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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
Li et al. (2021)Cryptocurrency Pump-and-Dump Schemes
SSRN Working Paper
CryptoFreeEasy read0
Chague et al. (2020)Day Trading for a Living?
SSRN Working Paper
Retail trader performanceFreeEasy read0
Arnott et al. (2019)A Backtesting Protocol in the Era of Machine Learning
Journal of Financial Data Science
Systematic trading and backtestingFreeEasy read0
Hurst et al. (2017)A Century of Evidence on Trend-Following Investing
Journal of Portfolio Management
Momentum and trendFreeEasy read0
Israelov & Nielsen (2015)Covered Calls Uncovered
Financial Analysts Journal
OptionsFreeEasy read0
Asness et al. (2014)Fact, Fiction and Momentum Investing
Journal of Portfolio Management
Momentum and trendFreeEasy read0
Harvey & Liu (2014)Evaluating Trading Strategies
Journal of Portfolio Management
Systematic trading and backtestingFreeEasy read0
Barber & Odean (2013)The Behavior of Individual Investors
Handbook of the Economics of Finance
Retail trader performanceFreeEasy read0
Whaley (2009)Understanding the VIX
Journal of Portfolio Management
VolatilityPaywalledEasy read0
Coates & Herbert (2008)Endogenous Steroids and Financial Risk Taking on a London Trading Floor
Proceedings of the National Academy of Sciences
Prop and professional tradersFreeEasy read0
Faber (2007)A Quantitative Approach to Tactical Asset Allocation
Journal of Wealth Management
Technical analysisFreeEasy read0
Menkhoff & Taylor (2007)The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis
Journal of Economic Literature
Technical analysisPaywalledEasy read0
Park & Irwin (2007)What Do We Know About the Profitability of Technical Analysis?
Journal of Economic Surveys
Technical analysisPaywalledEasy read0
Gorton & Rouwenhorst (2006)Facts and Fantasies about Commodity Futures
Financial Analysts Journal
Futures and commoditiesFreeEasy read0
Lo et al. (2005)Fear and Greed in Financial Markets: A Clinical Study of Day-Traders
American Economic Review (Papers and Proceedings)
Behavioral financeFreeEasy read0
Malkiel (2003)The Efficient Market Hypothesis and Its Critics
Journal of Economic Perspectives
Market efficiencyFreeEasy read0
Fenton-O'Creevy et al. (2003)Trading on Illusions: Unrealistic Perceptions of Control and Trading Performance
Journal of Occupational and Organizational Psychology
Prop and professional tradersPaywalledEasy read0
Barber & Odean (2001)Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment
Quarterly Journal of Economics
Retail trader performancePaywalledEasy read0
Barber & Odean (2000)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
Journal of Finance
Retail trader performancePaywalledEasy read0
Odean (1999)Do Investors Trade Too Much?
American Economic Review
Retail trader performancePaywalledEasy read0
Thaler & Johnson (1990)Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice
Management Science
Behavioral financePaywalledEasy read0
Bondt & Thaler (1985)Does the Stock Market Overreact?
Journal of Finance
Mean reversion and overreactionPaywalledEasy read0
Gilovich et al. (1985)The Hot Hand in Basketball: On the Misperception of Random Sequences
Cognitive Psychology
Behavioral financePaywalledEasy read0
Tversky & Kahneman (1974)Judgment under Uncertainty: Heuristics and Biases
Science
Behavioral financePaywalledEasy read0