On the Nature of Size EffectCheng Gao, Peixuan YuanLast updated on Jan 17, 2025PDF Image credit: UnsplashRelatedMomentum and Factor Momentum: A Re-examinationIntraday Stock Return Predictability and Machine LearningGranular Information and Sectoral MovementsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification AnalysisDissecting Momentum in China