Expectation Bias and Short-term MomentumCheng Gao, Siyuan Ma, Peixuan YuanLast updated on Feb 5, 2026PDFRelatedThe Unpriced Risk in Momentum StrategiesSystematic Momentum in Corporate Bond ReturnsBiased Expectations and Conditional Size EffectMomentum and Factor Momentum: A Re-examinationIntraday Stock Return Predictability and Machine Learning
