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 |
|---|---|---|---|---|---|
| Kogan et al. (2024) | Are Cryptos Different? Evidence from Retail Trading Journal of Financial Economics | Crypto | Free | Moderate | 0 |
| Beckmeyer et al. (2023) | Retail Traders Love 0DTE Options... But Should They? SSRN Working Paper | Options | Free | Moderate | 0 |
| Cong et al. (2023) | Crypto Wash Trading Management Science | Crypto | Free | Moderate | 0 |
| Brogaard et al. (2023) | Does 0DTE Options Trading Increase Volatility? SSRN Working Paper | Options | Free | Moderate | 0 |
| Welch (2022) | The Wisdom of the Robinhood Crowd Journal of Finance | Retail trader performance | Free | Moderate | 0 |
| Barber et al. (2022) | Attention-Induced Trading and Returns: Evidence from Robinhood Users Journal of Finance | Retail trader performance | Free | Moderate | 0 |
| Liu et al. (2022) | Common Risk Factors in Cryptocurrency Journal of Finance | Crypto | Free | Moderate | 0 |
| Cieslak & Vissing-Jorgensen (2021) | The Economics of the Fed Put Review of Financial Studies | Macro and the Fed | Free | Moderate | 0 |
| Liu & Tsyvinski (2021) | Risks and Returns of Cryptocurrency Review of Financial Studies | Crypto | Free | Moderate | 0 |
| Coval et al. (2021) | Can Individual Investors Beat the Market? Review of Asset Pricing Studies | Prop and professional traders | Free | Moderate | 0 |
| Cederburg et al. (2020) | On the Performance of Volatility-Managed Portfolios Journal of Financial Economics | Volatility | Free | Moderate | 0 |
| Makarov & Schoar (2020) | Trading and Arbitrage in Cryptocurrency Markets Journal of Financial Economics | Crypto | Free | Moderate | 0 |
| Hou et al. (2020) | Replicating Anomalies Review of Financial Studies | Factors and anomalies | Free | Moderate | 0 |
| Griffin & Shams (2020) | Is Bitcoin Really Untethered? Journal of Finance | Crypto | Free | Moderate | 0 |
| Muravyev & Pearson (2020) | Options Trading Costs Are Lower than You Think Review of Financial Studies | Options | Free | Moderate | 0 |
| Heimer & Simsek (2019) | Should Retail Investors' Leverage Be Limited? Journal of Financial Economics | Retail trader performance | Free | Moderate | 0 |
| Cieslak et al. (2019) | Stock Returns over the FOMC Cycle Journal of Finance | Macro and the Fed | Free | Moderate | 0 |
| Frazzini et al. (2018) | Trading Costs SSRN Working Paper | Systematic trading and backtesting | Free | Moderate | 0 |
| Koijen et al. (2018) | Carry Journal of Financial Economics | Forex and carry | Free | Moderate | 0 |
| Gandal et al. (2018) | Price Manipulation in the Bitcoin Ecosystem Journal of Monetary Economics | Crypto | Paywalled | Moderate | 0 |
| Kirilenko et al. (2017) | The Flash Crash: High-Frequency Trading in an Electronic Market Journal of Finance | Market microstructure | Free | Moderate | 0 |
| Moreira & Muir (2017) | Volatility-Managed Portfolios Journal of Finance | Volatility | Free | Moderate | 0 |
| Novy-Marx & Velikov (2016) | A Taxonomy of Anomalies and Their Trading Costs Review of Financial Studies | Systematic trading and backtesting | Free | Moderate | 0 |
| McLean & Pontiff (2016) | Does Academic Research Destroy Stock Return Predictability? Journal of Finance | Factors and anomalies | Free | Moderate | 0 |
| Geczy & Samonov (2016) | Two Centuries of Price-Return Momentum Financial Analysts Journal | Momentum and trend | Free | Moderate | 0 |
| Harvey et al. (2016) | ... and the Cross-Section of Expected Returns Review of Financial Studies | Factors and anomalies | Free | Moderate | 0 |
| Daniel & Moskowitz (2016) | Momentum Crashes Journal of Financial Economics | Momentum and trend | Free | Moderate | 0 |
| Budish et al. (2015) | The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response Quarterly Journal of Economics | Market microstructure | Free | Moderate | 0 |
| O'Hara (2015) | High Frequency Market Microstructure Journal of Financial Economics | Market microstructure | Paywalled | Moderate | 0 |
| Lucca & Moench (2015) | The Pre-FOMC Announcement Drift Journal of Finance | Macro and the Fed | Free | Moderate | 0 |