Artificial Intelligence and the Risks of Harking (Hypothesizing After-the-Fact)

Training Machine Learning Models For Return Prediction

Private Credit: Upper Versus Lower Middle Market Lending

Global Factor Performance: January 2025

Stocks aren’t always the best in the long-run

Investigating Simple Formulaic Investing

DIY Trend-Following Allocations: January 2025

What the Index Effect’s Disappearance means for Market Efficiency

Forecasting Earnings, Artificial Intelligence (AI) Versus Equity Analysts

Do sell-side analysts say “buy” while whispering “sell”?

Intangibles and the Performance of the Value Factor

Estimating Long-Term Expected Returns

Private Equity Versus Public Equity Returns

Frog in the Pan Momentum: International Evidence

Global Factor Performance: December 2024

Diversifying Trend Following Strategies Improves Portfolio Efficiency

DIY Trend-Following Allocations: December 2024

Time-Varying Drivers of Stock Prices

Calendar Anomalies, Much Ado About Nothing

Factors are global, respectable and repeatable

Improving Low Volatility Strategies

Financial Knowledge in Europe: Women Lag Men in their financial Literacy

The Explosive Growth of Private Credit: Is There a Bubble?

Rethinking Asset Growth in Asset Pricing Models

Markets Becoming More Efficient: The Disappearing Index Effect