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