Skip to content
GetProfitable
Search

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.

Know a paper we are missing? Post it in Free Resource Finds.

CitationPaperTopicAccessDifficultyScore
Andersen et al. (2003)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
American Economic Review
Macro and the FedFreeTechnical0
Bakshi et al. (2003)Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options
Review of Financial Studies
OptionsPaywalledTechnical0
Lo (2002)The Statistics of Sharpe Ratios
Financial Analysts Journal
Systematic trading and backtestingFreeModerate0
Amihud (2002)Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
Journal of Financial Markets
Market microstructurePaywalledModerate0
Evans & Lyons (2002)Order Flow and Exchange Rate Dynamics
Journal of Political Economy
Forex and carryFreeTechnical0
Lo & Repin (2002)The Psychophysiology of Real-Time Financial Risk Processing
Journal of Cognitive Neuroscience
Prop and professional tradersFreeModerate0
Barber & Odean (2001)Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment
Quarterly Journal of Economics
Retail trader performancePaywalledEasy read0
Coval & Shumway (2001)Expected Option Returns
Journal of Finance
OptionsPaywalledModerate0
Kuttner (2001)Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market
Journal of Monetary Economics
Macro and the FedPaywalledModerate0
Jegadeesh & Titman (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
Journal of Finance
Momentum and trendPaywalledModerate0
Lo et al. (2000)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
Journal of Finance
Technical analysisFreeTechnical0
Barber & Odean (2000)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
Journal of Finance
Retail trader performancePaywalledEasy read0
Bekaert & Wu (2000)Asymmetric Volatility and Risk in Equity Markets
Review of Financial Studies
VolatilityPaywalledTechnical0
White (2000)A Reality Check for Data Snooping
Econometrica
Systematic trading and backtestingPaywalledTechnical0
Sullivan et al. (1999)Data-Snooping, Technical Trading Rule Performance, and the Bootstrap
Journal of Finance
Systematic trading and backtestingPaywalledModerate0
Odean (1999)Do Investors Trade Too Much?
American Economic Review
Retail trader performancePaywalledEasy read0
Odean (1998)Are Investors Reluctant to Realize Their Losses?
Journal of Finance
Behavioral financePaywalledModerate0
Andersen & Bollerslev (1998)Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts
International Economic Review
VolatilityPaywalledTechnical0
Daniel et al. (1998)Investor Psychology and Security Market Under- and Overreactions
Journal of Finance
Behavioral financePaywalledTechnical0
Barberis et al. (1998)A Model of Investor Sentiment
Journal of Financial Economics
Behavioral financePaywalledTechnical0
Carhart (1997)On Persistence in Mutual Fund Performance
Journal of Finance
Momentum and trendPaywalledModerate0
Easley et al. (1996)Liquidity, Information, and Infrequently Traded Stocks
Journal of Finance
Market microstructurePaywalledTechnical0
Sloan (1996)Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
The Accounting Review
Factors and anomaliesPaywalledModerate0
Benartzi & Thaler (1995)Myopic Loss Aversion and the Equity Premium Puzzle
Quarterly Journal of Economics
Behavioral financePaywalledModerate0
Grossman & Zhou (1993)Optimal Investment Strategies for Controlling Drawdowns
Mathematical Finance
Risk and position sizingPaywalledTechnical0
Fama & French (1993)Common Risk Factors in the Returns on Stocks and Bonds
Journal of Financial Economics
Factors and anomaliesPaywalledModerate0
Jegadeesh & Titman (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
Journal of Finance
Momentum and trendPaywalledModerate0
Brock et al. (1992)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
Journal of Finance
Technical analysisPaywalledModerate0
Bessembinder (1992)Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets
Review of Financial Studies
Futures and commoditiesPaywalledTechnical0
Fama & French (1992)The Cross-Section of Expected Stock Returns
Journal of Finance
Factors and anomaliesPaywalledModerate0