Expectation Bias and Short-term MomentumCheng Gao, Siyuan Ma, Peixuan YuanLast updated on Feb 5, 2026PDFRelatedSystematic Reversal and Industry MomentumThe Unpriced Risk in Momentum StrategiesSystematic Momentum in Corporate Bond ReturnsBiased Expectations and Conditional Size EffectMomentum and Factor Momentum: A Re-examination
