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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| Citation | Paper | Topic | Access | Difficulty | Score |
|---|---|---|---|---|---|
| Li et al. (2021) | Cryptocurrency Pump-and-Dump Schemes SSRN Working Paper | Crypto | Free | Easy read | 0 |
| Chague et al. (2020) | Day Trading for a Living? SSRN Working Paper | Retail trader performance | Free | Easy read | 0 |
| Arnott et al. (2019) | A Backtesting Protocol in the Era of Machine Learning Journal of Financial Data Science | Systematic trading and backtesting | Free | Easy read | 0 |
| Hurst et al. (2017) | A Century of Evidence on Trend-Following Investing Journal of Portfolio Management | Momentum and trend | Free | Easy read | 0 |
| Israelov & Nielsen (2015) | Covered Calls Uncovered Financial Analysts Journal | Options | Free | Easy read | 0 |
| Harvey & Liu (2014) | Evaluating Trading Strategies Journal of Portfolio Management | Systematic trading and backtesting | Free | Easy read | 0 |
| Asness et al. (2014) | Fact, Fiction and Momentum Investing Journal of Portfolio Management | Momentum and trend | Free | Easy read | 0 |
| Barber & Odean (2013) | The Behavior of Individual Investors Handbook of the Economics of Finance | Retail trader performance | Free | Easy read | 0 |
| Coates & Herbert (2008) | Endogenous Steroids and Financial Risk Taking on a London Trading Floor Proceedings of the National Academy of Sciences | Prop and professional traders | Free | Easy read | 0 |
| Faber (2007) | A Quantitative Approach to Tactical Asset Allocation Journal of Wealth Management | Technical analysis | Free | Easy read | 0 |
| Gorton & Rouwenhorst (2006) | Facts and Fantasies about Commodity Futures Financial Analysts Journal | Futures and commodities | Free | Easy read | 0 |
| Lo et al. (2005) | Fear and Greed in Financial Markets: A Clinical Study of Day-Traders American Economic Review (Papers and Proceedings) | Behavioral finance | Free | Easy read | 0 |
| Malkiel (2003) | The Efficient Market Hypothesis and Its Critics Journal of Economic Perspectives | Market efficiency | Free | Easy read | 0 |