The Unpriced Risk in Momentum StrategiesCheng Gao, Peixuan YuanLast updated on Feb 5, 2026PDFRelatedExpectation Bias and Short-term MomentumSystematic Momentum in Corporate Bond ReturnsBiased Expectations and Conditional Size EffectMomentum and Factor Momentum: A Re-examinationIntraday Stock Return Predictability and Machine Learning
