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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
Kogan et al. (2024)Are Cryptos Different? Evidence from Retail Trading
Journal of Financial Economics
CryptoFreeModerate0
Beckmeyer et al. (2023)Retail Traders Love 0DTE Options... But Should They?
SSRN Working Paper
OptionsFreeModerate0
Cong et al. (2023)Crypto Wash Trading
Management Science
CryptoFreeModerate0
Brogaard et al. (2023)Does 0DTE Options Trading Increase Volatility?
SSRN Working Paper
OptionsFreeModerate0
Welch (2022)The Wisdom of the Robinhood Crowd
Journal of Finance
Retail trader performanceFreeModerate0
Barber et al. (2022)Attention-Induced Trading and Returns: Evidence from Robinhood Users
Journal of Finance
Retail trader performanceFreeModerate0
Liu et al. (2022)Common Risk Factors in Cryptocurrency
Journal of Finance
CryptoFreeModerate0
Cieslak & Vissing-Jorgensen (2021)The Economics of the Fed Put
Review of Financial Studies
Macro and the FedFreeModerate0
Liu & Tsyvinski (2021)Risks and Returns of Cryptocurrency
Review of Financial Studies
CryptoFreeModerate0
Coval et al. (2021)Can Individual Investors Beat the Market?
Review of Asset Pricing Studies
Prop and professional tradersFreeModerate0
Cederburg et al. (2020)On the Performance of Volatility-Managed Portfolios
Journal of Financial Economics
VolatilityFreeModerate0
Makarov & Schoar (2020)Trading and Arbitrage in Cryptocurrency Markets
Journal of Financial Economics
CryptoFreeModerate0
Hou et al. (2020)Replicating Anomalies
Review of Financial Studies
Factors and anomaliesFreeModerate0
Griffin & Shams (2020)Is Bitcoin Really Untethered?
Journal of Finance
CryptoFreeModerate0
Muravyev & Pearson (2020)Options Trading Costs Are Lower than You Think
Review of Financial Studies
OptionsFreeModerate0
Heimer & Simsek (2019)Should Retail Investors' Leverage Be Limited?
Journal of Financial Economics
Retail trader performanceFreeModerate0
Cieslak et al. (2019)Stock Returns over the FOMC Cycle
Journal of Finance
Macro and the FedFreeModerate0
Frazzini et al. (2018)Trading Costs
SSRN Working Paper
Systematic trading and backtestingFreeModerate0
Koijen et al. (2018)Carry
Journal of Financial Economics
Forex and carryFreeModerate0
Gandal et al. (2018)Price Manipulation in the Bitcoin Ecosystem
Journal of Monetary Economics
CryptoPaywalledModerate0
Kirilenko et al. (2017)The Flash Crash: High-Frequency Trading in an Electronic Market
Journal of Finance
Market microstructureFreeModerate0
Moreira & Muir (2017)Volatility-Managed Portfolios
Journal of Finance
VolatilityFreeModerate0
Novy-Marx & Velikov (2016)A Taxonomy of Anomalies and Their Trading Costs
Review of Financial Studies
Systematic trading and backtestingFreeModerate0
McLean & Pontiff (2016)Does Academic Research Destroy Stock Return Predictability?
Journal of Finance
Factors and anomaliesFreeModerate0
Geczy & Samonov (2016)Two Centuries of Price-Return Momentum
Financial Analysts Journal
Momentum and trendFreeModerate0
Harvey et al. (2016)... and the Cross-Section of Expected Returns
Review of Financial Studies
Factors and anomaliesFreeModerate0
Daniel & Moskowitz (2016)Momentum Crashes
Journal of Financial Economics
Momentum and trendFreeModerate0
Budish et al. (2015)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
Quarterly Journal of Economics
Market microstructureFreeModerate0
O'Hara (2015)High Frequency Market Microstructure
Journal of Financial Economics
Market microstructurePaywalledModerate0
Lucca & Moench (2015)The Pre-FOMC Announcement Drift
Journal of Finance
Macro and the FedFreeModerate0