Name	Sharpe Ratio	Period of Rebalancing
⭐ Post Loss/Profit Announcement Drift	4.4	Daily
⭐ Cycles of Declines and Reversals following Overnight Market Declines	3.03	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	3.03	Intraday
⭐ Media and Google: The Impact of Information Supply and Demand on Stock Returns	2.8	Monthly
⭐ Night Trading: Lower Risk But Higher Returns?	2.62	Daily
⭐ Earnings Management and the Post-Earnings Announcement Drift	2.49	Daily
⭐ The Dividend Disconnect	2.41	Daily
⭐ DRIPs and the Dividend Pay Date Effect	2.41	Daily
⭐ Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements	2.27	Daily
⭐ CEO Interviews on CNBC	2.11	Daily
⭐ Relief Rallies after FOMC Announcements as a Resolution of Uncertainty	2.1	Intraday
⭐ International Volatility Arbitrage	1.83	Monthly
⭐ Evaporating Liquidity	1.8	Weekly
⭐ 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
⭐ Advertising, Attention, and Stock Returns	1.69	6 Months
⭐ Measuring and Trading Volatility on the US Stock Market: A Regime Switching Approach	1.67	Daily
⭐ VIX Exchange Traded Products: Price Discovery, Hedging and Trading Strategy	1.67	Daily
⭐ The Returns and Limits to Relative-Value ETF Arbitrage	1.66	Daily
⭐ Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit	1.66	Daily
⭐ Pairs Trading on International ETFs	1.66	Daily
⭐ Easy Volatility Investing	1.57	Daily
⭐ Earnings Acceleration and Stock Returns	1.44	Daily
⭐ Share Buybacks and Abnormal Returns	1.34	Daily
⭐ The Relation between Momentum and Drift: Industry-Level Evidence from Equity Real Estate Investment Trusts (REITs)	1.28	Quarterly
⭐ Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs	1.28	Quarterly
⭐ Deviations from Put-Call Parity and Stock Return Predictability	1.23	Weekly
⭐ Momentum and Turnover: Evidence from the German Stock Market	1.22	Monthly
⭐ Price Momentum and Trading Volume	1.22	Monthly
⭐ Trading Volume and Momentum: The International Evidence	1.22	Monthly
⭐ Momentum Life Cycle around the World and Beyond	1.22	Monthly
⭐ Pairs Trading: Performance of a Relative Value Arbitrage Rule	1.22	Daily
⭐ A Regime-Switching Relative Value Arbitrage Rule	1.22	Daily
⭐ Empirical Investigation of an Equity Pairs Trading Strategy	1.22	Daily
⭐ Pairs Trading in the UK Equity Market: Risk and Return	1.22	Daily
⭐ On the Persistence of Cointegration in Pairs Trading	1.22	Daily
⭐ Supercointegrated	1.22	Daily
⭐ Generalized Statistical Arbitrage Concepts and Related Gain Strategies	1.22	Daily
⭐ Improving Pairs Trading	1.22	Daily
⭐ Pairs Trading Strategy and Idiosyncratic Risk. Evidence in Spain and Europe.	1.22	Daily
⭐ On the Determinants of Pairs Trading Profitability	1.22	Daily
⭐ European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return	1.22	Daily
⭐ Is Daily Pairs Trading of ETF-Stocks Profitable?	1.22	Daily
⭐ The Profitability of Pairs Trading Strategies: Distance, Cointegration, and Copula Methods	1.22	Daily
⭐ Selection of a Portfolio of Pairs Based on Cointegration: A Statistical Arbitrage Strategy	1.22	Daily
⭐ A Pairs Trading Strategy Based on Mixed Copulas	1.22	Daily
⭐ Asset Growth and the Cross-Section of Stock Returns	1.2	Yearly
⭐ The Asset Growth Effect in Stock Returns	1.2	Yearly
⭐ The Asset Growth Effect: Insights from International Equity Markets	1.2	Yearly
⭐ Ex-ante Expectation Errors and the Asset Growth Effect	1.2	Yearly
⭐ When Two Anomalies Meet: The Post-Earnings Announcement Drift and the Value-Glamour Anomaly	1.15	Quarterly
⭐ Small-Minus-Big Predicts Betting-Against-Beta: Implications for International Equity Allocation and Market Timing	1.13	Monthly
⭐ One-Month Individual Stock Return Reversals and Industry Return Momentum	1.11	Monthly
⭐ Dividend Risk Premia	1.11	Daily
⭐ The Term Structure of Returns: Facts and Theory	1.11	Daily
⭐ Anomalies Enhanced: A Portfolio Rebalancing Approach	1.06	Monthly
⭐ It Takes Two to Tango: Fundamental Timing in Stock Market	1.06	Monthly
⭐ What Goes up Must Not Come Down - Time Series Momentum in Factor Risk Premiums	1.06	Monthly
⭐ Short-Term Residual Reversal	1.06	Monthly
⭐ Decomposing Short-Term Return Reversal	1.06	Monthly
⭐ A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns	1.05	Monthly
⭐ A Survey of Day of the Month Effect in World Stock Markets	1.04	Daily
⭐ An Anatomy of Calendar Effects	1.04	Daily
⭐ Calendar Anomalies in Stock Index Futures	1.04	Daily
⭐ The Piotroski F Score in the Australian Market: Performance & Fundamental Drivers	1.03	Yearly
⭐ Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited	1.03	Yearly
⭐ An Emerging Markets Analysis of the Piotroski F Score	1.03	Yearly
⭐ Twin Momentum: Fundamental Trends Matter	1.03	Monthly
⭐ Does Revenue Momentum Drive or Ride Earnings or Price Momentum?	1.03	Monthly
⭐ Overnight Return, the Invisible Hand Behind The Intraday Return? A Retrospective	1	Intraday
⭐ When Buffett Meets Bollinger: An Integrated Approach to Fundamental and Technical Analysis	0.99	Monthly
⭐ Term Structure of Credit Default Swap Spreads and Cross-Section of Stock Returns	0.99	Monthly
⭐ Momentum and Aggregate Default Risk	0.98	Monthly
⭐ Market States and Momentum	0.98	Monthly
⭐ Momentum Crash Management	0.98	Monthly
⭐ Momentum Trading, Return Chasing and Predictable Crashes	0.98	Monthly
⭐ Momentum Crashes	0.98	Monthly
⭐ Momentum with Volatility Timing	0.98	Monthly
⭐ An Intraday Trend-Following Trading Strategy on Equity Derivatives in India	0.96	Intraday
⭐ Momentum in the Indian Equity Markets: Positive Convexity and Positive Alpha	0.96	Monthly
⭐ Market Timing with Moving Averages	0.94	Monthly
⭐ Factor Momentum and the Momentum Factor	0.94	Monthly
⭐ Market Timing with Moving Averages	0.94	Monthly
⭐ Return Chasing and Trend Following: Superficial Similarities Mask Fundamental Differences	0.94	Monthly
⭐ Uncovering Trend Rules	0.94	Monthly
⭐ Trend-Following Strategies for Tail-Risk Hedging and Alpha Generation	0.94	Monthly
⭐ Betting Against Correlation: Testing Theories of the Low-Risk Effect	0.93	Monthly
⭐ Strategies Can Be Expensive Too! The Value Spread and Asset Allocation in Global Equity Markets	0.93	Monthly
⭐ Healthy… Distress… Default	0.9	Yearly
⭐ Related Securities and the Cross-Section of Stock Return Momentum: Evidence From Credit Default Swaps (CDS)	0.9	Yearly
⭐ Earnings Announcement Premia and the Limits to Arbitrage	0.89	Monthly
⭐ The Earnings Announcement Premium Around the Globe	0.89	Monthly
⭐ The January Seasonality and the Performance of Country-Level Value and Momentum Strategies	0.86	Monthly
⭐ Momentum, Contrarian, and the January Seasonality	0.86	Monthly
⭐ Fund and Subportfolio Momentum	0.85	Monthly
⭐ Size Matters Everywhere: Decomposing the Small Country and Small Industry Premia	0.83	Monthly
⭐ Stock Returns Over the FOMC Cycle	0.83	Weekly
⭐ Overnight Returns, Daytime Reversals, and Future Stock Returns	0.82	Monthly
⭐ Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading	0.81	Monthly
⭐ Geographic Momentum	0.81	Monthly
⭐ Striking Oil: Another Puzzle?	0.81	Monthly
⭐ Return Predictability Revisited	0.81	Monthly
⭐ The Many Colours of CAPE	0.79	Monthly
⭐ The 52-Week High, Momentum, and Predicting Mutual Fund Returns	0.77	Quarterly
⭐ Mutual Fund Investor Learning and the Economic Cost of Seeking Alpha	0.77	Quarterly
⭐ Speculation Sentiment	0.76	Monthly
⭐ Return Predictability and Market-Timing: A One-Month Model	0.76	Monthly
⭐ Option Returns and Volatility Mispricing	0.74	Monthly
⭐ Equity Volatility Term Structures and the Cross-Section of Option Returns	0.74	Monthly
⭐ Slow Trading and Stock Return Predictability	0.73	Monthly
⭐ Has Goodwill Accounting Gone Bad?	0.72	Yearly
⭐ Low Risk Stocks Outperform within All Observable Markets of the World	0.72	Monthly
⭐ The Volatility Effect: Lower Risk Without Lower Return	0.72	Monthly
⭐ The Value of Low Volatility	0.72	Monthly
⭐ Low Volatility Needs Little Trading	0.72	Monthly
⭐ The Profitability of Low Volatility	0.72	Monthly
⭐ Are Hedge Funds on the Other Side of the Low-Volatility Trade?	0.72	Monthly
⭐ Low Risk Anomaly Everywhere - Evidence from Equity Sectors	0.72	Monthly
⭐ The Volatility Effect Revisited	0.72	Monthly
⭐ Low-Volatility Cycles: The Influence of Valuation and Momentum on Low-Volatility Portfolios	0.72	Monthly
⭐ The Long and Short of the Vol Anomaly	0.72	Monthly
⭐ Trend Momentum II: Driving Forces of Low Volatility and Momentum	0.72	Monthly
⭐ Stock Return Volatility, Operating Performance and Stock Returns: International Evidence on Drivers of the ‘Low Volatility’ Anomaly	0.72	Monthly
⭐ Does Interest Rate Exposure Explain the Low-Volatility Anomaly?	0.72	Monthly
⭐ Why the Low Volatility Anomaly Will Persist	0.72	Monthly
⭐ Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly	0.72	Monthly
⭐ The Low-Volatility Anomaly: Market Evidence on Systematic Risk versus Mispricing	0.72	Monthly
⭐ The Dividend Month Premium	0.7	Monthly
⭐ The 52-Week High Momentum Strategy in International Stock Markets	0.7	Monthly
⭐ Industry Information and the 52-Week High Effect	0.7	Monthly
⭐ US Sector Rotation with Five-Factor Fama-French Alphas	0.7	Monthly
⭐ Firm Fundamental Cycle and Cross-Section of Stock Returns	0.7	Quarterly
⭐ The Option to Stock Volume Ratio and Future Returns	0.69	Monthly
⭐ Risk-Managed 52-Week High Industry Momentum, Momentum Crashes, and Hedging Macroeconomic Risk	0.67	Monthly
⭐ Volatility Weighting Applied to Momentum Strategies	0.67	Monthly
⭐ Risk-Managed Industry Momentum and Momentum Crashes	0.67	Monthly
⭐ The Conservative Formula: Quantitative Investing Made Easy	0.67	Quarterly
⭐ A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?	0.67	Monthly
⭐ Trend Factor in China: The Role of Large Individual Trading	0.67	Monthly
⭐ The Excess Returns of ‘Quality’ Stocks: A Behavioral Anomaly	0.67	Yearly
⭐ Quality Minus Junk	0.67	Yearly
⭐ Diversify and Purify Factor Premiums in Equity Markets	0.67	Yearly
⭐ The Capacity of Trading Strategies	0.67	Yearly
⭐ Global Return Premiums on Earnings Quality, Value, and Size	0.67	Yearly
⭐ The Best Strategies for the Worst Crises	0.67	Yearly
⭐ Taming Momentum Crashes: A Simple Stop-Loss Strategy	0.66	Daily
⭐ Time-Varying Sharpe Ratios and Market Timing	0.66	Monthly
⭐ 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
⭐ Intraday Market-Wide Ups/Downs and Returns	0.63	Intraday
⭐ Losers Win, Winners Lose: Evidence Against Market Efficiency	0.61	Weekly
⭐ Technical Analysis with a Long Term Perspective: Trading Strategies and Market Timing Ability	0.61	Daily
⭐ Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies	0.61	Daily
⭐ An Alternative Three-Factor Model	0.61	Monthly
⭐ Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies	0.61	Daily
⭐ Momentum Turning Points	0.61	Monthly
⭐ Fundamental Strength and the 52-Week High Anchoring Effect	0.6	6 Months
⭐ The Baltic Dry Index as a Predictor of Global Stock Returns, Commodity Returns, and Global Economic Activity	0.6	Monthly
⭐ Stock Market Returns and Shipping Freight Market Information: Yet Another Puzzle!	0.6	Monthly
⭐ Payday Anomaly	0.6	Daily
⭐ Analyst Days, Stock Prices, and Firm Performance	0.59	Daily
⭐ Percent Accruals	0.59	Yearly
⭐ Free Cash Flows and Price Momentum	0.59	Monthly
⭐ Buy-Side Competition and Momentum Profits	0.58	Monthly
⭐ Informed Trading of Out-of-the-Money Options and Market Efficiency	0.58	Weekly
⭐ Cross-Sectional Seasonalities in International Government Bond Returns	0.56	Monthly
⭐ Reversal, Momentum and Intraday Returns	0.56	Monthly
⭐ Geographic Lead-Lag Effects	0.56	Monthly
⭐ Separating Winners from Losers Among Low Book-to-Market Stocks Using Financial Statement Analysis	0.55	Monthly
⭐ Fundamental Based Market Strategies	0.55	Monthly
⭐ Technical, Fundamental, and Combined Information for Separating Winners from Losers	0.55	Monthly
⭐ Value Uncertainty	0.55	Monthly
⭐ Cross-Sectional and Time-Series Momentum Returns and Market States	0.54	Monthly
⭐ Absolute Strength: Exploring Momentum in Stock Returns	0.54	Monthly
⭐ Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions	0.54	Monthly
⭐ Skewness Preference Across Countries	0.54	Monthly
⭐ High Accruals Momentum	0.54	Yearly
⭐ Exploiting Option Information in the Equity Market	0.54	Weekly
⭐ Beta and Size Equity Premia following a High-VIX Threshold	0.53	Monthly
⭐ What Does Stock Ownership Breadth Measure?	0.52	Quarterly
⭐ Institutional Ownership Decomposition and Stock Market Returns	0.52	Quarterly
⭐ The Optimism Cycle: Sell in May	0.52	Monthly
⭐ The Halloween Effect in US Sectors	0.52	Monthly
⭐ The Halloween Effect in US Sectors: Comment	0.52	Monthly
⭐ Global Tactical Sector Allocation: A Quantitative Approach	0.52	Monthly
⭐ The Optimal Use of Return Predictability: An Empirical Analysis	0.52	Weekly
⭐ Decomposing the Price-to-Book Ratio	0.52	Yearly
⭐ The Price of Commodity Risk in Stock and Futures Markets	0.51	Monthly
⭐ Lame-Duck CEOs	0.5	Monthly
⭐ Profitable Price Impact: The Case of Convertible Bond Arbitrage	0.5	Daily
💡 The Vanishing Abnormal Returns of Momentum Strategies and ‘Front-Running’ Momentum Strategies	0.49	Monthly
💡 Momentum Has Its Moments	0.49	Monthly
💡 Momentum, Risk, and Underreaction	0.49	Monthly
💡 The Role of Shorting, Firm Size, and Time on Market Anomalies	0.49	Monthly
💡 Low-Cost Momentum Strategies	0.49	Monthly
💡 Momentum and Funding Conditions	0.49	Monthly
💡 Sources of Momentum Returns: A Decomposition of the Explained and the Unexplained Risk Factors	0.49	Monthly
💡 Cross-Sectional Factor Dynamics and Momentum Returns	0.49	Monthly
💡 A Critique of Momentum Anomalies	0.49	Monthly
💡 Momentum in Imperial Russia	0.49	Monthly
💡 Trading Strategies Based on Past Returns – Evidence from Germany	0.49	Monthly
💡 Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?	0.49	Monthly
💡 Has Momentum Lost Its Momentum?	0.49	Monthly
💡 Size and Momentum Profitability in International Stock Markets	0.49	Monthly
💡 Cross-Country Composite Momentum	0.49	Monthly
💡 Unraveling Momentum’s Moments	0.49	Monthly
💡 Fact, Fiction and Momentum Investing	0.49	Monthly
💡 Size, Value, and Momentum in Developed Country Equity Returns: Macroeconomic and Liquidity Exposures	0.49	Monthly
💡 Implementing Momentum: What Have We Learned?	0.49	Monthly
💡 Optimization of Equity Momentum: (How) Does it Work?	0.49	Monthly
💡 Overcoming Arbitrage Limits: Option Trading and Momentum Returns	0.49	Monthly
💡 Mandelbrot Market-Model and Momentum	0.49	Monthly
💡 Over or Under? Momentum, Idiosyncratic Volatility and Overreaction	0.49	Monthly
💡 Asset Pricing and Sports Betting	0.49	Monthly
💡 Short-term Momentum	0.49	Monthly
💡 Trend Salience, Investor Behaviors and Momentum Profitability	0.48	6 Months
💡 The Formation Process of Winners and Losers in Momentum Investing	0.48	6 Months
💡 The Acceleration Effect and Gamma Factor in Asset Pricing	0.48	6 Months
💡 Evolution of Historical Prices in Momentum Investing	0.48	6 Months
💡 Investor Attention, Visual Price Pattern, and Momentum Investing	0.48	6 Months
💡 Persistency of the Momentum Effect	0.48	6 Months
💡 Equity Premiums in the Presidential Cycle: the Midterm Election Resolution of Uncertainty	0.47	6 Months
💡 Measuring Skewness Premia	0.46	Monthly
💡 Risk Neutral Skewness Predicts Price Rebounds and so can Improve Momentum Performance	0.46	Monthly
💡 Expected Skewness and Momentum	0.46	Monthly
💡 Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect	0.46	Monthly
💡 Stock Return Predictability and Seasonality	0.46	6 Months
💡 What Does Individual Option Volatility Smirk Tell Us About Future Equity Returns?	0.46	Weekly
💡 Diversity Investing	0.46	Yearly
💡 Is There a Value Premium Among Large Stocks?	0.45	Monthly
💡 Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns	0.45	Yearly
💡 Market Timing with Aggregate and Idiosyncratic Stock Volatilities	0.43	Quarterly
💡 Moving Average Distance as a Predictor of Equity Returns	0.43	Monthly
💡 A Lottery Demand-Based Explanation of the Beta Anomaly	0.42	Monthly
💡 Asset Pricing Anomalies and the Low-Risk Puzzle	0.42	Monthly
💡 Low Risk Anomalies?	0.42	Monthly
💡 The Betting Against Beta Anomaly: Fact or Fiction?	0.42	Monthly
💡 Buffett’s Alpha	0.42	Monthly
💡 Betting Against Betting Against Beta	0.42	Monthly
💡 Low-Risk Investing Without Industry Bets	0.42	Monthly
💡 Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly	0.42	Monthly
💡 Institutional Holding, Low Beta and Idiosyncratic Volatility Anomalies	0.42	Monthly
💡 The Risk Anomaly Tradeoff of Leverage	0.42	Monthly
💡 Looking Under the Hood: What Does Quantile Regression Tell Us About the Low-Beta Anomaly?	0.42	Monthly
💡 Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly	0.42	Monthly
💡 Modern Portfolio Theory as Applied to REITs	0.42	Yearly
💡 How Smart Is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs	0.42	Yearly
💡 Overreaction and the Cross-Section of Returns: International Evidence	0.41	Monthly
💡 Long-Term Return Reversal: Evidence from International Market Indices	0.41	Monthly
💡 Innovative Efficiency and Stock Returns	0.4	Yearly
💡 Fundamental Strength and Short-Term Return Reversal	0.39	Monthly
💡 Predictable Dynamics in the Small Stock Premium	0.38	Monthly
💡 Forecasting the Size Premium Over Different Time Horizons	0.38	Monthly
💡 When Low Beats High: Riding the Sales Seasonality Premium	0.38	Monthly
💡 Seasonality in the Cross-Section of Expected Stock Returns	0.38	Monthly
💡 Comomentum: Inferring Arbitrage Activity from Return Correlations	0.38	Monthly
💡 Common Patterns of Predictability in the Cross-Section of International Stock Returns	0.38	Monthly
💡 Mood Beta and Seasonalities in Stock Returns	0.38	Monthly
💡 Deep Value	0.37	Monthly
💡 Value Return Predictability Across Asset Classes and Commonalities in Risk Premia	0.37	Monthly
💡 Liquidity Risk After 20 Years	0.35	Yearly
💡 Illiquidity and Stock Returns: A Revisit	0.35	Yearly
💡 Liquidity as an Investment Style	0.35	Yearly
💡 Alpha Momentum and Price Momentum	0.34	Monthly
💡 Residual Momentum and Reversal Strategies Revisited	0.34	Monthly
💡 The Persistence of the Accruals Anomaly	0.34	Yearly
💡 Is the Accrual Anomaly a Global Anomaly?	0.34	Yearly
💡 The Accrual Anomaly	0.34	Yearly
💡 Asymmetrically Timely Loss Recognition and the Accrual Anomaly	0.34	Yearly
💡 ICAPM and the Accruals Anomaly	0.34	Yearly
💡 In Short Supply: Short Sellers and Stock Returns	0.34	Yearly
💡 There are Two Very Different Accruals Anomalies	0.34	Yearly
💡 Analysts’ Cash Flow Forecasts and the Decline of the Accruals Anomaly	0.34	Yearly
💡 Anomalies Abroad: Beyond Data Mining	0.34	Yearly
💡 Equity Anomalies and Idiosyncratic Risk Around the World	0.34	Yearly
💡 Liquidity Style of Mutual Funds	0.33	Yearly
💡 Profitability, R&D Investments and the Cross-Section of Stock Returns	0.33	Yearly
💡 Using Style Index Momentum to Generate Alpha	0.33	Monthly
💡 Do Style Momentum Strategies Produce Abnormal Returns: Evidence from Index Investing	0.33	Monthly
💡 Skewness, Individual investor preference, and the Cross-Section of Stock Returns	0.32	Monthly
💡 The Unintended Impact of Academic Research on Asset Returns: The CAPM Alpha	0.31	Yearly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	0.31	Monthly
💡 Time-Varying Leverage Demand and Predictability of Betting-Against-Beta	0.31	Monthly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	0.31	Monthly
💡 Filtered Market Statistics and Technical Trading Rules	0.31	Daily
💡 Leverage As A Weapon of Mass Shareholder-Value Destruction; Another Look at the Low-Beta Anomaly	0.31	Monthly
💡 Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes	0.31	Monthly
💡 Fact, Fiction, and the Size Effect	0.3	Yearly
💡 The Size Effect Continues to be Relevant When Estimating the Cost of Capital	0.3	Yearly
💡 Fragile Factor Premia	0.3	Yearly
💡 Micro Uncertainty and Asset Prices	0.3	Yearly
💡 The Size Premium As a Lottery	0.3	Yearly
💡 Industry Long-Term Return Reversal	0.3	Quarterly
💡 Explaining the Recent Failure of Value Investing	0.28	Yearly
💡 Value Investing: Smart Beta vs. Style Indices	0.28	Yearly
💡 Expected Investment Growth and the Cross Section of Stock Returns	0.28	Monthly