Weekly Top 5 Papers – January 7, 2019

1. Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns by Yigit Atilgan (Sabanci University) and Turan G. Bali (Georgetown University – Robert Emmett McDonough School of Business) and K. Ozgur Demirtas (Sabanci University Graduate School of Management) and A. Doruk Gunaydin (Sabanci University)

2. A Brief Introduction to the Basics of Game Theory by Matthew O. Jackson ( Stanford University – Department of Economics)

3. Misdiagnosis: A Comment on ‘Illness and Injury as Contributors to Bankruptcy’ and the Media Publicity Surrounding It by Gail L. Heriot (University of San Diego School of Law)

4A Quantitative Approach to Tactical Asset Allocation by Meb Faber (Cambria Investment Management)

5. Pulling the Goalie: Hockey and Investment Implications by Clifford S. Asness (AQR Capital Management, LLC) and Aaron Brown (New York University (NYU) – Courant Institute of Mathematical Sciences)

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