Latest research
Aggregate Confusion: The Divergence of ESG Ratings
Florian Berg, Julian F. Kölbel, Roberto Rigabon
Value and Interest Rates: Are Rates to Blame for Value’s Torments?
Thomas Maloney, Tobias J. Moskowitz
Is there Momentum in Factor Premia? Evidence from International Equity Markets
Adam Zaremba, Koby Shemer
The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly
Jean-Philippe Bouchard, Stefano Ciliberti, Augustin Landier, Guillaume Simon, David Thesmar