Name	Markets Traded	Sharpe Ratio	Period of Rebalancing
💡 50 Years in PEAD Research	Equities		Quarterly
⭐ A Century of Evidence on Trend-Following Investing	Bonds / Commodities / Currencies / Equities	1.04	Monthly
⭐ A Credit-Based Theory of the Currency Risk Premium	Currencies	0.82	Monthly
💡 A Critique of Momentum Anomalies	Equities	0.49	Monthly
💡 A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns	Equities		Yearly
💡 A Five-Factor Asset Pricing Model	Equities		Yearly
⭐ A Global Macroeconomic Risk Model for Value, Momentum, and Other Asset Classes	Bonds / Equities / REITs	0.79	Monthly
⭐ A Liquidity-Based Resolution of the Uncovered Interest Parity Puzzle	Currencies	0.77	Monthly
💡 A Lottery Demand-Based Explanation of the Beta Anomaly	Equities	0.42	Monthly
⭐ A Low-Risk Strategy Based on Higher Moments in Currency Markets	Currencies	1.38	Monthly
⭐ A Multi Strategy Approach to Trading Foreign Exchange Futures	Currencies	0.5	Monthly
💡 A Multi-factor Explanation of Post-Earnings-Announcement Drift	Equities		Quarterly
💡 A New Anomaly: The Cross-Sectional Profitability of Technical Analysis	Equities		Intraday
⭐ A New Look at Currency Investing	Currencies	0.65	Monthly
⭐ A Pairs Trading Strategy Based on Mixed Copulas	Equities	1.22	Daily
💡 A Profitable Trading and Risk Management Strategy Despite Transaction Cost	Equities		Daily
⭐ A Regime-Switching Relative Value Arbitrage Rule	Equities	1.22	Daily
💡 A Simple but Effective Way to Identify Persistent Performances Among Actively-managed Mutual Funds	Equities		Yearly
⭐ A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns	Equities	1.05	Monthly
💡 A Study in Portfolio Diversification Using VIX Options	Options		Daily
⭐ A Survey of Day of the Month Effect in World Stock Markets	Equities	1.04	Daily
⭐ A Tactical Implication of Predictability: Fighting the Fed Model	Bonds / Equities	0.7	Monthly
⭐ A Theory of Technical Trading Using Moving Averages	Bonds / Commodities / Currencies / Equities	1.04	Monthly
💡 A Tough Act to Follow: Contrast Effects in Financial Markets	Equities		Daily
⭐ A Trend Factor: Any Economic Gains from Using Information over Investment Horizons?	Equities	0.67	Monthly
⭐ Abnormal Trading Volume and the Cross-Section of Stock Returns	Equities	0.65	Monthly
⭐ Absolute Strength: Exploring Momentum in Stock Returns	Equities	0.54	Monthly
💡 Accrual Reliability, Earnings Persistence and Stock Prices	Equities		Yearly
💡 Accruals and Aggregate Stock Market Returns	Bonds / Equities		Yearly
💡 Accruals, Cash Flows, and Operating Profitability in the Cross Section of Stock Returns	Equities	0.45	Yearly
⭐ Adaptive Asset Allocation: A Primer	Bonds / Commodities / Equities	1.61	Monthly
⭐ Advertising, Attention, and Stock Returns	Equities	1.69	6 Months
💡 Aggregated predictability of global anomalies	Equities		Yearly
💡 Alpha Momentum and Alpha Reversal in Country and Industry Equity Indexes	Equities	0.31	Monthly
💡 Alpha Momentum and Price Momentum	Equities	0.34	Monthly
💡 Alternative Beta Strategies in Commodities	Commodities		Monthly
💡 Alternative Profitability Measures and Cross Section of Expected Stock Returns: International Evidence	Equities		Yearly
⭐ An Alternative Three-Factor Model	Equities	0.61	Monthly
⭐ An Analysis of Index Option Writing with Monthly and Weekly Rollover	Equities / Options	1.16	Monthly
⭐ An Anatomy of Calendar Effects	Equities	1.04	Daily
⭐ An Emerging Markets Analysis of the Piotroski F Score	Equities	1.03	Yearly
⭐ An International Analysis of Earnings, Stock Prices and Bond Yields	Bonds / Equities	0.7	Monthly
⭐ An Intraday Trend-Following Trading Strategy on Equity Derivatives in India	Equities	0.96	Intraday
⭐ An Update of ‘Loosening Your Collar: Alternative Implementations of QQQ Collars’: Credit Crisis and Out-of-Sample Performance	Options	0.75	Monthly
⭐ Analyst Days, Stock Prices, and Firm Performance	Equities	0.59	Daily
💡 Analysts’ Cash Flow Forecasts and the Decline of the Accruals Anomaly	Equities	0.34	Yearly
⭐ ANANTA: A Systematic Quantitative FX Trading Strategy	Currencies	1.65	Intraday
💡 Anomalies Abroad: Beyond Data Mining	Equities	0.34	Yearly
⭐ Anomalies Enhanced: A Portfolio Rebalancing Approach	Equities	1.06	Monthly
💡 Anomalous Deal Return Capture: A Cross-Sectional Study of Three Hypothetical Global Merger Risk Arbitrage Portfolios 2000-2016	Equities		Daily
⭐ Another Look at Trading Costs and Short-Term Reversal Profits	Equities	1.8	Weekly
⭐ Applying Machine Learning to Trading Strategies: Using Logistic Regression to Build Momentum-Based Trading Strategies	Equities	0.61	Daily
⭐ Are Earnings Predictable? Evidence from Equity Issues and Buyback Announcements	Equities	2.27	Daily
⭐ Are Hedge Funds on the Other Side of the Low-Volatility Trade?	Equities	0.72	Monthly
💡 Are Momentum Crashes Pervasive Regardless of Strategy? Evidence from the Foreign Exchange Market	Currencies		Monthly
💡 Are Monthly Seasonals Real? A Three Century Perspective	Equities		Yearly
💡 Are Return Seasonalities Due to Risk or Mispricing? Evidence from Seasonal Reversals	Equities	0.19	Monthly
⭐ Are There Exploitable Trends in Commodity Future Prices?	Commodities	0.71	Daily
💡 Are Value Strategies Profitable in the Foreign Exchange Market?	Currencies		Monthly
⭐ Asset Growth and the Cross-Section of Stock Returns	Equities	1.2	Yearly
💡 Asset Prices and Google’s Search Data	Equities		Weekly
💡 Asset Pricing and Sports Betting	Equities	0.49	Monthly
💡 Asset Pricing Anomalies and the Low-Risk Puzzle	Equities	0.42	Monthly
💡 Asset Pricing: A Tale of Two Days	Equities		Monthly
💡 Asymmetrically Timely Loss Recognition and the Accrual Anomaly	Equities	0.34	Yearly
⭐ Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies	Equities	0.61	Daily
⭐ Avoiding Momentum Crashes: Dynamic Momentum and Contrarian Trading	Equities	0.81	Monthly
⭐ Basis-momentum	Commodities	0.92	Monthly
⭐ Behavioral Anomalies in Cryptocurrency Markets	Cryptocurrencies	0.78	Weekly
⭐ Being Right is Not Enough: Buying Options to Bet on Higher Realized Volatility	Equities / Options	1.16	Monthly
💡 Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns	Equities		Daily
💡 Benchmarking Commodity Investments	Commodities		Monthly
⭐ Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly	Equities	0.72	Monthly
💡 Best Ideas	Equities		Quarterly
⭐ Beta and Size Equity Premia following a High-VIX Threshold	Equities	0.53	Monthly
💡 Beta herding through overconfidence: A behavioral explanation of the low-beta anomaly	Equities	0.42	Monthly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	Equities	0.31	Monthly
💡 Beta-Arbitrage Strategies: When Do They Work, and Why?	Equities	0.31	Monthly
⭐ Beta’em Up: What is Market Beta in FX?	Currencies	0.65	Monthly
💡 Better than the Original? The Relative Success of Copycat Funds	Equities		Quarterly
💡 Betting Against Betting Against Beta	Equities	0.42	Monthly
⭐ Betting Against Correlation: Testing Theories of the Low-Risk Effect	Equities	0.93	Monthly
⭐ Beyond the Carry Trade: Optimal Currency Portfolios	Currencies	1.4	Monthly
💡 Blockchain Characteristics and the Cross-Section of Cryptocurrency Returns	Cryptocurrencies		Weekly
⭐ Breadth Momentum and the Canary Universe: Defensive Asset Allocation (DAA)	Bonds / Commodities / Equities	1.61	Monthly
⭐ Breadth Momentum and Vigilant Asset Allocation (VAA): Winning More by Losing Less	Bonds / Commodities / Equities	1.61	Monthly
💡 Bubble Detection and Sector Trading in Real Time	Equities		Monthly
💡 Buffett’s Alpha	Equities	0.42	Monthly
⭐ Buy-Side Competition and Momentum Profits	Equities	0.58	Monthly
⭐ Calendar Anomalies in Stock Index Futures	Equities	1.04	Daily
⭐ Carry	Bonds / Commodities / Currencies / Equities	1.41	Monthly
⭐ Carry and Trend Following Returns in the Foreign Exchange Market	Currencies	0.77	Monthly
💡 Carry investing on the yield curve	Bonds		Monthly
⭐ Carry Trade and Systemic Risk: Why are FX Options So Cheap?	Currencies	0.77	Monthly
💡 Carry Trades and Global Foreign Exchange Volatility	Currencies	0.48	6 Months
⭐ Carry Trades and Tail Risk of Exchange Rates	Currencies	0.77	Monthly
💡 Carry Trades and Tail Risk: Evidence from Commodity Markets	Commodities	0.49	Monthly
⭐ Carry Trades, Order Flow and the Forward Bias Puzzle	Currencies	0.77	Monthly
⭐ CEO Interviews on CNBC	Equities	2.11	Daily
💡 Characteristics of Risk and Return in Risk Arbitrage	Equities		Daily
⭐ Chrilly’s Toolbox of Energy Futures Trading	Commodities	0.79	Monthly
💡 Combining Equity Country Selection Strategies	Equities		Monthly
⭐ Commodity Option Implied Volatilities and the Expected Futures Returns	Commodities	0.69	Monthly
💡 Commodity Return Predictability: Evidence from Implied Variance, Skewness and their Risk Premia	Commodities	0.47	Daily
⭐ Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility	Commodities	0.68	Monthly
💡 Common Patterns of Predictability in the Cross-Section of International Stock Returns	Equities	0.38	Monthly
⭐ Common Risk Factors in Currency Markets	Currencies	0.77	Monthly
💡 Comomentum: Inferring Arbitrage Activity from Return Correlations	Equities	0.38	Monthly
💡 Complicated Firms	Equities		Monthly
💡 Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage	Cryptocurrencies		Daily
💡 Copycat Funds: Information Disclosure Regulation and the Returns to Active Management in the Mutual Fund Industry	Equities		Quarterly
⭐ Corruption, Carry Trades, and the Cross Section of Currency Returns	Currencies	0.74	Yearly
⭐ Countercyclical Currency Risk Premia	Currencies	0.66	Monthly
⭐ Covered Calls Uncovered	Equities / Options	1.16	Monthly
💡 Covering-Up When the Tide Goes Out? Momentum Seasonality and Investor Preferences	Equities		Quarterly
💡 Credit-Informed Tactical Asset Allocation	Equities		Daily
⭐ Cross-Asset Return Predictability: Carry Trades, Stocks and Commodities	Currencies	0.77	Monthly
⭐ Cross-Asset Signals and Time Series Momentum	Bonds / Equities	0.65	Monthly
💡 Cross-Country Composite Momentum	Equities	0.49	Monthly
💡 Cross-Market Investor Sentiment in Commodity Exchange-Traded Funds	Commodities / Equities		Daily
⭐ Cross-Sectional and Time-Series Momentum Returns and Market States	Equities	0.54	Monthly
💡 Cross-Sectional and Time-Series Tests of Return Predictability: What Is the Difference?	Commodities		Monthly
💡 Cross-Sectional Factor Dynamics and Momentum Returns	Equities	0.49	Monthly
⭐ Cross-Sectional Return Dispersion and Currency Momentum	Currencies	0.65	Monthly
⭐ Cross-Sectional Seasonalities in International Government Bond Returns	Equities	0.56	Monthly
⭐ Cryptoasset Factor Models	Cryptocurrencies	0.78	Weekly
⭐ Cryptomarket Discounts	Cryptocurrencies	4.21	Daily
⭐ Currency Carry Trades, Position-Unwinding Risk, and Sovereign Credit Premia	Cryptocurrencies	0.77	Monthly
⭐ Currency Factors	Currencies	0.65	Monthly
⭐ Currency Management with Style	Currencies	0.65	Monthly
⭐ Currency Momentum Strategies	Currencies	0.65	Monthly
⭐ Currency Momentum, Carry Trade, and Market Illiquidity	Currencies	0.65	Monthly
⭐ Currency Premia and Global Imbalances	Currencies	0.77	Monthly
💡 Currency Returns in Different Time Zones	Currencies		Intraday
💡 Currency Strategies and Sovereign Ratings	Currencies		Monthly
💡 Currency Value	Currencies		Monthly
⭐ Cycles of Declines and Reversals following Overnight Market Declines	Equities	3.03	Intraday
💡 Days to Cover and Stock Returns	Equities		Monthly
⭐ Decomposing Short-Term Return Reversal	Equities	1.06	Monthly
⭐ Decomposing the Price-to-Book Ratio	Equities	0.52	Yearly
⭐ Deep Learning and the Cross-Section of Expected Returns	Equities	1.8	Weekly
💡 Deep Value	Equities	0.37	Monthly
💡 Deep Value Investing and Unexplained Returns	Equities		Yearly
💡 Demographic Changes, Financial Markets, and the Economy	Equities		Yearly
💡 Demography and the Long-Run Predictability of the Stock Market	Equities		Yearly
⭐ Demystifying Time-Series Momentum Strategies: Volatility Estimators, Trading Rules and Pairwise Correlations	Bonds / Commodities / Currencies / Equities	1.04	Monthly
⭐ Design and Back-Testing of a Systematic Delta-Hedging Strategy in FX Options Space	Currencies	3.15	Intraday
💡 Determinants of Trader Profits in Futures Markets	Commodities	0.41	Weekly
⭐ Deviations from Put-Call Parity and Stock Return Predictability	Equities	1.23	Weekly
💡 Dispersion Trading in South Africa: An Analysis of Profitability and a Strategy Comparison	Equities / Options		Daily
⭐ Dissecting Investment Strategies in the Cross Section and Time Series	Bonds / Equities / REITs	0.79	Monthly
⭐ Diversification Effect of Standard and Optimized Carry Trades	Currencies	0.99	Monthly
⭐ Diversify and Purify Factor Premiums in Equity Markets	Equities	0.67	Yearly
💡 Diversity Investing	Equities	0.46	Yearly
⭐ Dividend Risk Premia	Equities	1.11	Daily
💡 Do Demographic Changes Affect Risk Premiums? Evidence from International Data	Equities		Yearly
💡 Do Insider Trades Reflect Superior Knowledge About Future Cash Flow Realizations?	Equities		Yearly
💡 Do Momentum and Reversal Strategies Work in Commodity Futures? A Comprehensive Study	Commodities		Monthly
⭐ Do Momentum and Reversals Coexist?	Equities	0.65	Monthly
💡 Do Strict Capital Requirements Raise the Cost of Capital? Bank Regulation, Capital Structure, and the Low Risk Anomaly	Equities	0.42	Monthly
💡 Do Style Momentum Strategies Produce Abnormal Returns: Evidence from Index Investing	Equities	0.33	Monthly
💡 Do the Size, Value, and Momentum Factors Drive Stock Returns in Emerging Markets?	Equities	0.49	Monthly
💡 Does Debt Explain the Investment Premium?	Equities		Yearly
⭐ Does Interest Rate Exposure Explain the Low-Volatility Anomaly?	Equities	0.72	Monthly
⭐ Does Revenue Momentum Drive or Ride Earnings or Price Momentum?	Equities	1.03	Monthly
💡 Does Sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios?	Commodities		Monthly
⭐ Don’t Get Carried Away: Uncovering Macro Characteristics in Carry Portfolios	Bonds / Commodities / Currencies / Equities	1.41	Monthly
⭐ Double-Sort Trading Strategy on Commodity Futures: Performance Evaluation and Stop-Loss Implementation	Commodities	0.79	Monthly
⭐ DRIPs and the Dividend Pay Date Effect	Equities	2.41	Daily
💡 Dynamic Commodity Timing Strategies	Commodities	0.43	Monthly
💡 Dynamic Regime Strategy for Stress Testing and Optimizing Institutional Investor Portfolios	Commodities		Monthly
⭐ Earnings Acceleration and Stock Returns	Equities	1.44	Daily
⭐ Earnings Announcement Premia and the Limits to Arbitrage	Equities	0.89	Monthly
💡 Earnings Management and Post-Split Drift	Equities		Quarterly
⭐ Earnings Management and the Post-Earnings Announcement Drift	Equities	2.49	Daily
💡 Earnings Quality on the Street	Equities		Yearly
💡 Earnings Response Elasticity and Post-Earnings-Announcement Drift	Equities	0.26	Daily
⭐ Easy Volatility Investing	Equities	1.57	Daily
⭐ Economic Momentum and Currency Returns	Currencies	1.1	Monthly
⭐ Empirical Evidence on the Currency Carry Trade, 1900-2012	Currencies	0.77	Monthly
⭐ Empirical Investigation of an Equity Pairs Trading Strategy	Equities	1.22	Daily
💡 Enhanced Momentum Strategies	Equities		Monthly
💡 Equity Anomalies and Idiosyncratic Risk Around the World	Equities	0.34	Yearly
💡 Equity Premiums in the Presidential Cycle: the Midterm Election Resolution of Uncertainty	Equities	0.47	6 Months
⭐ Equity Tail Risk and Currency Risk Premiums	Currencies	0.75	Monthly
⭐ Equity Volatility Term Structures and the Cross-Section of Option Returns	Equities	0.74	Monthly
💡 Estimating the Returns to Insider Trading: A Performance-Evaluation Perspective	Equities		Yearly
💡 ETF Arbitrage, Non-Fundamental Demand, and Return Predictability	Equities		Monthly
⭐ ETF Arbitrage: Intraday Evidence	Equities	1.7	Intraday
💡 Eureka! A Momentum Strategy that Also Works in Japan	Equities		Monthly
⭐ European Equity Pairs Trading: The Effect of Data Frequency on Risk and Return	Equities	1.22	Daily
💡 Evaluating Commodity Exposure Opportunities	Commodities		Monthly
⭐ Evaporating Liquidity	Equities	1.8	Weekly
💡 Evolution of Historical Prices in Momentum Investing	Equities	0.48	6 Months
⭐ Ex-ante Expectation Errors and the Asset Growth Effect	Equities	1.2	Yearly
💡 Expected Investment Growth and the Cross Section of Stock Returns	Equities	0.28	Monthly
💡 Expected Skewness and Momentum	Equities	0.46	Monthly
💡 Explaining the Pre-Announcement Drift	Equities		Daily
💡 Explaining the Recent Failure of Value Investing	Equities	0.28	Yearly
💡 Exploiting Closed-End Fund Discounts: A Systematic Examination of Alphas	Equities		Monthly
⭐ Exploiting Commodity Momentum Along the Futures Curves	Commodities	0.79	Monthly
⭐ Exploiting Option Information in the Equity Market	Equities	0.54	Weekly
💡 Fact, Fiction and Momentum Investing	Equities	0.49	Monthly
💡 Fact, Fiction, and the Size Effect	Equities	0.3	Yearly
💡 Fact, Fiction, and Value Investing	Equities / REITs		Yearly
⭐ Factor Based Commodity Investing	Commodities	0.68	Monthly
⭐ Factor Momentum and the Momentum Factor	Equities	0.94	Monthly
💡 Fear of Hazards in Commodity Futures Markets	Commodities		Weekly
💡 Feasible Momentum Strategies in the US Stock Market	Equities		Yearly
⭐ Fight the Fed Model: The Relationship between Stock Market Yields, Bond Market Yields, and Future Returns	Bonds / Equities	0.7	Monthly
💡 Filtered Market Statistics and Technical Trading Rules	Equities	0.31	Daily
💡 Finding Consistent Trends with Strong Momentum - RSI for Trend-Following and Momentum Strategies	Equities		Daily
⭐ Finding Yield in a 2% World	Bonds	0.68	Monthly
💡 Firm Complexity and Post-Earnings-Announcement Drift	Equities		Quarterly
💡 Firm Expansion and Stock Price Momentum	Equities		Monthly
⭐ Firm Fundamental Cycle and Cross-Section of Stock Returns	Equities	0.7	Quarterly
💡 Flight to Gold: Extreme Weather Events and Stock Returns	Commodities		Monthly
💡 Forecasting the Size Premium Over Different Time Horizons	Equities	0.38	Monthly
💡 Forecasting the VIX to Improve VIX-Derivatives Trading	Equities / Options		Daily
⭐ Foreign Exchange Risk and the Predictability of Carry Trade Returns	Currencies	0.77	Monthly
⭐ Forward and Spot Exchange Rates in a Multi-Currency World	Currencies	0.66	Monthly
💡 Fragile Factor Premia	Equities	0.3	Yearly
💡 Fraud Detection and Expected Returns	Equities		Yearly
⭐ Free Cash Flows and Price Momentum	Equities	0.59	Monthly
💡 From Carry Trades to Curvy Trades	Currencies		Monthly
⭐ Fund and Subportfolio Momentum	Equities	0.85	Monthly
⭐ Fundamental Based Market Strategies	Equities	0.55	Monthly
💡 Fundamental Strength and Short-Term Return Reversal	Equities	0.39	Monthly
⭐ Fundamental Strength and the 52-Week High Anchoring Effect	Equities	0.6	6 Months
💡 Fundamentals of Value vs. Growth Investing and an Explanation for the Value Trap	Equities		Yearly
💡 Further Evidence on the Strategic Timing of Earnings News: Joint Analysis of Weekdays and Times of Day	Equities		Daily
⭐ FX Liquidity Risk and Carry Trade Returns	Currencies	0.77	Monthly
⭐ Gambling on the S&P 500’s Gold Seal: New Evidence on the Index Effect	Bonds / Equities	0.7	Monthly
⭐ Generalized Momentum and Flexible Asset Allocation (FAA): An Heuristic Approach	Bonds / Commodities / Equities / REITs	1.15	Monthly
⭐ Generalized Statistical Arbitrage Concepts and Related Gain Strategies	Equities	1.22	Daily
⭐ Geographic Lead-Lag Effects	Equities	0.56	Monthly
⭐ Geographic Momentum	Equities	0.81	Monthly
⭐ Global Currency Hedging with Common Risk Factors	Currencies	0.66	Monthly
⭐ Global Equity Correlation in International Markets	Currencies	0.65	Monthly
⭐ Global Political Risk and Currency Momentum	Currencies	0.65	Monthly
⭐ Global Return Premiums on Earnings Quality, Value, and Size	Equities	0.67	Yearly
⭐ Global Tactical Cross-Asset Allocation: Applying Value and Momentum Across Asset Classes	Bonds / Equities / REITs	0.79	Monthly
⭐ Global Tactical Sector Allocation: A Quantitative Approach	Equities	0.52	Monthly
💡 Gone Fishin’: Seasonality in Trading Activity and Asset Prices	Equities		6 Months
⭐ Good Carry, Bad Carry	Currencies	0.77	Monthly
💡 Halloween Effect in Developed Stock Markets: A US Perspective	Equities		6 Months
⭐ Has Goodwill Accounting Gone Bad?	Equities	0.72	Yearly
💡 Has Momentum Lost Its Momentum?	Equities	0.49	Monthly
⭐ Healthy… Distress… Default	Equities	0.9	Yearly
💡 Herding for Profits: Market Breadth and the Cross-Section of Global Equity Returns	Equities		Monthly
⭐ High Accruals Momentum	Equities	0.54	Yearly
⭐ How Do Factor Premia Vary Over Time? A Century of Evidence	Bonds / Equities / REITs	0.79	Monthly
💡 How Informative Are Insider Trades and Analyst Recommendations?	Equities		Yearly
💡 How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements	Equities		Quarterly
💡 How Smart Is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs	Equities	0.42	Yearly
⭐ How to Time the Commodity Market	Commodities / Equities	1.24	Weekly
💡 ICAPM and the Accruals Anomaly	Equities	0.34	Yearly
💡 Identifying Overvalued Equity	Equities		Yearly
⭐ Idiosyncratic Momentum in Commodity Futures	Commodities	0.59	Monthly
💡 Illiquidity and Stock Returns: A Revisit	Equities	0.35	Yearly
⭐ Implementability of Trading Strategies Based on Accounting Information: Piotroski (2000) Revisited	Equities	1.03	Yearly
💡 Implementing Momentum: What Have We Learned?	Equities	0.49	Monthly
⭐ Importance of Transaction Costs for Asset Allocations in FX Markets	Currencies	0.99	Monthly
⭐ Improving Pairs Trading	Equities	1.22	Daily
💡 In Search of Alpha - Trading on Limited Investor Attention	Equities		Weekly
💡 In Short Supply: Short Sellers and Stock Returns	Equities	0.34	Yearly
⭐ Index Options Realized Returns Distributions from Passive Investment Strategies	Equities / Options	1.16	Monthly
💡 Industry Herding and Momentum	Equities		Monthly
⭐ Industry Information and the 52-Week High Effect	Equities	0.7	Monthly
💡 Industry Long-Term Return Reversal	Equities	0.3	Quarterly
⭐ Industry Momentum: The Role of Time-Varying Factor Exposures and Market Conditions	Equities	0.54	Monthly
⭐ Information Uncertainty and the Post-Earnings-Announcement Drift Anomaly: Insights from REITs	Equities	1.28	Quarterly
⭐ Informed Trading of Out-of-the-Money Options and Market Efficiency	Equities	0.58	Weekly
💡 Innovation and Industry Selection	Equities	0.25	Monthly
💡 Innovative Efficiency and Stock Returns	Equities	0.4	Yearly
💡 Insider Trading and Share Repurchases: Do Insiders and Firms Trade in the Same Direction?	Equities		Quarterly
💡 Insider Trading Patterns	Equities		Monthly
💡 Institutional Holding, Low Beta and Idiosyncratic Volatility Anomalies	Equities	0.42	Monthly
⭐ Institutional Ownership Decomposition and Stock Market Returns	Equities	0.52	Quarterly
⭐ International Volatility Arbitrage	Equities	1.83	Monthly
⭐ Intraday Market-Wide Ups/Downs and Returns	Equities	0.63	Intraday
💡 Intraday Time Series Momentum: Global Evidence and Links to Market Characteristics	Equities		Intraday
⭐ Investing in a Multi-Asset Multi-Factor World	Bonds / Equities / REITs	0.79	Monthly
💡 Investing in Gold - Market Timing or Buy-and-Hold?	Commodities		Monthly
💡 Investment Horizon of Shareholders and Post-Earnings-Announcement Drift	Equities		Quarterly
💡 Investment-Momentum: A Two-Dimensional Behavioral Strategy	Equities		6 Months
💡 Investor Attention, Visual Price Pattern, and Momentum Investing	Equities	0.48	6 Months
💡 Investor Sentiment Dynamics, the Cross-Section of Stock Returns and the MAX Effect	Equities	0.46	Monthly
💡 Investor Sentiment in News and the Calendar Anomaly – New Evidence from a Large Textual Data	Equities		6 Months
⭐ Is Currency Momentum a Hedge for Global Economic Risk?	Currencies	0.65	Monthly
⭐ Is Daily Pairs Trading of ETF-Stocks Profitable?	Equities	1.22	Daily
💡 Is Gold a Zero-Beta Asset? Analysis of the Investment Potential of Precious Metals	Commodities		Monthly
⭐ Is Idiosyncratic Asymmetry Priced in Commodity Futures?	Commodities	0.79	Monthly
💡 Is it Time for Popcorn? Daily Box Office Earnings and Aggregate Stock Returns	Equities		Daily
💡 Is Money Really ‘Smart’? New Evidence on the Relation between Mutual Fund Flows, Manager Behavior, and Performance Persistence	Equities		Quarterly
💡 Is the Accrual Anomaly a Global Anomaly?	Equities	0.34	Yearly
💡 Is the Supply Curve for Commodity Futures Contracts Upward Sloping?	Commodities		Monthly
💡 Is There a Value Premium Among Large Stocks?	Equities	0.45	Monthly
💡 Is There Momentum or Reversal in Weekly Currency Returns?	Currencies		Monthly
⭐ Is There Money to Be Made Investing in Options? A Historical Perspective	Equities / Options	1.16	Monthly