Pockets of Factor PricingSophia Zhengzi Li, Peixuan Yuan, Guofu ZhouLast updated on Jan 9, 2024PDFRelatedSystematic Momentum: A New Class of Price PatternsSystematic Momentum in Corporate Bond ReturnsMomentum and Factor Momentum: A Re-examinationPredictive Information in Corporate Bonds for the Equity PremiumGranular Information and Sectoral Movements
