Episodic Factor PricingSophia Zhengzi Li, Peixuan Yuan, Guofu ZhouLast updated on Feb 5, 2026PDFRelatedSystematic Momentum: A New Class of Price PatternsSystematic Momentum in Corporate Bond ReturnsPredictive Information in Corporate Bonds for the Equity PremiumMomentum and Factor Momentum: A Re-examinationGranular Information and Sectoral Movements
