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Name	Sharpe Ratio	Period of Rebalancing
⭐ Post Loss/Profit Announcement Drift	4.4	Daily
⭐ Cryptomarket Discounts	4.2	Daily
⭐ The Cross-Section of Cryptocurrency Returns	4.1	Daily
⭐ Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space	3.2	Intraday
⭐ Cycles of Declines and Reversals following Overnight Market Declines	3	Intraday
⭐ Profitable Mean Reversion after Large Price Drops: A Story of Day and Night in the S&P 500, 400 Mid Cap and 600 Small Cap Indices	3	Intraday
⭐ ‘Know When to Hodl ’Em, Know When to Fodl ’Em’: An Investigation of Factor Based Investing in the Cryptocurrency Space	2.9	Weekly
⭐ The Timing of Option Returns	2.81	Daily
⭐ Media and Google: The Impact of Information Supply and Demand on Stock Returns	2.8	Monthly
⭐ Trading volume and liquidity provision in cryptocurrency markets	2.7	Daily
⭐ Night Trading: Lower Risk But Higher Returns?	2.6	Daily
⭐ Earnings Management and the Post-Earnings Announcement Drift	2.5	Daily
⭐ The Dividend Disconnect	2.4	Daily
⭐ DRIPs and the Dividend Pay Date Effect	2.4	Daily
⭐ Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements	2.3	Daily
⭐ CEO Interviews on CNBC	2.1	Daily
⭐ Relief Rallies after FOMC Announcements as a Resolution of Uncertainty	2.1	Intraday
⭐ Evaporating Liquidity	1.8	Weekly
⭐ International Volatility Arbitrage	1.8	Monthly
⭐ Short-Term Return Reversals and Intraday Transactions	1.8	Weekly
⭐ Trading Costs of Asset Pricing Anomalies	1.8	Weekly
⭐ Deep Learning and the Cross-Section of Expected Returns	1.8	Weekly
⭐ Another Look at Trading Costs and Short-Term Reversal Profits	1.8	Weekly
⭐ ETF Arbitrage: Intraday Evidence	1.7	Intraday
⭐ Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit	1.7	Daily
⭐ Advertising, Attention, and Stock Returns	1.7	6 Months
⭐ ANANTA: A Systematic Quantitative FX Trading Strategy	1.7	Intraday
⭐ Measuring and Trading Volatility on the US Stock Market: A Regime Switching Approach	1.66	Daily
⭐ VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy	1.66	Daily
⭐ Pairs Trading on International ETFs	1.65	Daily
⭐ Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less	1.65	Monthly
⭐ The Poverty of Academic Finance Research: Spread Trading Strategies in the Crude Oil Futures Market	1.64	Daily
⭐ The Returns and Limits to Relative-Value ETF Arbitrage	1.6	Daily
⭐ Adaptive Asset Allocation: A Primer	1.6	Monthly
⭐ Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA)	1.6	Monthly
⭐ Momentum and Markowitz: A Golden Combination	1.6	Monthly
⭐ Momentum, Markowitz, and Smart Beta: A Tactical, Analytical and Practical Look at Modern Portfolio Theory	1.6	Monthly
⭐ Easy Volatility Investing	1.6	Daily
⭐ Overnight-Intraday Reversal Everywhere	1.45	Intraday
⭐ Earnings Acceleration and Stock Returns	1.45	Daily
⭐ Beyond the Carry Trade: Optimal Currency Portfolios	1.4	Monthly
⭐ Generalized Statistical Arbitrage Concepts and Related Gain Strategies	1.4	Daily
⭐ A Low-Risk Strategy Based on Higher Moments in Currency Markets	1.4	Monthly
⭐ Optimising Cross-Asset Carry	1.4	Monthly
⭐ Carry	1.4	Monthly
⭐ Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios	1.4	Monthly
⭐ Share Buybacks and Abnormal Returns	1.35	Daily
⭐ The Relation between Momentum and Drift: Industry-Level Evidence from Equity Real Estate Investment Trusts (REITs)	1.34	Quarterly
⭐ The Term Structure of Returns: Facts and Theory	1.31	Daily
⭐ The Returns to Carry and Momentum Strategies	1.31	Monthly
⭐ Index Options Realized Returns Distributions from Passive Investment Strategies	1.3	Monthly
⭐ Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs	1.3	Quarterly
⭐ Supercointegrated	1.3	Daily
⭐ Empirical Investigation of an Equity Pairs Trading Strategy	1.3	Daily
⭐ The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods	1.3	Daily
⭐ Deviations from Put-Call Parity and Stock Return Predictability	1.25	Weekly
⭐ Twin Momentum: Fundamental Trends Matter	1.25	Monthly
⭐ How to Time the Commodity Market	1.25	Weekly
⭐ Improving Pairs Trading	1.25	Daily
⭐ Is Daily Pairs Trading of ETF-Stocks Profitable?	1.25	Daily
⭐ Momentum and Turnover: Evidence from the German Stock Market	1.2	Monthly
⭐ Price Momentum and Trading Volume	1.2	Monthly
⭐ Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility	1.2	Monthly
⭐ Trading Volume and Momentum: The International Evidence	1.2	Monthly
⭐ Option Pricing Methods in the City of London during the Late 19th Century	1.2	Monthly
⭐ Momentum Life Cycle around the World and Beyond	1.2	Monthly
⭐ An Analysis of Index Option Writing with Monthly and Weekly Rollover	1.2	Monthly
⭐ Asset Growth and the Cross-Section of Stock Returns	1.2	Yearly
⭐ The Asset Growth Effect: Insights from International Equity Markets	1.2	Yearly
⭐ The Asset Growth Effect in Stock Returns	1.2	Yearly
⭐ Ex-ante Expectation Errors and the Asset Growth Effect	1.2	Yearly
⭐ It Takes Two to Tango: Fundamental Timing in Stock Market	1.2	Monthly
⭐ Pairs Trading: Performance of a Relative Value Arbitrage Rule	1.2	Daily
⭐ Pairs Trading in the UK Equity Market: Risk and Return	1.2	Daily
⭐ Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.	1.2	Daily
⭐ European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return	1.2	Daily
⭐ A Regime-Switching Relative Value Arbitrage Rule	1.2	Daily
⭐ On the Persistence of Cointegration in Pairs Trading	1.2	Daily
⭐ On the Determinants of Pairs Trading Profitability	1.2	Daily
⭐ Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy	1.2	Daily
⭐ A Pairs Trading Strategy Based on Mixed Copulas	1.2	Daily
⭐ The Turn-of-the-Month-Effect: Evidence from Periodic Generalized Autoregressive Conditional Heteroskedasticity (PGARCH) Model	1.2	Daily
⭐ Time series reversal in trend-following strategies	1.17	Monthly
⭐ Still Not Cheap: Portfolio Protection in Calm Markets	1.16	Monthly
⭐ Is There Money to Be Made Investing in Options? A Historical Perspective	1.15	Monthly
⭐ The Price of Market Volatility Risk	1.15	Monthly
⭐ Option-Based Equity Strategies	1.15	Monthly
⭐ Covered Calls Uncovered	1.15	Monthly
⭐ Small-Minus-Big Predicts Betting-Against-Beta: Implications for International Equity Allocation and Market Timing	1.15	Monthly
⭐ When Two Anomalies Meet: The Post-Earnings Announcement Drift and the Value-Glamour Anomaly	1.15	Quarterly
⭐ Risk Premia Harvesting Through Dual Momentum	1.15	Monthly
⭐ Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach	1.15	Monthly
⭐ Momentum Strategies for the ETF-Based Portfolios	1.15	Monthly
⭐ Relative Strength Strategies for Investing	1.15	Monthly
⭐ The Performance of Equity Index Option Strategy Returns During the Financial Crisis	1.14	Monthly
⭐ Understanding ETNs on VIX Futures	1.13	Daily
⭐ Which Index Options Should You Sell?	1.13	Monthly
⭐ Trends Everywhere	1.13	Monthly
⭐ Trend Following: Equity and Bond Crisis Alpha	1.11	Monthly
⭐ One-Month Individual Stock Return Reversals and Industry Return Momentum	1.1	Monthly
⭐ When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis	1.1	Monthly
⭐ The Favorite/Long-Shot Bias in S&P 500 and Ftse 100 Index Futures Options: The Return to Bets and the Cost of Insurance	1.1	Monthly
⭐ The Piotroski F Score in the Australian Market: Performance & Fundamental Drivers	1.1	Yearly
⭐ Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited	1.1	Yearly
⭐ Does Revenue Momentum Drive or Ride Earnings or Price Momentum?	1.1	Monthly
⭐ What Goes up Must Not Come Down - Time Series Momentum in Factor Risk Premiums	1.1	Monthly
⭐ Decomposing Short-Term Return Reversal	1.1	Monthly
⭐ Time-Series Momentum: Is It There?	1.1	Monthly
⭐ Understanding the Momentum Risk Premium: An In-Depth Journey Through Trend-Following Strategies	1.1	Monthly
⭐ Trend-Following, Risk-Parity and the Influence of Correlations	1.1	Monthly
⭐ Time-Series Momentum in the Chinese Commodity Futures Market	1.1	Monthly
⭐ Risk Adjusted Time Series Momentum	1.1	Monthly
⭐ A Century of Evidence on Trend-Following Investing	1.1	Monthly
⭐ Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations	1.1	Monthly
⭐ Dividend Risk Premia	1.1	Daily
⭐ Using Option-Implied Information to Improve Currency Carry Trade Profits	1.1	Monthly
⭐ The Search for Crisis Alpha: Weathering the Storm Using Relative Momentum	1.1	Monthly
⭐ Economic Momentum and Currency Returns	1.1	Monthly
⭐ Which Trend Is Your Friend?	1.07	Monthly
⭐ The Trend Is Your Friend: Time-Series Momentum Strategies Across Equity and Commodity Markets	1.06	Monthly
⭐ Momentum Strategies in Futures Markets and Trend-following Funds	1.05	Monthly
⭐ An Emerging Markets Analysis of the Piotroski F Score	1.03	Yearly
⭐ Market States and Momentum	1.01	Monthly
⭐ Anomalies Enhanced: A Portfolio Rebalancing Approach	1	Monthly
⭐ Short-Term Residual Reversal	1	Monthly
⭐ A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns	1	Monthly
⭐ A Theory of Technical Trading Using Moving Averages	1	Monthly
⭐ Overnight Return, the Invisible Hand Behind The Intraday Return? A Retrospective	1	Intraday
⭐ A Survey of Day of the Month Effect in World Stock Markets	1	Daily
⭐ An Anatomy of Calendar Effects	1	Daily
⭐ Calendar Anomalies in Stock Index Futures	1	Daily
⭐ Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns	0.99	Monthly
⭐ Momentum and Aggregate Default Risk	0.99	Monthly
⭐ Monetary Policy and Currency Returns: The Foresight Saga	0.99	Daily
⭐ Momentum Crash Management	0.98	Monthly
⭐ Trend-Following Strategies for Tail-Risk Hedging and Alpha Generation	0.96	Monthly
⭐ Factor Momentum and the Momentum Factor	0.95	Monthly
⭐ Market Timing with Moving Averages	0.95	Monthly
⭐ Market Timing with Moving Averages	0.95	Monthly
⭐ Return Chasing and Trend Following: Superficial Similarities Mask Fundamental Differences	0.95	Monthly
⭐ Momentum Crashes	0.95	Monthly
⭐ Momentum Trading, Return Chasing and Predictable Crashes	0.95	Monthly
⭐ Momentum with Volatility Timing	0.95	Monthly
⭐ Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha	0.95	Monthly
⭐ Return Signal Momentum	0.95	Monthly
⭐ Market Timing and Predictability in FX Markets	0.95	Monthly
⭐ Importance of Transaction Costs for Asset Allocations in FX Markets	0.95	Monthly
⭐ Diversification Effect of Standard and Optimized Carry Trades	0.95	Monthly
⭐ The Dollar Ahead of FOMC Target Rate Changes	0.95	Daily
⭐ Strategies Can Be Expensive Too! The Value Spread and Asset Allocation in Global Equity Markets	0.95	Monthly
⭐ Uncovering Trend Rules	0.93	Monthly
⭐ The Earnings Announcement Premium Around the Globe	0.91	Monthly
⭐ Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?	0.9	Daily
⭐ Basis-momentum	0.9	Monthly
⭐ Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps (CDS)	0.9	Yearly
⭐ Healthy… Distress… Default	0.9	Yearly
⭐ Betting Against Correlation: Testing Theories of the Low-Risk Effect	0.9	Monthly
⭐ An Intraday Trend-Following Trading Strategy on Equity Derivatives in India	0.9	Intraday
⭐ Optimal and Naive Diversification in Currency Markets	0.9	Monthly
⭐ Earnings Announcement Premia and the Limits to Arbitrage	0.88	Monthly
⭐ The January Seasonality and the Performance of Country-Level Value and Momentum Strategies	0.87	Monthly
⭐ Fund and Subportfolio Momentum	0.85	Monthly
⭐ Long-Run Reversal in Commodity Returns: Insights from Seven Centuries of Evidence	0.85	Yearly
⭐ Size Matters Everywhere: Decomposing the Small Country and Small Industry Premia	0.85	Monthly
⭐ Lumber: Worth Its Weight in Gold Offense and Defense in Active Portfolio Management	0.85	Weekly
⭐ Predictability of Currency Carry Trades and Asset Pricing Implications	0.85	Monthly
⭐ Stock Returns Over the FOMC Cycle	0.85	Weekly
⭐ Momentum, Contrarian, and the January Seasonality	0.85	Monthly
⭐ Safe Haven Currencies: A Portfolio Perspective	0.85	Monthly
⭐ Overnight Returns, Daytime Reversals, and Future Stock Returns	0.85	Monthly
⭐ What Drives Informed Trading Before Public Releases? Evidence from Natural Gas Inventory Announcements	0.84	Intraday
⭐ Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation	0.81	Monthly
⭐ Exploiting Commodity Momentum Along the Futures Curves	0.8	Monthly
⭐ Chrilly’s Toolbox of Energy Futures Trading	0.8	Monthly
⭐ Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading	0.8	Monthly
⭐ Geographic Momentum	0.8	Monthly
⭐ Return Predictability Revisited	0.8	Monthly
⭐ Dissecting Investment Strategies in the Cross Section and Time Series	0.8	Monthly
⭐ How Do Factor Premia Vary Over Time? A Century of Evidence	0.8	Monthly
⭐ A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes	0.8	Monthly
⭐ Investing in a Multi-Asset Multi-Factor World	0.8	Monthly
⭐ Striking Oil: Another Puzzle?	0.8	Monthly
⭐ Paired-Switching for Tactical Portfolio Allocation	0.8	Quarterly
⭐ Protective Asset Allocation (PAA): A Simple Momentum-Based Alternative for Term Deposits	0.8	Monthly
⭐ Is Idiosyncratic Asymmetry Priced in Commodity Futures?	0.8	Monthly
⭐ Foreign Exchange Risk and the Predictability of Carry Trade Returns	0.8	Monthly
⭐ Common Risk Factors in Currency Markets	0.8	Monthly
⭐ Carry and Trend Following Returns in the Foreign Exchange Market	0.8	Monthly
⭐ Cryptoasset Factor Models	0.8	Weekly
⭐ Behavioral Anomalies in Cryptocurrency Markets	0.8	Weekly
⭐ Trading ahead of Treasury auctions	0.8	Daily
⭐ The Effect of Treasury Auctions on 10-Year Treasury Note Futures	0.8	Daily
⭐ A Credit-Based Theory of the Currency Risk Premium	0.8	Monthly
⭐ Trend Following with Momentum Versus Moving Average: A Tale of Differences	0.79	Quarterly
⭐ The Many Colours of CAPE	0.78	Monthly
⭐ The Rehabilitation of Glidepath Investing	0.78	Quarterly
⭐ Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes	0.78	Monthly
⭐ The Skewness of Commodity Futures Returns	0.78	Monthly
⭐ Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals	0.77	Monthly
⭐ The 52-Week High, Momentum, and Predicting Mutual Fund Returns	0.77	Quarterly
⭐ Value and Momentum Everywhere	0.77	Monthly
⭐ The Term Structure of Currency Carry Trade Risk Premia	0.77	Monthly
⭐ The Carry Trade: Risks and Drawdowns	0.77	Monthly
⭐ FX Liquidity Risk and Carry Trade Returns	0.77	Monthly
⭐ Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities	0.77	Monthly
⭐ Carry Trade and Systemic Risk: Why are FX Options So Cheap?	0.76	Monthly
⭐ Off the Golden Fetters: Examining Interwar Carry Trade and Momentum	0.76	Monthly
⭐ Carry Trades, Order Flow and the Forward Bias Puzzle	0.76	Monthly
⭐ Option Returns and Volatility Mispricing	0.75	Monthly
⭐ Mutual Fund Investor Learning and the Economic Cost of Seeking Alpha	0.75	Quarterly
⭐ Equity Volatility Term Structures and the Cross-Section of Option Returns	0.75	Monthly
⭐ Speculation Sentiment	0.75	Monthly
⭐ Has Goodwill Accounting Gone Bad?	0.75	Yearly
⭐ Return Predictability and Market-Timing: A One-Month Model	0.75	Monthly
⭐ An Update of ‘Loosening Your Collar: Alternative Implementations of QQQ Collars’: Credit Crisis and Out-of-Sample Performance	0.75	Monthly
⭐ Low Risk Stocks Outperform within All Observable Markets of the World	0.75	Monthly
⭐ Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the ‘Low Volatility’ Anomaly	0.75	Monthly
⭐ Does Interest Rate Exposure Explain the Low-Volatility Anomaly?	0.75	Monthly
⭐ Slow Trading and Stock Return Predictability	0.75	Monthly
⭐ Empirical Evidence on the Currency Carry Trade, 1900-2012	0.75	Monthly
⭐ Standard and optimized carry trades	0.75	Monthly
⭐ Currency Premia and Global Imbalances	0.75	Monthly
⭐ Good Carry, Bad Carry	0.75	Monthly
⭐ Pricing Risks across Currency Denominations	0.75	Monthly
⭐ Carry Trades and Tail Risk of Exchange Rates	0.75	Monthly
⭐ Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia	0.75	Monthly
⭐ A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle	0.75	Monthly
⭐ Equity Tail Risk and Currency Risk Premiums	0.75	Monthly
⭐ Corruption, Carry Trades, and the Cross Section of Currency Returns	0.75	Yearly
⭐ Modeling, Forecasting and Trading the Crude Oil Term Structure	0.75	Weekly
⭐ Price Overreactions in the Forex and Trading Strategies	0.75	Intraday
⭐ The Value of Low Volatility	0.74	Monthly
⭐ The Long and Short of the Vol Anomaly	0.74	Monthly
⭐ Low Risk Anomaly Everywhere - Evidence from Equity Sectors	0.73	Monthly
⭐ Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios	0.73	Monthly
⭐ The Profitability of Low Volatility	0.73	Monthly
⭐ The Volatility Effect Revisited	0.73	Monthly
⭐ Trend Momentum II: Driving Forces of Low Volatility and Momentum	0.73	Monthly
⭐ Why the Low Volatility Anomaly Will Persist	0.73	Monthly
⭐ The Volatility Effect: Lower Risk Without Lower Return	0.73	Monthly
⭐ The Low-Volatility Anomaly: Market Evidence on Systematic Risk versus Mispricing	0.71	Monthly
⭐ The Dividend Month Premium	0.7	Monthly
⭐ Taming Momentum Crashes: A Simple Stop-Loss Strategy	0.7	Daily
⭐ A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?	0.7	Monthly
⭐ Commodity Option Implied Volatilities and the Expected Futures Returns	0.7	Monthly
⭐ Industry Information and the 52-Week High Effect	0.7	Monthly
⭐ The 52-Week High Momentum Strategy in International Stock Markets	0.7	Monthly
⭐ Low Volatility Needs Little Trading	0.7	Monthly
⭐ US Sector Rotation with Five-Factor Fama-French Alphas	0.7	Monthly
⭐ Fight the Fed Model: The Relationship between Stock Market Yields, Bond Market Yields, and Future Returns	0.7	Monthly
⭐ Market-Timing Strategies that Worked	0.7	Monthly
⭐ A Tactical Implication of Predictability: Fighting the Fed Model	0.7	Monthly
⭐ Gambling on the S&P 500’s Gold Seal: New Evidence on the Index Effect	0.7	Monthly
⭐ An International Analysis of Earnings, Stock Prices and Bond Yields	0.7	Monthly
⭐ Are Hedge Funds on the Other Side of the Low-Volatility Trade?	0.7	Monthly
⭐ Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly	0.7	Monthly
⭐ Finding Yield in a 2% World	0.7	Monthly
⭐ Firm Fundamental Cycle and Cross-Section of Stock Returns	0.7	Quarterly
⭐ Quality Minus Junk	0.7	Yearly
⭐ Are There Exploitable Trends in Commodity Future Prices?	0.7	Daily
⭐ The Best Strategies for the Worst Crises	0.7	Yearly
⭐ Factor Based Commodity Investing	0.7	Monthly
⭐ Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility	0.7	Monthly
⭐ Currency Management with Style	0.7	Monthly
⭐ US Dollar Carry Trades in the Era of ‘Cheap Money’	0.7	Monthly
⭐ Volatility Weighting Applied to Momentum Strategies	0.69	Monthly
⭐ The Capacity of Trading Strategies	0.68	Yearly
⭐ Global Return Premiums on Earnings Quality, Value, and Size	0.68	Yearly
⭐ The Conservative Formula: Quantitative Investing Made Easy	0.67	Quarterly
⭐ The Option to Stock Volume Ratio and Future Returns	0.67	Monthly
⭐ Time-Varying Sharpe Ratios and Market Timing	0.67	Monthly
⭐ Trend Factor in China: The Role of Large Individual Trading	0.66	Monthly
⭐ Risk-Managed 52-Week High Industry Momentum, Momentum Crashes, and Hedging Macroeconomic Risk	0.65	Monthly
⭐ Risk-Managed Industry Momentum and Momentum Crashes	0.65	Monthly
⭐ Intraday Market-Wide Ups/Downs and Returns	0.65	Intraday
⭐ Short-Term Momentum and Reversals in Large Stocks	0.65	Monthly
⭐ Do Momentum and Reversals Coexist?	0.65	Monthly
⭐ Abnormal Trading Volume and the Cross-Section of Stock Returns	0.65	Monthly
⭐ Diversify and Purify Factor Premiums in Equity Markets	0.65	Yearly
⭐ Is Currency Momentum a Hedge for Global Economic Risk?	0.65	Monthly
⭐ Cross-Asset Signals and Time Series Momentum	0.65	Monthly
⭐ Beta’em Up: What is Market Beta in FX?	0.65	Monthly
⭐ Currency Momentum, Carry Trade, and Market Illiquidity	0.65	Monthly
⭐ Two Centuries of Multi-Asset Momentum (Equities, Bonds, Currencies, Commodities, Sectors and Stocks)	0.65	Monthly
⭐ Global Political Risk and Currency Momentum	0.65	Monthly
⭐ US Fiscal Cycle and the Dollar	0.65	Monthly
⭐ Currency Factors	0.65	Monthly
⭐ Global Equity Correlation in International Markets	0.65	Monthly
⭐ Cross-Sectional Return Dispersion and Currency Momentum	0.65	Monthly
⭐ Currency Momentum Strategies	0.65	Monthly
⭐ Systematic Intervention and Currency Risk Premia	0.65	Monthly
⭐ Countercyclical Currency Risk Premia	0.65	Monthly
⭐ Forward and Spot Exchange Rates in a Multi-Currency World	0.65	Monthly
⭐ Global Currency Hedging with Common Risk Factors	0.65	Monthly
⭐ Option-Implied Currency Risk Premia	0.65	Monthly
💡 Trend-Following and Spillover Effects	0.65	Weekly
⭐ The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly	0.64	Yearly
⭐ Idiosyncratic Momentum in Commodity Futures	0.63	Monthly
⭐ The Price of Commodity Risk in Stock and Futures Markets	0.61	Monthly
⭐ Losers Win, Winners Lose: Evidence Against Market Efficiency	0.6	Weekly

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