and Trend Following Trading Strategies for Currencies Revisited – Combining Academia and Industry
Are Value Strategies Profitable in the Foreign Exchange Market?

Options Research Papers Strategies

The Timing of Option Returns
The Favorite/Long-Shot Bias in S&P 500 and Ftse 100 Index Futures Options: The Return to Bets and the Cost of Insurance
Understanding ETNs on VIX Futures
An Update of ‘Loosening Your Collar: Alternative Implementations of QQQ Collars’: Credit Crisis and Out-of-Sample Performance
Volatility Spreads and Earnings Announcement Returns
A Study in Portfolio Diversification Using VIX Options
Trading the Patience of Mrs. Yellen. A Short Vix-Futures Strategy for FOMC Announcement Days.
The Cost of Capital for Alternative Investments

Psychology And Health Research Papers

Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors


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