Weekly Top 5 Papers – January 7, 2018

1. Left-Tail Momentum: Underreaction to Bad News, Costly Arbitrage and Equity Returns by Yigit Atilgan (Sabanci University) and Turan G. Bali (Georgetown University – …

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SSRN’s Top Papers of 2018

1. 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 …

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