Latest research
Active fund managers and the rise of Passive investing: Epistemic opportunism in financial markets
Yuval Millo, Crawford Spence and James J. Valentine
New Accounting Standards and the Performance of Quantitative Investors
Travis Dyer, Nicholas M. Guest, Elisha Yu
Trading Volume Shares and Market Quality: Pre- and Post-Zero Commissions
Pankaj K. Jain, Suchi Mishra, Shawn O'Donoghue, Le Zhao
Do Investors Save When Market Makers Pay? Retail Execution Costs Under Payment for Order Flow Models
Samuel Adams, Connor Kasten, Eric K. Kelley
The Best Strategies for Inflationary Times
Henry Neville, Teun Draaisma, Ben Funnell, Campbell R. Harvey, Otto Van Hemert
Value Timing: Risk and Return Across Asset Classes
Fahiz Baba Yara, Martijn Boons, Andrea Tamoni