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Recent Academic Research

The most interesting research papers on the financial markets in the past week
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Recent Academic Research
The changing behavior of stock-bond correlation, corporate bond momentum, and why covered interest parity breaks down
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Volatility-Adjusted ETF Momentum
[WITH CODE] Investigating the performance of traditional momentum and volatility-adjusted momentum
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Recent Academic Research
Impact of FOMC meetings on currency markets, the use case of bond factor momentum in equity returns, and riding market bubbles
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Recent Academic Research
Leveraged ETF outperformance, investor attention and crypto volatility, and the impact of tariffs
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Recent Academic Research
FX return relationship with macro announcements and Treasury auctions, a new trend following strategy, and seasonality in the mortgage markets
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The Market Impact of FOMC Meetings Part 4
[WITH CODE] Analyzing the impact of FOMC meetings on returns and volatility across asset classes
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Recent Academic Research
Volatility forecasting with Bitcoin, trading the VIX with volatility forecasts, and the impact of U.S. monetary policy uncertainty
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Alpha in Academia
A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.
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