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Research library

The papers that actually matter for traders, each with a plain-English summary, what you can use from it, and what it does not prove. Most link to free full texts on SSRN, NBER or arXiv.

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CitationPaperTopicAccessDifficultyScore
Kogan et al. (2024)Are Cryptos Different? Evidence from Retail Trading
Journal of Financial Economics
CryptoFreeModerate0
Jensen et al. (2023)Is There a Replication Crisis in Finance?
Journal of Finance
Factors and anomaliesFreeTechnical0
Cong et al. (2023)Crypto Wash Trading
Management Science
CryptoFreeModerate0
Beckmeyer et al. (2023)Retail Traders Love 0DTE Options... But Should They?
SSRN Working Paper
OptionsFreeModerate0
Brogaard et al. (2023)Does 0DTE Options Trading Increase Volatility?
SSRN Working Paper
OptionsFreeModerate0
Liu et al. (2022)Common Risk Factors in Cryptocurrency
Journal of Finance
CryptoFreeModerate0
Welch (2022)The Wisdom of the Robinhood Crowd
Journal of Finance
Retail trader performanceFreeModerate0
Barber et al. (2022)Attention-Induced Trading and Returns: Evidence from Robinhood Users
Journal of Finance
Retail trader performanceFreeModerate0
Li et al. (2021)Cryptocurrency Pump-and-Dump Schemes
SSRN Working Paper
CryptoFreeEasy read0
Liu & Tsyvinski (2021)Risks and Returns of Cryptocurrency
Review of Financial Studies
CryptoFreeModerate0
Cieslak & Vissing-Jorgensen (2021)The Economics of the Fed Put
Review of Financial Studies
Macro and the FedFreeModerate0
Coval et al. (2021)Can Individual Investors Beat the Market?
Review of Asset Pricing Studies
Prop and professional tradersFreeModerate0
Makarov & Schoar (2020)Trading and Arbitrage in Cryptocurrency Markets
Journal of Financial Economics
CryptoFreeModerate0
Kang et al. (2020)A Tale of Two Premiums: The Role of Hedgers and Speculators in Commodity Futures Markets
Journal of Finance
Futures and commoditiesFreeTechnical0
Chague et al. (2020)Day Trading for a Living?
SSRN Working Paper
Retail trader performanceFreeEasy read0
Griffin & Shams (2020)Is Bitcoin Really Untethered?
Journal of Finance
CryptoFreeModerate0
Muravyev & Pearson (2020)Options Trading Costs Are Lower than You Think
Review of Financial Studies
OptionsFreeModerate0
Hou et al. (2020)Replicating Anomalies
Review of Financial Studies
Factors and anomaliesFreeModerate0
Gu et al. (2020)Empirical Asset Pricing via Machine Learning
Review of Financial Studies
Systematic trading and backtestingFreeTechnical0
Cederburg et al. (2020)On the Performance of Volatility-Managed Portfolios
Journal of Financial Economics
VolatilityFreeModerate0
Heimer & Simsek (2019)Should Retail Investors' Leverage Be Limited?
Journal of Financial Economics
Retail trader performanceFreeModerate0
Vince (2019)Expectation and Optimal f: Expected Growth with and without Reinvestment for Discretely-Distributed Outcomes of Finite Length
SSRN Working Paper
Risk and position sizingFreeTechnical0
Cieslak et al. (2019)Stock Returns over the FOMC Cycle
Journal of Finance
Macro and the FedFreeModerate0
Arnott et al. (2019)A Backtesting Protocol in the Era of Machine Learning
Journal of Financial Data Science
Systematic trading and backtestingFreeEasy read0
Koijen et al. (2018)Carry
Journal of Financial Economics
Forex and carryFreeModerate0
Frazzini et al. (2018)Trading Costs
SSRN Working Paper
Systematic trading and backtestingFreeModerate0
Bailey et al. (2017)The Probability of Backtest Overfitting
Journal of Computational Finance
Systematic trading and backtestingFreeTechnical0
Kirilenko et al. (2017)The Flash Crash: High-Frequency Trading in an Electronic Market
Journal of Finance
Market microstructureFreeModerate0
Johnson (2017)Risk Premia and the VIX Term Structure
Journal of Financial and Quantitative Analysis
VolatilityFreeTechnical0
Hurst et al. (2017)A Century of Evidence on Trend-Following Investing
Journal of Portfolio Management
Momentum and trendFreeEasy read0