Pockets of Factor PricingSophia Zhengzi Li, Peixuan Yuan, Guofu ZhouLast updated on Jan 9, 2024PDFRelatedMomentum and Factor Momentum: A Re-examinationInformation Transmission from Corporate Bonds to the Aggregate Stock MarketRisk Momentum: A New Class of Price PatternsGranular Information and Sectoral MovementsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis
