Biased Expectations and Conditional Size EffectCheng Gao, Peixuan YuanLast updated on Aug 13, 2025PDF Image credit: UnsplashRelatedThe Unpriced Risk in Momentum StrategiesExpectation Bias and Short-term MomentumSystematic Momentum in Corporate Bond ReturnsMomentum and Factor Momentum: A Re-examinationIntraday Stock Return Predictability and Machine Learning