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-examinationThe Lead-Lag Relationship Between Corporate Bonds and StocksGranular Information and Sectoral Movements
