Pockets of Factor PricingSophia Zhengzi Li, Peixuan Yuan, Guofu ZhouLast updated on Jan 9, 2024PDFRelatedSystematic Momentum: A New Class of Price PatternsMomentum and Factor Momentum: A Re-examinationThe Lead-Lag Relationship Between Corporate Bonds and StocksGranular Information and Sectoral MovementsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification Analysis
