Biased Expectations and Conditional Size EffectCheng Gao, Peixuan YuanLast updated on Aug 13, 2025PDF Image credit: UnsplashRelatedMomentum and Factor Momentum: A Re-examinationIntraday Stock Return Predictability and Machine LearningSystematic Momentum: A New Class of Price PatternsA New Model for the Joint Valuation of S&P 500 and VIX Options: Specification AnalysisGranular Information and Sectoral Movements