Working Papers | Peixuan Yuanhttps://www.peixuanyuan.com/project/Working PapersSource Themes Academic (https://sourcethemes.com/academic/)en-ushttps://www.peixuanyuan.com/images/icon_hu21f577b896cb80a82a85b39d02bbc08f_1661600_512x512_fill_lanczos_center_2.pngWorking Papershttps://www.peixuanyuan.com/project/Systematic Reversal and Industry Momentumhttps://www.peixuanyuan.com/project/indmom/Sun, 15 Feb 2026 00:00:00 +0000https://www.peixuanyuan.com/project/indmom/Episodic Factor Pricinghttps://www.peixuanyuan.com/project/ap_timing/Fri, 30 Jan 2026 00:00:00 +0000https://www.peixuanyuan.com/project/ap_timing/The Unpriced Risk in Momentum Strategieshttps://www.peixuanyuan.com/project/unpriced-risk-in-momentum/Tue, 20 Jan 2026 00:00:00 +0000https://www.peixuanyuan.com/project/unpriced-risk-in-momentum/Expectation Bias and Short-term Momentumhttps://www.peixuanyuan.com/project/expectation-bias/Sat, 10 Jan 2026 00:00:00 +0000https://www.peixuanyuan.com/project/expectation-bias/Systematic Momentum in Corporate Bond Returnshttps://www.peixuanyuan.com/project/bond-rmom/Fri, 17 Jan 2025 00:00:00 +0000https://www.peixuanyuan.com/project/bond-rmom/Dissecting Momentum in Chinahttps://www.peixuanyuan.com/project/china-mom/Sat, 18 May 2024 00:00:00 +0000https://www.peixuanyuan.com/project/china-mom/Biased Expectations and Conditional Size Effecthttps://www.peixuanyuan.com/project/size_effect/Thu, 18 Apr 2024 00:00:00 +0000https://www.peixuanyuan.com/project/size_effect/Predictive Information in Corporate Bonds for the Equity Premiumhttps://www.peixuanyuan.com/project/bond-skew/Sat, 18 Nov 2023 00:00:00 +0000https://www.peixuanyuan.com/project/bond-skew/Momentum and Factor Momentum: A Re-examinationhttps://www.peixuanyuan.com/project/mom_fmom/Thu, 17 Dec 2020 00:00:00 +0000https://www.peixuanyuan.com/project/mom_fmom/