Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney, Tobias J. Moskowitz
Is there Momentum in Factor Premia? Evidence from International Equity Markets
Adam Zaremba, Koby Shemer
The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly
Jean-Philippe Bouchard, Stefano Ciliberti, Augustin Landier, Guillaume Simon, David Thesmar
Anticipatory Trading Against Distressed Mega Hedge Funds
Vikas Agarwal, George O. Aragon, Vikram K. Nanda, Kelsey D. Wei