Investing in Deflation, Inflation, and Stagflation Regimes papers.ssrn.com Submitted by eric on July 10, 2022 at 4:27 PM in economy We examine asset class and factor premiums across inflationary regimes. As periods of high inflation No comments 1
Volatility Forecasting with Machine Learning and Intraday Commonality papers.ssrn.com Submitted by eric on July 12, 2022 at 9:14 AM in volatility No comments 1
Short-term Relative-Strength Strategies, Turnover, and the Connection between Winner Returns and the 52-week High by Chen Chen, Chris T. Stivers, Licheng Sun :: SSRN papers.ssrn.com Submitted by eric on July 17, 2022 at 3:28 AM in quant No comments 1