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 MarketGranular Information and Sectoral MovementsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification AnalysisDissecting Momentum in China
