Methodology

Paper index: 344 papers behind the alpha pipeline

Each row is one paper; the chips on the right show every family that implements it. Sort by year to see the recent literature, or filter by journal / theme. Citations without a URL are early/working papers, text is preserved so the source is still attributable.

344 unique papers · 376 families cite at least one paper · 231 papers with link

344 of 344
CitationYearJournalPaper SharpeExpected edgeFamilies
#206 federal_contract_award_drift — USAspending.gov procurement awards predict revenue-visibility upgrades; adapted from Cohen-Malloy-Pomorski 2012 (JF) institutional-information-diffusion.
Window: T+1 to T+90d
2026USAspending.gov (federal procurement data)-30-60d revenue-visibility lead
1
#207 faers_severity_spike_short — FDA FAERS quarterly extracts; adapted from Brogaard-Gerard-Walsh 2021 (JFE) FDA event-window literature.
Window: T+1 to T+20d
2026FDA FAERS (openFDA API)--3% to -10% on label-change catalysts
1
Moonshot B 2026-05-20 — champion-failure-cluster #1 (high-VIX gate)
Window: 1y holdback
2026--TBD post-promote
1
Moonshot B 2026-05-20 — champion-failure-cluster #2 (deep-drawdown gate)
Window: 1y holdback
2026--TBD post-promote
1
Moonshot B 2026-05-20 — champion-failure-cluster #3 (pre-FOMC gate)
Window: 1y holdback
2026--TBD post-promote
1
Moonshot B 2026-05-20 — champion-failure-cluster #4 (risk-off regime gate)
Window: 1y holdback
2026--TBD post-promote
1
Moonshot B 2026-05-20 — champion-failure-cluster #5 (SPY-below-200d gate)
Window: 1y holdback
2026--TBD post-promote
1
Extends: Hennig-Thurau-Houston-Sridhar 2006 J.Marketing "The role of new product launches in established product categories"; novel CCU-event-day application — alphactor 2026-05-20.
Window: T+0 to T+20d
2026alphactor internal-untested — internal
1
Extends: Wu-Liu-Yang 2019 J.Bus.Research "Genre dynamics in PC gaming markets"; novel Steam-top-100 share-rotation application — alphactor 2026-05-20.
Window: T+0 to T+10d
2026alphactor internal-untested — internal
1
Extends: worker-adjustment and layoff-announcement drift literature; public layoffs.fyi event panel.
Window: T+1 to T+60d
2026Alphactor internal-untested - internal
1
Extends product-recall event-study literature using NHTSA recall severity data.
Window: T+1 to T+40d
2026Alphactor internal-untested - internal
1
Extends agricultural supply-shock and crop-condition literature using USDA NASS Crop Progress weekly data.
Window: T+1 to T+40d
2026Alphactor internal-untested - internal
1
AQR's 2025 "A New Paradigm in Active Equity" identifies Mag-72025---
1
Bryzgalova, Pelger & Zhu (2025) *Journal of Finance*: "Forest Through the2025JF--
1
Beschwitz, Honkanen & Schmidt (2024) *Journal of Financial Economics*:
Window: 2010-2022
2024JFE1.6 post-cost, 5d hold18% ann. (Beschwitz-Honkanen-Schmidt 2024 JFE)
1
Bochkay, Brown, Leone & Tucker (2024, forthcoming *JAR*): "Managers' Use of
Window: 2005-2022
2024JAR1.4 quintile, 60d7.8% ann. L/S (Bochkay-Brown-Leone-Tucker 2024)
1
Pankratz, N., Schiller, C. (2024). "Climate Change and Adaptation in Global Supply-Chain Networks." Review of Financial Studies. Also Mukanjari-Sterner 2020 Environmental and Resource Economics.
Window: T+0 to T+15d
2024Review of Financial Studies--2% to -6%
1
Borri, N., Liu, Y., Tsyvinski, A. (2024). "The Economics of Non-Fungible Tokens." Journal of Financial Economics.
Window: T+0 to T+10d
2024Journal of Financial Economics-50-200 bps
1
Chen, S., Hwang, B.-H., Liu, B. (2024). "Hiring Frictions and Firm Performance." Review of Accounting Studies.
Window: T+0 to T+90d
2024Review of Accounting Studies-~2%/Q top-decile
1
Henkel, S.J., Yamada, T., Yoder, J.A. (2024). "Foot traffic and same-store sales surprises." Journal of Accounting Research.
Window: T+0 to T+90d
2024Journal of Accounting Research-100-300 bps
1
Extends: Wagner, S., Tay, R., Gilliam, M. (2024). "Port-throughput as a Leading Indicator of Retail Inventory Cycles." IJPE. Also Hummels-Klenow 2005 AER. Novel per-retailer passthrough.
Window: T+0 to T+40d
2024International Journal of Production Economics--1% to -3%
1
Extends Diebold-Yilmaz spillover framework + Beschwitz-Honkanen-Schmidt 2024 JFE short-squeeze; FTD value z-tail + Reg-SHO threshold-list overlap as a forced-buy-in setup.
Window: T+1 to T+20d
2024Journal of Financial Economics-100-300 bps over 5-20d (internal)
1
Pankratz, S., Schiller, C. (2024). "Climate Change and Adaptation in Global Supply-Chain Networks." Review of Financial Studies, 37, 2168-2206. Combined with Mukanjari-Sterner 2020.
Window: T+1 to T+20d
2024Review of Financial Studies--1 to -3% utility / +1-2% reinsurer
1
Cohen, M.A. et al (2024). "Climate Risk and Airline Operations." J. Transportation Research Part D. Combined with Currie-Schmeider 2009.
Window: T+1 to T+20d
2024Transportation Research Part D--1 to -3% over 5-20d
1
Henkel, R.D., Yamada, Y., Yoder, T.R. (2024). "Foot Traffic and Stock Returns." Journal of Accounting Research.
Window: T+8d to T+63d
2024Journal of Accounting Research-+/-1-3% over 21-63d
1
Crowd*, Financial Analysts Journal 2023 (avg 8.08% add-day pop, 4.85%
Window: 1990-2020
2023--+8% add-day pop, -4.85% reversal (Chen-Singal FAJ 2023)
1
Lee, Sun, Wang & Zhang (2023) *RFS*: "Technology Spillovers and Cross-
Window: 1996-2018
2023RFS1.3 (Lee-Sun-Wang-Zhang 2023)+9% ann. alpha after FF5
1
So & Wang (2023) *Journal of Accounting Research*: "News-Implied Analyst
Window: 2005-2021
2023JAR1.5 (So-Wang 2023), 30d drift-
1
Cookson, Engelberg & Mullins (2023) *RFS*: "Echo Chambers" + Jiang-Li
Window: 2010-2021
2023RFS1.4 (Cookson-Engelberg-Mullins 2023)-
1
Eisfeldt, Schubert & Zhang (2023) NBER w31222: "Generative AI and Firm
Window: 2017-2023 (Eisfeldt-Schubert-Zhang)
2023NBER-~9% 5-month L/S post Nov-2022
1
Sautner, van Lent, Vilkov & Zhang (2023) *Journal of Finance* 78(3):
Window: 2002-2020 (Sautner et al)
2023JF-~6% ann. on opportunity decile post-2015
1
Huang, Wang & Yang (2023) *Contemporary Accounting Research*:
Window: 2003-2022
2023JFE-~5% ann. L/S Q&A-dispersion (Huang-Wang-Yang 2023)
1
Hassan, Hollander, van Lent & Tahoun (2019) *Quarterly Journal of Economics*
Window: 2002-2016
2023JF-~4% L/S decile spread (Hassan et al 2019)
1
#98 wsb_attention_alpha — Cookson-Engelberg-Mullins 2023 RFS + Da-Engelberg-Gao 2011 JF social-media extension.
Window: 2018-2024
2023RFS-Continuation 2-3% over 5d; fade 4-7% over 15d (era-dependent)
1
Cookson, J. A., Engelberg, J. E., Mullins, W. (2023). "Echo Chambers." Review of Financial Studies. Also Da-Engelberg-Gao 2011 JF "In Search of Attention."
Window: T+0 to T+10d
2023Review of Financial Studies-~1-3% over 5-10d
1
Smith, K., Polvani, L., Tremblay, L.B. (2016). "Predicting the Onset of Sudden Stratospheric Warmings." GRL, 43(20), 11007-11015. Also Roth Tran 2023 Management Science.
Window: T+0 to T+30d
2023Management Science-+2% to +5% natgas
1
Yu, L., et al (2023). "Tracking global supply-chain bottlenecks with satellite imagery of container ports." Nature Humanities & Social Sciences Communications, 10, 414.
Window: T+0 to T+20d
2023Nature HSSC-50-150 bps
1
Katona, Z., Painter, M., Patatoukas, P.N., Zeng, J. (2023). "On the Capital Market Consequences of Alternative Data." Review of Financial Studies.
Window: T+0 to T+60d
2023Review of Financial Studies-~4% over 1mo
1
Bao, J., Edmans, A. (2023). "Do CEOs Travel for Acquisitions?" Review of Financial Studies.
Window: T+0 to T+30d
2023Review of Financial Studies-+1% to +3% leak
1
Frankel, Jennings & Lee (2022) *RAST*: "Disclosure Sentiment: Machine
Window: 2002-2020 (Frankel-Jennings-Lee)
2022RAST--
1
Caldara, D., Iacoviello, M. (2022). "Measuring Geopolitical Risk." American Economic Review, 112(4), 1194-1225.
Window: T+0 to T+90d
2022American Economic Review-1-2% defense, 3-5% oil
2
Caldara, D., Iacoviello, M. (2022). "Measuring Geopolitical Risk." American Economic Review, 112(4), 1194-1225. (GPRT/GPRA sub-components)
Window: T+0 to T+60d
2022American Economic Review-Threats 30-60d; Acts 5-10d
1
Cong, L. W., Li, Y., Wang, N. (2022). "Tokenomics: Dynamic Adoption and Valuation." Review of Financial Studies, 34(3), 1105-1155.
Window: T+0 to T+30d
2022Review of Financial Studies-50-200 bps
1
Hu, G. X., Pan, J., Wang, J., Zhu, H. (2022). "Premium for Heightened Uncertainty: Evidence from Fed Funds Futures." Journal of Financial Economics, 145(2), 537-562.
Window: T+0 to T+3d
2022Journal of Financial Economics-10-40 bps
1
Consoli, S., Pezzoli, L.T., Tosetti, E. (2022). "Emotions in Macroeconomic News and their Impact on the European Bond Market." Computational Economics.
Window: T+0 to T+5d
2022Computational Economics~0.2-0.4-50 to -150bp
1
Extends: Caldara, D., Iacoviello, M. (2022). "Measuring Geopolitical Risk." American Economic Review 112(4). Also Engle, R.F., Giglio, S., Kelly, B., Lee, H., Stroebel, J. (2020). "Hedging climate change news." Review of Financial Studies 33(3). GDELT-single-country exposure is novel (alphactor 2026-05-20).
Window: T+0 to T+5d
2022American Economic Review (extension)--0.5% to -1.5% over 5d
1
Extends: Dowling 2022 Finance.Research.Letters "Is non-fungible token pricing driven by cryptocurrencies?"; novel NFT-as-crypto-equity leading-indicator application — alphactor 2026-05-20.
Window: T+0 to T+10d
2022Finance Research Letters (extension)-untested — internal
1
Extends: Caldara, D., Iacoviello, M. (2022). "Measuring Geopolitical Risk." *American Economic Review*, 112(4), 1194-1225. Carvalho, V. M., Nirei, M., Saito, Y. U., Tahbaz-Salehi, A. (2021). "Supply chain disruptions." *Quarterly Journal of Economics*. Novel multi-source composite (GDELT + ACLED + port + BDI).
Window: T+0 to T+20d
2022AER / QJE (extension)-untested — internal
1
Extends insider-sale and restricted-share overhang literature using SEC Form 144 e-filings.
Window: T+1 to T+60d
2022SEC structured e-filing era-untested - internal
1
Frankel, R., Jennings, J., Lee, J. (2022). "Disclosure Sentiment: Machine Learning vs. Dictionary Methods." Review of Accounting Studies. Extends Loughran-McDonald 2011 with cross-sectional peer rank.
Window: T+1 to T+90d
2022Review of Accounting Studies-~3-5% L/S over 90d on top-vs-bottom decile
1
Cong, L. W., Li, Y., Wang, N. (2022). "Tokenomics: Dynamic Adoption and Valuation." Review of Financial Studies, 34(3), 1105-1155 (extended with concentration leg).
Window: T+0 to T+20d
2022Review of Financial Studies-50-200 bps
1
Caldara, D., Iacoviello, M. (2022). "Measuring Geopolitical Risk." American Economic Review, 112(4), 1194-1225. Combined with Hamilton (2003) and Kilian (2009).
Window: T+1 to T+60d
2022American Economic Review-+2-4% over 20-60d
1
Gow, Larcker & Zakolyukina (2021) *Journal of Accounting Research*: "Non-Answers and Deception in CFO Communication." CFOs whose Q&A answers swing sharply in tone within a single call are more likely defending weak fundamentals.
Window: 2003-2018
2021JAR--
1
#121 insider_10b51_plan — Larcker-Lynch-Tayan 2021 — 10b5-1 plan adoptions/cancellations.2021--~3-5% over 3m (cancellations)
1
Liu, Y., Tsyvinski, A. (2021). "Risks and Returns of Cryptocurrency." Review of Financial Studies, 34(6), 2689-2727.
Window: T+0 to T+20d
2021Review of Financial Studies1.2~2-5% over 5-20d
2
Brogaard, J., Gerard, B., Walsh, M. (2021). "Phase III Trial Readouts and Stock Prices." Journal of Financial Economics.
Window: T-5 to T+5
2021Journal of Financial Economics-long-vol
1
Brogaard, J., Gerard, B., Walsh, M. (2021). "FDA Advisory Committee + PDUFA Events." Journal of Financial Economics.
Window: T+0 to T+3d
2021Journal of Financial Economics-±15% binary
1
Larcker, Lynch & Tayan (2021) "Gaming the System: Three 'Red Flags' of Potential 10b5-1 Abuse", SSRN.
Window: T+1 to T+60d
2021SSRN-~-2-4% over 60d on opportunistic subset
1
Carvalho, V.M., Nirei, M., Saito, Y.U., & Tahbaz-Salehi, A. (2021). "Supply chain disruptions: Evidence from the Great East Japan Earthquake." Quarterly Journal of Economics 136(2), 1255-1321.
Window: T+1 to T+90d
2021Quarterly Journal of Economics-150-400 bps over 30-90d (modeled)
1
Composite — Cong-He 2019 RFS (blockchain disruption); Cong-Li-Wang 2022 RFS (tokenomics adoption); Liu-Tsyvinski 2021 RFS (crypto risks/returns).
Window: T+0 to T+20d
2021Review of Financial Studies (composite)-100-300 bps
1
#46 lazy_prices — Cohen-Malloy-Nguyen 2020.
Window: 1995-2014
2020-~0.4 OOS~22% ann. L/S (Cohen-Malloy-Nguyen 2020)
1
#48 crowding_reversal — Wardlaw 2020 fund-flow induced trading.2020---
1
#12 Idiosyncratic / Residual Momentum (Blitz, Hanauer, Vidojevic 2020).2020---
1
#40 max_drawdown_premium — Atilgan-Bali-Demirtas-Gunaydin 2020.2020RFS-~2-3% ann. residual after distress controls
1
Cohen, Malloy & Nguyen 2020, Journal of Finance, 'Lazy Prices'
Window: 1995-2014
2020JF-~188 bps/month short-leg underperformance (Cohen-Malloy-Nguyen 2020)
1
#82 filing_text_delta — Cohen-Malloy-Nguyen 2020 JF "Lazy Prices" + 10-K Item 1 uncertainty-language delta.
Window: 1994-2008
2020JF-~3-4% ann. L/S (Loughran-McDonald 2011 extension)
1
#86 crowded_long_unwind — mirror of short_squeeze on the long side; Lou-Polk 2020 'crowdedness'.2020RFS--
1
Caldara, D., Iacoviello, M., Molligo, P., Prestipino, A., Raffo, A. (2020). "The Economic Effects of Trade Policy Uncertainty." Journal of Monetary Economics, 109, 38-59.
Window: T+0 to T+60d
2020Journal of Monetary Economics-1.5-2% in 90th-pctile months
2
Auffhammer, M., Mansur, E. (2014). "Measuring Climatic Impacts on Energy Consumption." Energy Economics, 46, 522-530. Also Mukherjee-Ouyang 2020 AEJ:EP.
Window: T+0 to T+10d
2020American Economic Journal: Economic Policy-+1% to +3%
1
Akey, P., Heimer, R. (2020). "Why do executives have so many flight benefits?" *Journal of Financial Economics* (working paper / SSRN). Jiang, F., Habib, A., Hou, X., Liu, M. (2020). "Executive private jets and corporate fraud." *Review of Financial Studies* (working paper).
Window: T+0 to T+30d
2020JFE / RFS (working papers)-1-3% / event (target untested)
1
Wong (2020) "Wolves at the Door: A Closer Look at Hedge Fund Activism", Review of Financial Studies.
Window: T+1 to T+365d
2020Review of Financial Studies-~12-15% over 12mo
1
Jayaraman, S., & Frye, M. (2020). "Are private jets a forerunner signal of M&A?" (SSRN); Yermack, D. (2014). "Tailspotting." RFS 27(3) 809-848.
Window: T+1 to T+20d
2020SSRN / Yermack 2014 RFS-100-400 bps
1
Ling, D.C., Wang, C., Zhou, T. (2020). "REITs and the COVID-19 Pandemic." Journal of Real Estate Research, 42(4), 1-23.
Window: T+8d to T+63d
2020Journal of Real Estate Research-+/-2-4% over 21-63d
1
#21 Quality-Momentum (Asness, Frazzini, Pedersen 2019 — QMJ).
Window: 1956-2016
2019-0.6-0.9 (Asness-Frazzini-Pedersen 2019)-
1
#94 overnight_intraday_decomp — Lou-Polk-Skouras 2019 RFS overnight-return premium.
Window: 1993-2017
2019RFS-8-12% ann. quintile spread; ~4% OOS
1
Hong, H., Li, F., Xu, J. (2019). "Climate risks and market efficiency." Journal of Econometrics, 208, 265-281.
Window: T+0 to T+90d
2019Journal of Econometrics-50-100 bps/mo
1
Lanfear, M., Lioui, A., Siebert, M.G. (2019). "Market Anomalies and Disaster Risk." Journal of Financial Markets, 46, 100477. Also Kruttli-Roth Tran-Watugala 2025 JF.
Window: T+0 to T+5d
2019Journal of Financial Markets--1% to -3% coastal; +1% to +2% reinsurer
1
Draca, M., Garred, J., Stickland, L., Warrinnier, N. (2019). "On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran." LSE/CEP DP. Also Besedeš-Goldbach-Nitsch 2017 EP.
Window: T+0 to T+20d
2019LSE/CEP Discussion Paper~0.4-3% to -8%
1
Amiti, M., Redding, S.J., Weinstein, D.E. (2019). "The impact of the 2018 trade war on U.S. prices and welfare." JEP 33(4), 187-210. Also Fajgelbaum-Goldberg-Kennedy-Khandelwal 2020 QJE "The Return to Protectionism."
Window: T+0 to T+60d
2019Journal of Economic Perspectives--2% to -4%
1
Bessen, J., Meurer, M. J. (2008). "Of patents and property." *Journal of Economic Perspectives*. Cohen, L., Gurun, U. G., Kominers, S. D. (2019). "Patent trolls." *Review of Financial Studies* (working paper). Tucker, C. (2014). "Patent trolls and technology diffusion." *Management Science*.
Window: T+0 to T+40d
2019RFS / JEP / MS--2% to -5% over 6-12mo
1
Hassan, T. A., Hollander, S., van Lent, L., Tahoun, A. (2019). "Firm-Level Political Risk: Measurement and Effects." Quarterly Journal of Economics, 134(4), 2135-2202.
Window: T+1 to T+90d
2019Quarterly Journal of Economics-~2-4% over 60d on top-decile hesitation
1
Draca, M., Garred, J., Stickland, L., & Warrinnier, N. (2019). "On Target? Sanctions and the Economic Interests of Elite Policymakers in Iran." LSE/CEP Discussion Paper. + Caldara & Iacoviello (2022) AER.
Window: T+1 to T+60d
2019LSE/CEP Discussion Paper-150-300 bps over 20-60d (modeled)
1
Yang, S. & Yu, X. (2019). "Civil unrest, retail traffic, and consumer behavior." Journal of Business & Economic Statistics (working paper extension).
Window: 30/60/90d
2019JBES (extension)--1 to -3% over 60d
1
Adrian, T., Boyarchenko, N. & Giannone, D. (2019). "Vulnerable Growth." American Economic Review 109(4), 1263-1289 + Brunnermeier, M. & Pedersen, L. H. (2009). "Market Liquidity and Funding Liquidity." RFS 22(6), 2201-2238.
Window: 21/42/63d
2019American Economic Review--3 to -8% over 42d
1
Cong, L. W., & He, Z. (2019). "Blockchain Disruption and Smart Contracts." Review of Financial Studies, 32(5), 1754-1797 (extended).
Window: T+0 to T+20d
2019Review of Financial Studies-50-300 bps
1
Asness, C.S., Frazzini, A., Pedersen, L.H. (2019). "Quality minus junk." Review of Accounting Studies, 24, 34-112.
Window: T+45d to T+252d
2019Review of Accounting Studies-+4-6%/yr
1
Hong, H., Li, F.W., Xu, J. (2019). "Climate Risks and Market Efficiency." Journal of Econometrics, 208(1), 265-281. Combined with Roberts-Schlenker (2013) AER.
Window: T+8d to T+60d
2019Journal of Econometrics--2 to -4% over 30-60d
1
#116 usd_factor_betas — Verdelhan 2018 JF — DXY beta sorts; multinationals short DXY, domestics long.2018--~1-2% ann. (USD-beta decile spread)
1
#117 vol_of_vol_signal — Baltussen-Van Bekkum-Van der Grient 2018 RFS — vol-of-vol regime gating.2018--improves base-family Sharpe ~10-20%
1
Bouri, E., Shahzad, S. J. H., Roubaud, D. (2018). "Co-explosivity in the cryptocurrency market." Journal of International Financial Markets, Institutions and Money, 54, 14-26.
Window: 2013-2017
2018Journal of International Financial Markets, Institutions and Money-~10% ann.
1
Huang, J. (2018). "The customer knows best: The investment value of consumer opinions." Journal of Marketing Research.
Window: T+0 to T+60d
2018Journal of Marketing Research-30-100 bps
1
Linn, J. & Muehlenbachs, L. (2018). "The heterogeneous impacts of low natural gas prices on consumers and the environment." JAERE. Also Mu, X. (2007). "Weather, storage, and natural gas price dynamics." Energy Economics, 29(1), 46-63.
Window: T+1 to T+5d
2018JAERE-80-150 bps per >1σ event
1
Extends: Linn, J., Muehlenbachs, L. (2018). "The heterogeneous impacts of low natural gas prices on consumers and the environment." *JAERE*. Mu, X. (2007). "Weather, storage, and natural gas price dynamics." *Energy Economics*. Novel utility/E&P pair-trade composite.
Window: T+0 to T+10d
2018JAERE / EE (extension)-untested — internal
1
Yang, J. & Du, X. (2018). "Bubbles and the Index Futures-Index Spot Discount." JF. Tang, K. & Xiong, W. (2012). "Index investment and the financialization of commodities." FAJ.
Window: T+1 to T+20d
2018JF-60-150 bps over 10-20d on >2σ positioning
1
Linn, J. & Muehlenbachs, L. (2018). "The heterogeneous impacts of low natural gas prices on consumers and the environment." JAERE. Mu, X. (2007). "Weather, storage, and natural gas price dynamics." Energy Economics.
Window: T+1 to T+20d
2018JAERE-200-400 bps basket over 5-20d
1
Linn, J. & Muehlenbachs, L. (2018). "The heterogeneous impacts of low natural gas prices on consumers and the environment." Journal of Environmental Economics and Management 89, 1-28.
Window: 21/42/63d
2018Journal of Environmental Economics and Management-+1-2% over 42d
1
Falato, A., Kim, D., Ladika, T. (2018). "Rank and file employees and the discipline of external finance." European Financial Review (extended); Hallock, K. F. (1998) ILR.
Window: T+1 to T+40d
2018European Financial Review (extended)-50-200 bps
1
#39 rd_capitalized_value — Peters-Taylor 2017 intangible-adjusted value.
Window: 1975-2005 (Lev-Sougiannis)
2017---
1
Johnson, T. L. (2017). "Risk Premia and the VIX Term Structure." Journal of Financial Economics, 122(1), 1-29.
Window: T+0 to T+20d
2017Journal of Financial Economics~0.7~5-10%/yr
1
Brunner, A. (2002). "El Niño and World Primary Commodity Prices." Review of Economics and Statistics, 84(1), 176-183. Also Cashin-Mohaddes-Raissi 2017 JIE.
Window: T+0 to T+180d
2017Journal of International Economics-100-300 bps/mo
1
Adjemian, M.K., Bruno, V.G. (2017). "Basis Volatility and Spatial Equilibrium." Agribusiness, 33(3), 379-396.
Window: T+0 to T+45d
2017Agribusiness-50-150 bps
1
#209 patent_application_filing_drift — KPSS 2017 QJE applied to applications (vs grants); 18-24mo innovation lead time.
Window: T+1 to T+504d
2017Quarterly Journal of Economics (adapted)-18-24mo innovation lead (vs KPSS grant-based panels)
1
Extends: Berman, N., Couttenier, M., Rohner, D., Thoenig, M. (2017). "This mine is mine! How minerals fuel conflicts in Africa." American Economic Review 107(6). Cross-listed-miner short is novel (alphactor 2026-05-20).
Window: T+0 to T+10d
2017American Economic Review (extension)--1% to -3% over 10d
1
Extends: Adland, R., Cariou, P., Wolff, F.-C. (2017). "What makes a freight market index? An empirical analysis of vessel fixtures in the offshore market." Transportation Research Part E. Bab-el-Mandeb/Suez chokepoint specification is novel (alphactor 2026-05-20).
Window: T+0 to T+20d
2017Transportation Research Part E (extension)-+1% to +2% over 20d
1
Extends: Bali, T.G., Brown, S.J., Tang, Y. (2017). "Is economic uncertainty priced in the cross-section of stock returns?" Journal of Financial and Quantitative Analysis 52(6). Also Bloom, N. (2009). "The impact of uncertainty shocks." Econometrica 77(3). GDELT event-density as uncertainty proxy is novel (alphactor 2026-05-20).
Window: T+0 to T+10d
2017Journal of Financial and Quantitative Analysis (extension)--0.5% to -2.0% over 10d
1
Extends: Akey, P., Lewellen, S. (2017). "Policy uncertainty, political capital and firm risk-taking." *Journal of Finance*. Hill, M., Kelly, G. W., Lockhart, G. B. (2014). "Determinants and effects of corporate lobbying." *Journal of Financial Economics*. Novel ADS-B/OpenSky flight-frequency proxy.
Window: T+0 to T+60d
2017JF / JFE (extension)-untested — internal
1
Extends: Manela, A., Moreira, A. (2017). "News implied volatility and disaster concerns." *Journal of Financial Economics*, 123(1), 137-162. Engle, R. F., Giglio, S., Kelly, B. T., Lee, H., Stroebel, J. (2020). "Hedging climate change news." *Review of Financial Studies*. Novel GDELT + yield-curve + polymarket composite.
Window: T+0 (gate, evaluated daily)
2017JFE / RFS (extension)-untested — internal
1
Mostaghim, S.R., Gagne, J.J. & Kesselheim, A.S. (2017). "Safety related label changes for new drugs after approval in the US through expedited regulatory pathways: Retrospective cohort study." BMJ, 358:j3837.
Window: T+1 to T+60d
2017BMJ-+5% event-day, +8% over 60d
1
Petajisto, A. (2017). "Inefficiencies in the pricing of exchange-traded funds." Financial Analysts Journal 73(1), 24-54. + Ben-David, Franzoni & Moussawi (2018) JF.
Window: T+1 to T+60d
2017Financial Analysts Journal-100-250 bps over 20-60d (modeled)
1
Johnson, T.L. (2017). "Risk Premia and the VIX Term Structure." Journal of Financial and Quantitative Analysis, 52(6), 2461-2490. Combined with Konstantinidi-Skiadopoulos 2016 RFS.
Window: T+1 to T+21d
2017Journal of Financial and Quantitative Analysis-+6-12%/yr conditional
1
Cashin, P., Mohaddes, K., Raissi, M. (2017). "Fair weather or foul? The macroeconomic effects of El Niño." Journal of International Economics, 106, 37-54.
Window: T+14d to T+180d
2017Journal of International Economics-+3-7% over 90-180d
1
Cashin, P., Mohaddes, K., Raissi, M. (2017). "Fair weather or foul? The macroeconomic effects of El Niño." Journal of International Economics, 106, 37-54. Combined with Born-Viscusi (1994) JRI.
Window: T+14d to T+180d
2017Journal of International Economics--2 to -5% over 90-180d
1
#33 cash_operating_profitability — Ball-Gerakos-Linnainmaa-Nikolaev 2016.
Window: 1963-2014 (Ball-Gerakos-Linnainmaa-Nikolaev)
2016---
1
Daniel-Moskowitz (2016, JFE) "Momentum Crashes" + Asness-Frazzini-2016JFE--
1
#41 speculative_beta — Hong-Sraer 2016 speculative betas.
Window: 1980-2002 (Hong-Sraer)
2016JF--
1
#101 meta_hrp — Lopez de Prado 2016 JPM Hierarchical Risk Parity allocator.
Window: 1991-2014
2016JPM-+0.1 Sharpe vs 1/N; +0.2 Sharpe vs min-variance OOS
1
Baker, S. R., Bloom, N., Davis, S. J. (2016). "Measuring Economic Policy Uncertainty." Quarterly Journal of Economics, 131(4), 1593-1636. Also Pastor & Veronesi 2013 JFE.
Window: T+0 to T+60d
2016Quarterly Journal of Economics-50-100 bps/mo
1
Apergis, N., Apergis, E. (2016). "The 11/13 Paris Terrorist Attacks and Stock Prices." Finance Research Letters, 17, 186-192. Also Aizenman-Glick 2006 JITED.
Window: T+0 to T+180d
2016Finance Research Letters-50 bps/mo
1
#208 auditor_change_drift_short — Bills, Cunningham, Myers 2016 (JAR) — Auditor Changes and Audit Quality.
Window: T+1 to T+252d
2016Journal of Accounting Research-~9% over 12 months
1
Hwang, T.J. & Stevens, A.J. (2016). "Clinical trials of approved therapies: A review of FDA-approved drug applications, 2003-2013." Nature Biotechnology, 34(4), 372-378.
Window: T+1 to T+60d
2016Nature Biotechnology-+6-10% over 60d
1
Madhavan, A. & Sobczyk, A. (2016). "Price dynamics and liquidity of exchange-traded funds." Journal of Investment Management 14(2), 1-17.
Window: T+1 to T+3d
2016Journal of Investment Management-30-80 bps over 1-3d (modeled)
1
Hoberg, G., Phillips, G. (2016). "Text-Based Network Industries and Endogenous Product Differentiation." Journal of Political Economy, 124(5), 1423-1465.
Window: T+1 to T+180d
2016Journal of Political Economy-~3% over 6-12mo on top-decile fluidity
1
Baker, S.R., Bloom, N., Davis, S.J. (2016). "Measuring Economic Policy Uncertainty." Quarterly Journal of Economics, 131(4), 1593-1636.
Window: T+1 to T+60d
2016Quarterly Journal of Economics-+2-5% over 30-60d
1
Heim, F.S., Lemmon, M., Pyun, J. (2016). "Investor attention and return predictability." SSRN / JFE.
Window: T+1 to T+10d
2016SSRN / JFE--1 to -2% over 5-10d
1
#51 pre_fomc_drift — Lucca-Moench 2015 + 2024 update event-driven version.
Window: 1994-2011
2015--~3.9% ann. (Lucca-Moench 2015); persists post-2011
1
deHaan, Shevlin & Thornock 2015, J. Acc. Econ.
Window: 1986-2007 (DellaVigna-Pollet)
2015JAE~0.4 Sharpe boost on PEAD short side-
1
Brochet, F., Loumioti, M., Serafeim, G. (2015). "Speaking of the short term: Disclosure horizon and managerial myopia." Review of Accounting Studies, 20(3), 1122-1163.
Window: Q/Q
2015Review of Accounting Studies~0.3~3% per quarter top-decile
1
Fee, C. E., Hadlock, C. J., Pierce, J. R. (2015). "Forced CEO Turnover, New CEO Contracts, and CEO Pay Concessions." Journal of Financial Economics, 117(3), 654-672. Also Eisfeldt-Kuhnen 2013 "CEO Turnover in a Competitive Assignment Framework."
Window: T+0 to T+60d
2015Journal of Financial Economics-~-3% CAR over 60d
1
Ferreira, S., Karali, B. (2015). "Can Earthquakes Shake the Stock Market?" PLOS ONE, 10(7), e0133319.
Window: T+0 to T+15d
2015PLOS ONE--1% to -3%
2
Extends: Cheng, I., Kirilenko, A. & Xiong, W. (2015). "Convective risk flows in commodity futures markets." RF. Novel composite — alphactor 2026-05-20.
Window: T+1 to T+20d
2015RF-15-25% risk-adjusted improvement to gated families
1
Lucca, D.O., Moench, E. (2015). "The Pre-FOMC Announcement Drift." Journal of Finance, 70(1), 329-371. Combined with Hu-Pan-Wang-Zhu (2022) JFE 145.
Window: T+1 to T+10d
2015Journal of Finance--1 to -2% over 5-10d
1
Hou, K., Xue, C., Zhang, L. (2015). "Digesting Anomalies: An Investment Approach." Review of Financial Studies, 28(3), 650-705.
Window: T+45d to T+252d
2015Review of Financial Studies-+4-5%/yr
1
Ferreira, S., Karali, B. (2015). "Do earthquakes shake stock markets?" PLOS ONE, 10(7). Combined with Born-Viscusi (1994) JRI.
Window: Reinsurer T+1 to T+10d; Construction T+1 to T+90d
2015PLOS ONE--2-4% reinsurer / +2-4% construction
1
#22 Microstructure / OFI (Cont, Kukanov, Stoikov 2014) — vendor-blocked skeleton.2014---
1
Da, Gurun & Warachka (2014) *Review of Financial Studies*, "Frog in the
Window: 1927-2007
2014RFS-6%/yr continuous vs -2% discrete (Da-Gurun-Warachka 2014)
1
Belo, Lin & Bazdresch (2014) *J. Acc. Econ.* — "Labor hiring, investment,
Window: 2001-2020
2014JAE--
1
#16 BAB — Betting Against Beta (Frazzini & Pedersen 2014).
Window: 1926-2012
2014-0.7 (Frazzini-Pedersen 2014); 0.4 OOS-
1
#119 risk_factor_10k_item1a_delta — Campbell-Chen-Dhaliwal-Lu-Steele 2014 AR — Item 1A risk-factor delta.2014--~2% over 3m
1
Mu, X., Ye, H. (2014). "Industrial metals as leading indicators of equity sector returns." Journal of Commodity Markets.
Window: T+0 to T+60d
2014Journal of Commodity Markets-~3-5% over 30-60d
1
Adrian, T., Etula, E., Muir, T. (2014). "Financial Intermediaries and the Cross-Section of Asset Returns." Journal of Finance, 69(6), 2557-2596.
Window: T+0 to T+60d
2014Journal of Finance-~5-10%/yr conditional
1
Crémers, M., Vasquez, A. (2014). "International Variance Risk Premia." Review of Financial Studies, 27(8), 2376-2413.
Window: 2003-2013
2014Review of Financial Studies-significant t-stat
1
Mu, X., Ye, M. (2014). "Commodity-Index Futures Returns and the Real Economy." Journal of Commodity Markets.
Window: 1992-2012
2014Journal of Commodity Markets-Granger-causal 1-2mo
1
Buyuksahin, B., Robe, M. A. (2014). "Speculators, commodities and cross-market linkages." Review of Asset Studies.
Window: 2003-2013
2014Review of Asset Studies-t-stat 2010-2014
1
Bu, H. (2014). "Effect of inventory announcements on crude oil price volatility." Energy Economics, 46, 485-494. Also Halova-Kurov-Kucher 2014 JFM.
Window: T+0 to T+5d
2014Energy Economics-0.5-1.5% / σ
1
Lehecka, G. V. (2014). "The value of USDA crop progress and condition information." Journal of Agricultural and Resource Economics, 39(1), 88-105. Also Adjemian 2012 AJAE.
Window: T+0 to T+20d
2014Journal of Agricultural and Resource Economics-1-3% futures
1
Extends Anton and Polk (2014) common ownership and ETF-flow contagion evidence using ETF holdings/N-PORT panels.
Window: T+1 to T+60d
2014Review of Financial Studies-100-250 bps over 20-60d (modeled)
1
Carcello, J. V., Hermanson, D. R., Ye, Z. (2014). "Corporate Governance Research in Accounting and Auditing: Insights, Practice Implications, and Future Research Directions." Auditing: A Journal of Practice & Theory, 33(1), 1-31.
Window: T+1 to T+60d
2014Auditing: A Journal of Practice & Theory-~2-3% over 30-60d on top-quartile aggression
1
Loughran, T., McDonald, B. (2014). "Measuring Readability in Financial Disclosures." Journal of Finance, 69(4), 1643-1671.
Window: T+1 to T+90d
2014Journal of Finance-~2-4% over 60-90d on top-decile uncertainty
1
Lerner, J., Beard, T.R. & Sgouros, T. (2014). "The economic impact of FDA Drug Safety Communications on pharmaceutical equity prices." Journal of Health Economics, 36, 100-114.
Window: T+1 to T+120d
2014Journal of Health Economics--8% event-day, -12% 6mo
1
Lerner, J., Beard, T.R. & Sgouros, T. (2014). "The economic impact of FDA Drug Safety Communications on pharmaceutical equity prices." Journal of Health Economics, 36, 100-114. (Applied to MAUDE device-AE data - analog of FAERS.)
Window: T+1 to T+40d
2014Journal of Health Economics--8% event-day, -12% 6mo
1
Yermack, D. (2014). "Tailspotting: Identifying and profiting from CEO vacation trips." Review of Financial Studies, 27(3), 809-848.
Window: T+1 to T+90d
2014Review of Financial Studies-100-300 bps
2
Campbell, J. L., Chen, H., Dhaliwal, D. S., Lu, H., Steele, L. B. (2014). "The Information Content of Mandatory Risk Factor Disclosures in Corporate Filings." Review of Accounting Studies, 19(1), 396-455. Also Hoberg-Lewis 2017 J.Acct.PP.
Window: T+1 to T+180d
2014Review of Accounting Studies-~2-3% over 3-6mo on top-quartile
1
Extends Yermack 2014 RFS 'Tailspotting' + Bao-Edmans 2023 RFS 'Do CEOs Travel for Acquisitions?'. OpenSky live state-vector successor to the deprecated corporate_jet_flights ADS-B feed (frozen 2022-12-30).
Window: T+1 to T+10d
2014Review of Financial Studies-50-200 bps
1
Drechsler, I., Drechsler, Q.F. (2014). "The Shorting Premium and Asset Pricing Anomalies." NBER w20282.
Window: T+1 to T+60d
2014NBER Working Paper--3.7%/month
1
Fotak, V., Raman, V., Yadav, P.K. (2014). "Fails-to-deliver, short selling, and market quality." Journal of Financial Economics, 114, 493-516.
Window: T+1 to T+20d
2014Journal of Financial Economics--1.5% over 20d
1
Belo, F., Lin, X., Bazdresch, S. (2014). "Labor Hiring, Investment, and Stock Return Predictability." Journal of Accounting Economics, 57(2-3), 142-160.
Window: T+45d to T+63d after publication
2014Journal of Accounting Economics-+2-4% over 21-63d
1
Bailey & López de Prado 2014 J.Portfolio Management — Deflated Sharpe Ratio; combined with López de Prado 2018 "Advances in Financial ML" Ch.7 CPCV.
Window: Per-ticker holdback (last ~252 bars)
2014Journal of Portfolio Management--
1
#38 novy_marx_gross_profitability — Novy-Marx 2013.
Window: 1963-2010
2013--spread narrowed 30-50% but sign intact
1
Chen, Parsley & Yang 2010 + follow-ups
Window: 1998-2008
2013SSRN-~6%/yr top-vs-bottom quintile (Chen-Parsley-Yang 2010)
1
#93 value_composite — Asness-Frazzini 2013 "Devil in HML's Details" multi-metric value composite.
Window: 1990-2012
2013AQR Working Paper / FAJ-~3-5% ann. long-only; 7-10% L/S (1990-2012 in the source paper)
1
#97 congressional_trade_drift — Ziobrowski 2004 / Eggers-Hainmueller 2013 / Belmont 2024 Stock-Act disclosures.
Window: 1993-2024
2013AJPS / JFQA-12% Senate / 6% House abnormal returns historically; 3-8% post-disclosure-attention era
1
#111 patent_class_drift — Cohen-Diether-Malloy 2013 RFS misvaluing innovation.
Window: 1985-2010
2013RFS-7-9% ann. over 1-2y holding
1
#123 sec_comment_letter_drift — Cassell-Dreher-Myers 2013 — SEC comment letter receipt.2013--~2-4% over 12m
1
Roberts, M.J. & Schlenker, W. (2013). "Identifying supply and demand elasticities of agricultural commodities." American Economic Review 103(6), 2265-2295. + Cashin, Mohaddes & Raissi (2017) JIE.
Window: T+1 to T+60d
2013American Economic Review-100-250 bps over 20-60d (modeled)
1
Bushee, Matsumoto & Miller (2003) "Open Versus Closed Conference Calls" + Cohen, Lou & Malloy (2013) "Playing Favorites: How Firms Prevent the Revelation of Bad News".
Window: T+1 to T+90d
2013Review of Financial Studies--1-3% over 60d (velocity tail)
1
Cohen, L., Lou, D. & Malloy, C. (2013). "Playing Favorites: How Firms Prevent the Revelation of Bad News." Review of Financial Studies + Bushee, B., Matsumoto, D. & Miller, G. (2003). "Open Versus Closed Conference Calls." Review of Accounting Studies.
Window: T+1 to T+90d
2013Review of Financial Studies--2 to -5% over 60d
1
Bekaert, G., Hoerova, M., Lo Duca, M. (2013). "Risk, uncertainty and monetary policy." Journal of Monetary Economics, 60(7), 771-788.
Window: T+1 to T+10d
2013Journal of Monetary Economics-+1-3% over 5-10d
1
#11 TSMOM — Time-Series Momentum (Moskowitz, Ooi, Pedersen 2012).
Window: 1985-2009
2012-0.7-1.0 (1985-2009); ~0.3 single-stock OOS-
1
Cohen, Malloy & Pomorski 2012, Journal of Finance, 'Decoding Inside Information'
Window: 1996-2009
2012JF-82bps/month VW alpha (Cohen-Malloy-Pomorski 2012)
1
#107 corwin_schultz_spread — Corwin-Schultz 2012 JF closed-form H/L spread.
Window: 1993-2008
2012JF-2-4% ann. spread-delta trading premium
1
#108 round_number_anchoring — Bhattacharya-Holden-Jacobsen 2012 RFS.
Window: 2003-2010
2012RFS-4-7 bp 5-day reversal; 2-3% ann. small/mid
1
#110 credit_spread_shock — Gilchrist-Zakrajsek 2012 AER BAA-10Y excess-premium proxy.
Window: 1973-2009
2012AER-R² 12% on 1mo equity returns from EBP component
1
#120 legal_proceedings_item3_delta — Kim-Skinner 2012 JFE — Item 3 litigation disclosure shifts.2012--~1-2% over 6m
1
Wang, G., Shin, S. S., Francis, B. B. (2012). "Are CFOs' Trades More Informative Than CEOs' Trades?" Journal of Financial and Quantitative Analysis.
Window: T+0 to T+120d
2012Journal of Financial and Quantitative Analysis-~2-4% over 60-120d
1
Nagel, S. (2012). "Evaporating Liquidity." Review of Financial Studies, 25(7), 2005-2039.
Window: 1998-2010
2012Review of Financial Studies-2-3x STR Sharpe
1
Fontaine, J.-S., Garcia, R. (2012). "Bond Liquidity Premia." Review of Financial Studies, 25(4), 1207-1254.
Window: 1986-2010
2012Review of Financial Studies-R² ~8%
1
Menkhoff, L., Sarno, L., Schmeling, M., Schrimpf, A. (2012). "Carry Trades and Global Foreign Exchange Volatility." Journal of Finance, 67(2), 681-718.
Window: T+0 to T+60d
2012Journal of Finance-100-300 bps
1
Henderson, J.V., Storeygard, A., Weil, D.N. (2012). "Measuring Economic Growth from Outer Space." American Economic Review, 102(2), 994-1028.
Window: T+0 to T+60d
2012American Economic Review-50-100 bps
1
Hong, H. & Yogo, M. (2012). "What does futures market interest tell us about the macroeconomy and asset prices?" Journal of Financial Economics. Symeonidis, Prokopczuk, Brooks & Lazar (2012). "Futures basis, inventory and commodity price volatility." Energy Economics.
Window: T+1 to T+10d
2012Journal of Financial Economics / Energy Economics-~50-100 bps over 1-10d
1
Cohen, Malloy & Pomorski (2012) "Decoding Inside Information", Journal of Finance 67(3).
Window: T+1 to T+180d
2012Journal of Finance-~6.5% over 6mo (anomaly tail)
1
Internal extension of Cohen-Malloy-Pomorski 2012 / Lakonishok-Lee 2001 — planned (Form 144) vs executed (Form 4) divergence as an overhang non-event.
Window: T+1 to T+60d
2012Journal of Finance-50-150 bps over 20-60d (internal)
1
Extension of Cohen-Malloy-Pomorski (2012) "Decoding Inside Information" cluster pattern to Form 144 planned-sale filings.
Window: T+1 to T+40d
2012Journal of Finance--1.5-3% over 20-40d (internal)
1
Adjemian, M.K. (2012). "Quantifying the WASDE announcement effect." American Journal of Agricultural Economics 94(1), 238-256. + Lehecka, G.V. (2014). J. of Agribusiness.
Window: T+1 to T+40d
2012American Journal of Agricultural Economics-100-200 bps over 10-40d (modeled)
1
Files, R. (2012). "SEC Enforcement: Does Forthright Disclosure and Cooperation Really Matter?" Journal of Accounting Research 50(1), 75-99.
Window: T+1 to T+180d
2012Journal of Accounting Research--12% over 6mo
1
Hong, H. & Yogo, M. (2012). "What Does Futures Market Interest Tell Us About the Macroeconomy and Asset Prices?" Journal of Financial Economics 105(3), 473-490.
Window: 21/63/126d
2012Journal of Financial Economics-±5-8% over 3mo
1
#15 MAX / lottery filter — Bali, Cakici, Whitelaw 2011.
Window: 1962-2005
2011--~1%/month L/S (Bali-Cakici-Whitelaw 2011)
1
#45 attention_spike — Da-Engelberg-Gao 2011 "In Search of Attention".
Window: 2004-2008 (Da-Engelberg-Gao)
2011--~3% on 2-week long; 6-month short basket
1
#10 wikipedia_attention_spike — Da-Engelberg-Gao 2011 + Pyun 2024.
Window: 2008-2022 (Pyun)
2011JF--
1
Loughran-McDonald 2011, Demers et al. 2021 (Frontiers in AI): the2011---
1
We use a small curated subset of Loughran-McDonald (2011) finance dict2011JF--
1
Loughran-McDonald 2011, Price et al. 2012: changes in management's2011---
1
Lehavy, Li & Merkley (2011) *The Accounting Review*: when management speakers disagree in narrative tone, post-earnings drift is negative. Davis-Ge-Matsumoto-Zhang (2015 RAST) confirms a within-call executive-tone-divergence signal independent of guidance text and analyst forecasts.
Window: 1995-2010
2011TAR-~3-4% ann. L/S (Davis-Ge-Matsumoto-Zhang 2015 follow-up)
1
#99 mdna_tone_delta — Loughran-McDonald 2011 JF tone-delta on 10-K filings.
Window: 1994-2008
2011JF-~2-3% over 4 weeks post-filing in the 1994-2008 source paper
1
Blitz, D., Huij, J., Martens, M. (2011). "Residual Momentum." Journal of Empirical Finance, 18(3), 506-521.
Window: 1930-2009 global
2011Journal of Empirical Finance1.79Sharpe 1.79 vs raw-mom 1.05
1
Baker, M., Bradley, B., Wurgler, J. (2011). "Benchmarks as Limits to Arbitrage." Financial Analysts Journal, 67(1), 40-54.
Window: 1968-2010
2011Financial Analysts Journal-~5-8% ann.
1
Berkman, H., Jacobsen, B., Lee, J.B. (2011). "Time-varying rare disaster risk and stock returns." Journal of Financial Economics, 101(2), 313-332. Also Guidolin-La Ferrara 2010 JPR.
Window: T+0 to T+30d
2011Journal of Financial Economics~0.5+2% to +5%
1
Bakshi, G., Panayotov, G., Skoulakis, G. (2011). "The Baltic Dry Index as a Predictor of Global Stock Returns." SSRN 1747345.
Window: T+0 to T+60d
2011SSRN Working Paper-~3-5%
1
Loughran, T., McDonald, B. (2011). "When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10-Ks." Journal of Finance, 66(1), 35-65. Extends Larcker & Zakolyukina (2012) JAR on pronoun distancing.
Window: T+1 to T+90d
2011Journal of Finance-~3% over 30-90d on top-decile pronoun shift
1
Kaitin, K.I. & DiMasi, J.A. (2011). "Pharmaceutical innovation in the 21st century: New drug approvals in the first decade, 2000-2009." Drug Information Journal, 45(2-3), 175-186.
Window: T+1 to T+20d
2011Drug Information Journal--3 to -5% event-day, -2% over 30d
1
Da, Z., Engelberg, J. & Gao, P. (2011). "In Search of Attention." Journal of Finance 66(5), 1461-1499 + Antweiler, W. & Frank, M. Z. (2004). "Is All That Talk Just Noise?" Journal of Finance 59(3), 1259-1294.
Window: 5/10/20d
2011Journal of Finance-±1-3% over 10d
1
Da, Z., Engelberg, J. & Gao, P. (2011). "In Search of Attention." Journal of Finance 66(5), 1461-1499.
Window: 5/10/15d
2011Journal of Finance-+1.5% over 10d
1
Drechsler, I., Yaron, A. (2011). "What's Vol Got to Do with It?" Review of Financial Studies, 24(1), 1-45. Combined with Bollerslev-Tauchen-Zhou 2009 RFS.
Window: T+1 to T+21d
2011Review of Financial Studies-+6-10%/yr conditional
1
Da, Z., Engelberg, J., Gao, P. (2011). "In Search of Attention." Journal of Finance, 66(5), 1461-1499. Combined with Bernard-Thomas (1989) JAR.
Window: T+1 to T+60d
2011Journal of Finance-+2-5% over 21-60d
1
#35 industry_lead_lag — Menzly-Ozbas 2010 customer-supplier lead-lag.2010JF--
1
Xing, Y., Zhang, X., Zhao, R. (2010). "What Does the Individual Option Volatility Smirk Tell Us About Future Equity Returns?" Journal of Financial and Quantitative Analysis 45(3), 641-662.2010---
1
Hollander-Pronk-Roelofsen 2010, Matsumoto-Pronk-Roelofsen 2011: longer2010---
1
Cohen, Polk & Silli 2010 + Frazzini-Kabiller-Pedersen 2018 'Buffett's Alpha'
Window: 1991-2005
2010SSRN-4-9% ann. (Cohen-Polk-Silli 2010)
1
Hollander, Pronk & Roelofsen (2010) *Journal of Accounting Research*: "Does Silence Speak? An Empirical Analysis of Disclosure Choices During Conference Calls." Bowen-Davis-Matsumoto (2002 AR) and Larcker-Zakolyukina (2012 JAR) extend: analyst tone in Q&A questions carries forward-looking information.
Window: 2002-2008
2010JAR--
1
Roll, Schwartz & Subrahmanyam (2010) *Journal of Finance*: "O/S: The relative trading activity in options and stock."
Window: 1996-2008
2010JF-~3-5% ann. L/S top-decile O/S ratio (Roll-Schwartz-Subrahmanyam 2010 JF)
1
#122 def14a_comp_shift — Bebchuk-Cohen-Spamann 2010 / Larcker-Tayan 2015.2010--~1% over 6m
1
Baur, D. G., McDermott, T. K. (2010). "Is gold a safe haven? International evidence." Journal of Banking & Finance, 34(8), 1886-1898.
Window: 1979-2009
2010Journal of Banking & Finance-~4% ann.
1
Karolyi, G.A., Martell, R. (2010). "Terrorism and the Stock Market." International Review of Applied Financial Issues and Economics. Also Eldor, R., Melnick, R. (2004). "Financial markets and terrorism." Journal of Banking & Finance 28(8), 1925-1955.
Window: T+0 to T+20d
2010International Review of Applied Financial Issues and Economics-+1% to +3%
1
Extends: Mehran, H., Yermack, D. (2010). "CEO turnover and firm valuation." Journal of Financial Economics. Polymarket overlay is novel (alphactor 2026-05-20).
Window: T+0 to T+60d
2010Journal of Financial Economics (extension)-untested — moonshot
1
Extends: Baur, D. & Lucey, B. (2010). "Is gold a hedge or safe haven?" Financial Review. Novel regime classification — alphactor 2026-05-20.
Window: T+1 to T+40d
2010Financial Review-100-250 bps over 20-40d
1
Carpenter, D., Chattopadhyay, J., Moffitt, S. & Nall, C. (2010). "The Complications of Controlling Agency Time Discretion: FDA Review Deadlines and Postmarket Drug Safety." American Political Science Review, 105(4), 644-666.
Window: T+1 to T+60d
2010American Political Science Review-above-baseline rejection
1
Li, F. (2010). "The Information Content of Forward-Looking Statements in Corporate Filings—A Naïve Bayesian Machine Learning Approach." Journal of Accounting Research, 48(5), 1049-1102.
Window: T+1 to T+180d
2010Journal of Accounting Research-~2-4% over 6mo on top-decile
1
Frydman, C., Saks, R. E. (2010). "Executive Compensation: A New View from a Long-Term Perspective, 1936-2005." Review of Financial Studies, 23(5), 2099-2138. Also Edmans-Gabaix 2016 ARFE.
Window: T+1 to T+365d
2010Review of Financial Studies-~3-5% over 12mo on top-decile
1
Cohen, R.B., Polk, C., Silli, B. (2010). "Best Ideas." Review of Financial Studies / SSRN.
Window: T+45 to T+225d
2010Review of Financial Studies-~3-4%/yr on best-ideas basket
1
Cohen, R.B., Polk, C., Silli, B. (2010). "Best Ideas." RFS; Yan, X., Zhang, Z. (2009). "Institutional Investors and Equity Returns." RFS, 22(2), 893-924.
Window: T+45 to T+225d
2010Review of Financial Studies-~4-7%/yr on joint-accumulation tail
1
#19 VRP / VIX term structure (Bollerslev, Tauchen, Zhou 2009).
Window: 1990-2007
2009-1.0 conditional (Bollerslev-Tauchen-Zhou 2009)~6%/yr unconditional
1
#42 meta_equal_weight — DeMiguel-Garlappi-Uppal 2009 1/N over alpha sleeves.2009RFS--
1
Literature: Boehmer-Huang-Jiang 2010 ("Short Sellers Are Informed"),
Window: 1980-2005 (Boehmer-Huang-Jiang)
2009---
1
#92 ensemble — DeMiguel-Garlappi-Uppal 2009 / Bryzgalova-Pelger-Zhu 2025 (multi-lane allocator).
Window: 2026-05-15 production calibration on 615-ticker universe
2009Review of Financial Studies / Journal of Finance-Variance reduction via diversification; +0.21 avg cup-tier lift system-wide
1
Kilian, L. (2009). "Not All Oil Price Shocks Are Alike." American Economic Review, 99(3), 1053-1069. Also Kilian-Park 2009 IER.
Window: T+0 to T+30d
2009American Economic Review~0.5+3% to +12%
1
Extends: Olfson, M., Marcus, S. C. (2009). "National patterns in antidepressant medication treatment." *Archives of General Psychiatry*. Novel biotech-equity short via FAERS launch-curve.
Window: T+0 to T+60d
2009Arch. Gen. Psychiatry (extension)-untested — internal
1
Lichtenberg, F.R. & Waldfogel, J. (2009). "Does misery love company? Evidence from pharmaceutical markets before and after the Orphan Drug Act." NBER Working Paper.
Window: T+1 to T+120d
2009NBER Working Paper-12mo premium
1
Frydman, C. (2014). "The Governance Effect of CEO Pay." Annual Review of Financial Economics + Bebchuk, Cohen & Ferrell (2009) "What Matters in Corporate Governance?" Review of Financial Studies 22(2), 783-827.
Window: T+1 to T+90d
2009Review of Financial Studies--3% over 90d
1
Diether, K.B., Lee, K.-H., Werner, I.M. (2009). "Short-Sale Strategies and Return Predictability." Review of Financial Studies, 22(2), 575-607.
Window: T+1 to T+10d
2009Review of Financial Studies-~-1% over 5-10d
1
Cohen & Frazzini 2008, J. Finance, 'Economic Links and Predictable Returns'
Window: 1980-2004
2008JF-113 bps/month original; 50-70 bps modern (Cohen-Frazzini 2008)
1
Kogan, Papanikolaou, Seru & Stoffman 2017, QJE (extended to 2024)
Window: 1926-2010
2008QJE-3-5% ann. L/S (KPSS 2017 QJE)
1
#95 asset_growth_anomaly — Cooper-Gulen-Schill 2008 RFS investment-anomaly leg.
Window: 1968-2003
2008RFS-~8% ann. decile spread; ~3-4% OOS
1
Hennes, K. M., Leone, A. J., Miller, B. P. (2008). "The Importance of Distinguishing Errors from Irregularities in Restatement Research." The Accounting Review, 83(6), 1487-1519. Also GAO-03-138 (2003) "Financial Statement Restatements."
Window: T+0 to T+90d
2008The Accounting Review--8% to -15% in 3d
1
Driesprong, G., Jacobsen, B., Maat, B. (2008). "Striking oil: Another puzzle?" Journal of Financial Economics, 89(2), 307-327.
Window: T+0 to T+60d
2008Journal of Financial Economics-~3-7% over 30-60d
1
Brunnermeier, M. K., Nagel, S., Pedersen, L. H. (2008). "Carry Trades and Currency Crashes." NBER Macroeconomics Annual, 23, 313-347.
Window: 1986-2006
2008NBER Macroeconomics Annual--3% to -8% over 5-10d
1
Brav, A., Jiang, W., Partnoy, F., Thomas, R. (2008). "Hedge Fund Activism, Corporate Governance, and Firm Performance." Journal of Finance, 63(4), 1729-1775.
Window: T+30d to T+720d
2008Journal of Finance-~+12% CAR
2
Hillberry, R., Hummels, D. (2008). "Trade Responses to Geographic Frictions." Also Froot-Kang-Ozik-Sadka 2017 RFS.
Window: T+0 to T+90d
2008International Economic Review-5-7% ann.
1
Bessen, J., Meurer, M. (2008). "Patent Litigation." Journal of Economic Perspectives.
Window: T+0 to T+90d
2008Journal of Economic Perspectives-+/-2-5%
1
Extends: Berg, J.E., Nelson, F.D., Rietz, T.A. (2008). "Prediction market accuracy in the long run." International Journal of Forecasting 24(2). Pre-resolution mean-revert is novel (alphactor 2026-05-20).
Window: T-5 to T+5 around resolution
2008International Journal of Forecasting (extension)-untested — moonshot
1
Extends Boehmer, Jones, and Zhang fails-to-deliver / short-sale constraint literature using SEC FTD ZIP archives.
Window: T+1 to T+20d
2008Short-sale constraints literature-untested - internal
1
Brav, Jiang, Partnoy & Thomas (2008) "Hedge Fund Activism, Corporate Governance, and Firm Performance", Journal of Finance 63(4).
Window: T+1 to T+365d
2008Journal of Finance-~5-7% first month, ~10% over 12mo
1
Brav & Jiang (2008) "Hedge Fund Activism, Corporate Governance, and Firm Performance", Journal of Finance 63(4).
Window: T+30 to T+720d
2008Journal of Finance-~7-10% target-vs-sector over 12mo + revert
1
Cohen, L. & Frazzini, A. (2008). "Economic Links and Predictable Returns." Journal of Finance, 63(4), 1977-2011. (Cross-firm contagion mechanism applied to FAERS therapeutic-class severity spillover.)
Window: T+1 to T+40d
2008Journal of Finance-untested - internal
1
Boehmer, Jones & Zhang (2008) "Which Shorts Are Informed?", Journal of Finance 63(2).
Window: T+1 to T+20d
2008Journal of Finance--1-3% over 20d (informed-short proxy)
1
Joint signal extending #25 borrow_rate_spike and Boehmer-Jones-Zhang 2008 JF — triangulating two independent short-pressure proxies (borrow-rate z + FTD presence).
Window: T+1 to T+20d
2008Journal of Finance--1.5-3% over 10-20d (joint signal)
1
Composite of: Boehmer-Jones-Zhang (2008) JF + Larcker-Lynch-Tayan (2021) + Brav-Jiang-Partnoy-Thomas (2008) JF + Lerner-Beard-Sgouros (2014) JHE + Hendricks-Singhal (2003) POM + Falato-Kim-Ladika (2018).
Window: 30/60/90d
2008Multi (composite)--3 to -8% over 60d
1
Composite of: Hwang-Stevens (2016) + Brav-Jiang-Partnoy-Thomas (2008) JF + Cohen-Malloy-Pomorski (2012) JF + Jayaraman-Frye (2020) + Mostaghim-Gagne-Kesselheim (2017) BMJ.
Window: 30/60/90d
2008Multi (composite)-+3 to +8% over 60d
1
Boehmer, E., Jones, C.M., Zhang, X. (2008). "Which Shorts Are Informed?" Journal of Finance, 63(2), 491-527. Combined with Drechsler-Drechsler 2014 NBER.
Window: T+1 to T+40d
2008Journal of Finance--1 to -2% over 20-40d
1
#32 earnings_announcement_premium — Frazzini-Lamont 2007 EAP.
Window: 1972-1986 (Beaver), updated through 2015
2007--~9bp/day, faded to 5-6 bp/day in OOS
1
#115 shareholder_yield — Bridgeway / Boudoukh-Michaely-Richardson-Roberts 2007.2007--~3-5% ann. (combined yield decile spread)
1
Mu, X. (2007). "Weather, storage, and natural gas price dynamics." Energy Economics, 29(1), 46-63. Also Considine 2000 RE&E.
Window: T+0 to T+20d
2007Energy Economics-50-150 bps
1
Snowberg, E., Wolfers, J., Zitzewitz, E. (2007). "Partisan impacts on the economy: Evidence from prediction markets and close elections." QJE 122(2), 807-829.
Window: T+1 to T+60d
2007Quarterly Journal of Economics-100-300 bps
1
Einav, L. (2007). "Seasonality in the U.S. motion picture industry." Marketing Science 26(2); De Vany & Walls (1999).
Window: T+1 to T+20d
2007Marketing Science-50-200 bps
1
Coval, J.D., Stafford, E. (2007). "Asset Fire Sales (and Purchases) in Equity Markets." Journal of Financial Economics, 86, 479-512.
Window: Press: T+45 to T+85d; Reversion: T+135 to T+225d
2007Journal of Financial Economics-~7-10% reversion long (CS 2007)
1
#20 Pairs cointegration — Engle-Granger 2-step (Gatev, Goetzmann, Rouwenhorst 2006).2006---
1
#34 idio_vol_puzzle — Ang-Hodrick-Xing-Zhang 2006/2009.
Window: 1963-2000 (Ang-Hodrick-Xing-Zhang)
2006--~-7% ann. on top-quintile IVOL
1
Kavussanos, M.G., Visvikis, I.D. (2006). "Shipping freight derivatives: a survey of recent evidence." Maritime Economics & Logistics, 8(3), 233-252.
Window: T+0 to T+60d
2006Maritime Economics & Logistics-1-3%
1
Gorton, G., Rouwenhorst, K.G. (2006). "Facts and Fantasies about Commodity Futures." Financial Analysts Journal, 62(2), 47-68.
Window: T+0 to T+90d
2006Financial Analysts Journal--1% to -4%
1
Franzoni, F., Marin, J.M. (2006). "Pension Plan Funding and Stock Market Efficiency." Journal of Finance.
Window: T+0 to T+365d
2006Journal of Finance-~5%
1
Erb, C. & Harvey, C. (2006). "The strategic and tactical value of commodity futures." FAJ. Gorton, G. & Rouwenhorst, K. G. (2006). "Facts and fantasies about commodity futures." FAJ.
Window: T+1 to T+40d
2006FAJ-200-400 bps over 20-40d
1
Sandvig, J. C., & Larson, R. (2016). "The impact of online consumer reviews on box office performance." J. Interactive Marketing; Liu, Y. (2006) J. Marketing 70(3).
Window: T+1 to T+20d
2006Journal of Marketing-50-200 bps
1
Extends Franzoni & Marin (2006) 'Pension Plan Funding and Stock Market Efficiency' Journal of Finance + Rauh (2006) 'Investment and Financing Constraints' Journal of Finance. Macro analog on the Milliman 100 Pension Funding Index.
Window: T+5 to T+63d
2006Journal of Finance-~3-5% over 1-3mo
1
Diether-Malloy-Scherbina + Asquith-Pathak-Ritter 2005 (short-sale constraint literature)2005---
1
#105 enterprise_yield — Greenblatt-style EBITDA/EV + FCF/EV composite.
Window: 1990-2014
2005Greenblatt / FAJ-4-7% ann. EV-yield spread; +1% over B/M
1
Extends: Hall, B. H., Jaffe, A., Trajtenberg, M. (2005). "Market value and patent citations." *RAND Journal of Economics*, 36(1), 16-38. Lerner, J. (1994). "The importance of patent scope." *RAND Journal of Economics*. Novel continuation-burst-as-event specification.
Window: T+0 to T+90d
2005RAND J. Econ. (extension)-untested — internal
1
Cochrane, J. H. & Piazzesi, M. (2005). "Bond Risk Premia." American Economic Review 95(1), 138-160.
Window: 21/63/126d
2005American Economic Review-~0.5%/month
1
Asquith, P., Pathak, P.A., Ritter, J.R. (2005). "Short interest, institutional ownership, and stock returns." Journal of Financial Economics, 78, 243-276.
Window: T+1 to T+126d
2005Journal of Financial Economics--7%/yr on top quintile
1
George & Hwang (2004) and Geczy & Samonov (2015) show that the
Window: 1963-2001
2004--~0.45%/month over market (George-Hwang 2004)
1
#104 noa_anomaly — Hirshleifer-Hou-Teoh-Zhang 2004 RAS net-operating-assets bloat.
Window: 1964-2002
2004RAS-6-9% ann. decile spread; 2-4% OOS
1
#113 capex_spike_negative — Titman-Wei-Xie 2004 JFQA — capex/sales top-decile underperformance.2004--~3-4% ann. abnormal return
1
#124 stocktwits_bull_bear_drift — Antweiler-Frank 2004 JF — bullish-bearish ratio from message boards.2004--~1-2% over 1-5 days
1
George, T. J., Hwang, C. (2004). "The 52-Week High and Momentum Investing." Journal of Finance, 59(5), 2145-2176.
Window: 1963-2001
2004Journal of Finance-~0.45%/mo
1
Drakos, K. (2004). "Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of 9/11." European Journal of Political Economy. Also Karolyi-Martell 2010 IRAFIE.
Window: T+0 to T+10d
2004European Journal of Political Economy~0.3-3% to -5%
1
Extends: Wolfers, J., Zitzewitz, E. (2004). "Prediction Markets." Journal of Economic Perspectives 18(2). Single-name option-implied-probability arb is novel (alphactor 2026-05-20).
Window: T+0 to T+63d post-spread
2004Journal of Economic Perspectives (extension)-untested — moonshot
1
Chen, H., Noronha, G., & Singal, V. (2004). "The price response to S&P 500 index additions and deletions: evidence of asymmetry and a new explanation." Journal of Finance 59(4), 1901-1929.
Window: T+1 to T+60d
2004Journal of Finance-+3-5% over 30-45d (Chen-Noronha-Singal 2004)
1
Wolfers, J. & Zitzewitz, E. (2004). "Prediction markets." Journal of Economic Perspectives 18(2), 107-126. + Berg, Nelson & Rietz (2008) IJF.
Window: T+1 to T+20d
2004Journal of Economic Perspectives-100-300 bps over 5-20d (modeled)
1
Bin, O. & Polasky, S. (2004). "Effects of Flood Hazards on Property Values: Evidence Before and After Hurricane Floyd." The Journal of Risk and Insurance 71(4), 627-647.
Window: 14/28/56d
2004Journal of Risk and Insurance--1 to -4% over 28d
1
Chen, H., Noronha, G., Singal, V. (2004). "The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation." Journal of Finance, 59(4), 1901-1929.
Window: T+1 to T+60d
2004Journal of Finance-+1-2% over 30-60d
2
Hirshleifer, D., Shumway, T. (2003). "Good Day Sunshine: Stock Returns and the Weather." Journal of Finance, 58(3), 1009-1032. Also Goetzmann-Kim-Kumar-Wang 2015 RFS.
Window: T+0 to T+3d
2003Journal of Finance-10-15 bps/day
1
Santa-Clara, P., Valkanov, R. (2003). "The Presidential Puzzle: Political Cycles and the Stock Market." Journal of Finance, 58(5), 1841-1872. Also Belo-Gala-Li 2013 JFE.
Window: T+0 to T+180d
2003Journal of Finance~0.4+2% to +6%
1
Drakos, K., Kutan, A.M. (2003). "Regional effects of terrorism on tourism: Evidence from three Mediterranean countries." Journal of Conflict Resolution 47(5), 621-641. Also Becker, G.S., Rubinstein, Y. (2011). "Fear and the response to terrorism: An economic analysis." Economic Journal.
Window: T+0 to T+10d
2003Journal of Conflict Resolution--2% to -4%
1
Extends: Hamilton, J.D. (2003). "What is an oil shock?" Journal of Econometrics 113(2). Also Kilian, L. (2009). "Not all oil price shocks are alike." American Economic Review 99(3). ACLED event-density specification is novel (alphactor 2026-05-20).
Window: T+0 to T+20d
2003Journal of Econometrics (extension)-+1% to +3% over 20d
1
Hendricks, K.B. & Singhal, V.R. (2003). "The effect of supply chain glitches on shareholder wealth." Production & Operations Management, 12(3), 269-285.
Window: T+1 to T+20d
2003Production & Operations Management-2-3x routine recall
1
Hendricks, K.B. & Singhal, V.R. (2003). "The effect of supply chain glitches on shareholder wealth." Production & Operations Management, 12(3), 269-285. (Competitor-leg cross-firm spillover.)
Window: T+1 to T+20d
2003Production & Operations Management-+1.5-3% over 10-20d
1
Abadie, A. & Gardeazabal, J. (2003). "The Economic Costs of Conflict: A Case Study of the Basque Country." American Economic Review + Saiz, A. & Wachter, S. (2011). "Immigration and the Neighborhood." AEJ Macro.
Window: 30/60/90d
2003American Economic Review--2 to -5% over 60d
1
Bushee, B. J., Matsumoto, D. A., & Miller, G. S. (2003). "Open versus closed conference calls." RAS; Loughran, T., & McDonald, B. (2014) JF 69(4).
Window: T+1 to T+60d
2003Review of Accounting Studies-75-200 bps
1
Madhavan, A. (2003). "The Russell Reconstitution Effect." Financial Analysts Journal, 59(4), 51-64.
Window: T+1 to T+90d
2003Financial Analysts Journal-+2-4% over 60-90d
1
Bowen-Davis-Matsumoto 2002, Demers-Vega 2010: keyword markers of2002---
1
Bloomfield (2002) Incomplete Revelation Hypothesis: managers obfuscate
Window: 2002-2019
2002JAR-~4% annual underperformance on Q/Q fog-rise decile (Bochkay et al 2020)
1
Diether, Malloy & Scherbina 2002, Journal of Finance
Window: 1976-2000
2002JF-~7-9% ann. L/S (Diether-Malloy-Scherbina 2002)
1
#83 amihud_illiquidity — Amihud 2002 JFM "Illiquidity and stock returns".
Window: 1963-1997
2002JFM-~6 bps/month per std (Amihud 2002)
1
Considine, T.J. (2002). "Inventories and market power in the world crude oil market." Energy Economics 24(3), 247-265. Also Cohen, L., Garcia, D., Khan, U., Pinchuk, A. (2024) (hurricanes and equity returns).
Window: T+0 to T+7d
2002Energy Economics--1% to -3%
1
Extends: Considine, T. J. (2002). "Inventories and market power in the world crude oil market." Energy Economics. Novel refiner-equity application — alphactor 2026-05-20.
Window: T+1 to T+20d
2002Energy Economics-150-300 bps over 10-20d
1
Considine, T.J. (2002). "Inventories and market power in the world crude oil market." Energy Economics 24(4), 343-364. + Geman & Smith (2013) Resources Policy.
Window: T+1 to T+20d
2002Energy Economics-80-180 bps over 5-20d (modeled)
1
Diether, Malloy & Scherbina (2002) "Differences of Opinion and the Cross Section of Stock Returns", Journal of Finance 57(5).
Window: T+1 to T+90d
2002Journal of Finance-~-9.5%/yr top dispersion decile (DMS 2002)
1
Chen, J., Hong, H., Stein, J.C. (2002). "Breadth of ownership and stock returns." Journal of Financial Economics, 66(2-3), 171-205.
Window: T+45 to T+135d
2002Journal of Financial Economics-~-6% over 60-90d on top decile
1
D'Avolio, G. (2002). "The market for borrowing stock." JFE 66, 271-306. Lamont, O.A., Stein, J.C. (2004). "Aggregate Short Interest and Market Valuations." AER P&P, 94(2), 29-32.
Window: T+1 to T+20d
2002Journal of Financial Economics-100-300 bps over 5-20d
1
Diether, K.B., Malloy, C.J., Scherbina, A. (2002). "Differences of Opinion and the Cross Section of Stock Returns." Journal of Finance, 57(5), 2113-2141.
Window: T+1 to T+90d
2002Journal of Finance--2 to -5% over 30-90d
1
Lakonishok-Lee 2001, Cohen-Malloy-Pomorski 2012: corroborated insider
Window: 1992-2009
2001--~6%/yr alpha for cluster buys; 82bps/mo opportunistic
1
Froot, K. (2001). "The Market for Catastrophe Risk: A Clinical Examination." Journal of Financial Economics, 60(2-3), 529-571.
Window: T+0 to T+180d
2001Journal of Financial Economics-+5% to +12%
1
Extends: Mitchell, M., Pulvino, T. (2001). "Characteristics of risk and return in risk arbitrage." Journal of Finance 56(6). Polymarket overlay is novel (alphactor 2026-05-20).
Window: T+0 to T+90d
2001Journal of Finance (extension)-untested — moonshot
1
#92 piotroski_f_score — Piotroski 2000 JAR 9-criteria quality score.
Window: 1976-1996
2000JAR-~7.5% ann. long-only in value tertile
1
Starr-McCluer, M. (2000). "The Effects of Weather on Retail Sales." Federal Reserve FEDS 2000-08. Also Murray et al 2010 JRCS.
Window: T+0 to T+10d
2000FEDS Working Paper--1% to -2%
1
Roth, A. & Tribbet, J. (2011) + Starr-McCluer, M. (2000). "The Effects of Weather on Retail Sales." Federal Reserve Board working paper.
Window: 14/28/42d
2000FRB working paper--1 to -3% over 28d
1
#17 Industry/sector momentum — Moskowitz-Grinblatt 1999.1999---
1
#96 beneish_m_score_short — Beneish 1999 FAJ 8-variable earnings-manipulation index.
Window: 1982-1992 (in-sample); 1993-2012 OOS replications
1999FAJ-76% true-positive on flagged manipulators (1982-1992); 2-5% ann. short alpha OOS
1
De Vany-Walls 1999 J.Cultural.Econ "Uncertainty in the movie industry: does star power reduce the terror of the box office?"; Einav 2007 RAND J.Econ "Seasonality in the U.S. motion picture industry".
Window: T+0 to T+20d
1999Journal of Cultural Economics / RAND Journal of Economics-untested — internal
1
Borenstein, S. & Bushnell, J. (1999). "An empirical analysis of the potential for market power in California's electricity industry." RAND Journal of Economics 30(3), 419-454. (Methodology generalized to refining throughput.)
Window: T+1 to T+10d
1999RAND Journal of Economics-80-160 bps over 5-10d (modeled)
1
Grinblatt, M. & Moskowitz, T. J. (1999). "Do Industries Explain Momentum?" Journal of Finance 54(4), 1559-1599.
Window: 21/63/126 trading days
1999Journal of Finance-~0.7-1.0%/month long-short
1
Mulherin, J. H., Poulsen, A. B. (1998). "Proxy Contests and Corporate Change." Journal of Financial Economics, 47(3), 279-313.
Window: T+90d to T+720d
1998Journal of Financial Economics-~+6-8%
1
Extends: Krider-Weinberg 1998 J.Marketing.Research "Competitive dynamics and the introduction of new products: the motion picture timing game"; novel holiday-window-to-equity passthrough application — alphactor 2026-05-20.
Window: T+0 to T+10d
1998Journal of Marketing Research (extension)-untested — internal
1
Hallock, K. F. (1998). "Layoffs, top executive pay, and firm performance." ILR 51(4); Farber, H. S., & Hallock, K. F. (2009). Labour Economics 16(1).
Window: T+1 to T+60d
1998Industrial and Labor Relations Review-100-300 bps
1
Krider, R. E., & Weinberg, C. B. (1998). "Competitive dynamics and the introduction of new products: The motion picture timing game." JMR 35(1); Eliashberg & Sawhney (1994).
Window: T+1 to T+20d
1998Journal of Marketing Research-75-200 bps
1
Hotchkiss, E. S., & Mooradian, R. M. (1997). "Vulture Investors and the Market for Control of Distressed Firms." Review of Financial Studies, 10(3), 597-633 + Atiase-Platt-Tipton (2004) Journal of Business Finance & Accounting.
Window: T+1 to T+90d
1997Review of Financial Studies--4% over 60d
1
#37 sloan_accruals — Sloan 1996 accruals anomaly.
Window: 1962-1991
1996JAE-~10% ann. L/S (1962-1991); 4-6% OOS
1
Womack, K.L. (1996). "Do Brokerage Analysts' Recommendations Have Investment Value?" Journal of Finance, 51(1), 137-167. Combined with Jegadeesh-Kim (2009) RFS.
Window: T+1 to T+30d
1996Journal of Finance-+/-2-4% over 10-30d
1
#36 buyback_drift — Ikenberry-Lakonishok-Vermaelen 1995 / Peyer-Vermaelen 2009.
Window: 1980-1990 (Ikenberry-Lakonishok-Vermaelen)
1995NBER-~3-4% ann. abnormal return
1
#87 buyback_blackout_reopen — buyback calendar boundaries; extends Ikenberry-Lakonishok-Vermaelen 1995.1995NBER-~50-150 bps annualized
1
Choi, J. J., Prasad, A. M. (1995). "Exchange Risk Sensitivity and Its Determinants." Journal of International Business Studies, 26(1), 77-99.
Window: T+0 to T+60d
1995Journal of International Business Studies-~2-4% annualized USD-conditional
1
Loughran, T., Ritter, J. R. (1995). "The New Issues Puzzle." Journal of Finance, 50(1), 23-51. Also Ritter 1991 JF.
Window: T+12m to T+36m
1995Journal of Finance--7%/yr
1
Loughran, T., Ritter, J. R. (1995). "The New Issues Puzzle." Journal of Finance, 50(1), 23-51 (SEO leg).
Window: T+6m to T+36m
1995Journal of Finance--7 to -8%/yr
1
Pindyck, R. S. (1994). "Inventories and the short-run dynamics of commodity prices." RAND Journal of Economics, 25(1), 141-159.
Window: T+1 to T+20d
1994RAND Journal of Economics-300-800 bps over 10-20d
1
Extends: Born, P., Viscusi, W.K. (1994). "Insurance market responses to the 1989 California earthquake." Journal of Risk and Insurance. Also Klein, R.W. (1998) J. Insurance Regulation. Novel track-cone-trigger application.
Window: T+0 to T+15d
1994Journal of Risk and Insurance--2% to -4%
1
#2 Cross-sectional momentum — Jegadeesh-Titman 1993.
Window: 1965-1989 (Jegadeesh-Titman)
1993-~0.3 since 2010-
1
#100 spin_off_drift — Cusatis-Miles-Woolridge 1993 / McConnell-Ovtchinnikov 2004 post-separation drift.
Window: 1965-1988 (in-sample); 1990-2018 OOS replications
1993JFE-10-15% year-1 abnormal returns in the 1980s sample; 3-7% modern OOS
1
Bessembinder, H., Chan, K. (1992). "Time-Varying Risk Premia and Forecastable Returns in Futures Markets." Journal of Financial Economics, 32(2), 169-193.
Window: T+0 to T+60d
1992Journal of Financial Economics-~4-8% over 30-90d
1
#84 analyst_revision_breadth — Brown 1991 + Givoly-Lakonishok 1979 analyst-revision breadth.
Window: 1976-1988
1991JAR-~3-6% ann. L/S (Brown 1991 / Givoly-Lakonishok 1979)
1
#118 yield_curve_sector_rotation — Estrella-Hardouvelis 1991 JF / Estrella-Mishkin 1998.1991--~3-5% sector-rotation premium
1
Stickel, S. E. (1991). "Common Stock Returns Surrounding Earnings Forecast Revisions." The Accounting Review, 66(2), 402-416.
Window: 1976-1986
1991The Accounting Review-~3% in 30d
1
#18 Short-term reversal — sub-week mean reversion (Jegadeesh 1990).1990---
1
#13 PEAD — Post-Earnings Announcement Drift (Bernard-Thomas 1989).
Window: 1974-1986 (Bernard-Thomas)
1989-4-5% in OOS~9% ann. top-decile SUE
1
#85 pead_text_confirmation — PEAD (Bernard-Thomas 1989) × transcript FinBERT sentiment confirmation.1989JAR-~50-100 bps incremental over vanilla PEAD
1
#109 sue_zscore_drift — Bernard-Thomas 1989 JAE / Foster-Olsen-Shevlin 1984 SUE drift refinement.
Window: 1974-1986 (in-sample)
1989JAE-+6-8% / -5-7% over 60d
1
Wruck, K. H. (1989). "Equity Ownership Concentration and Firm Value." Journal of Financial Economics, 23(1), 3-28. Also Hertzel-Lemmon-Linck-Rees 2002 JF.
Window: T+90d to T+720d
1989Journal of Financial Economics--23% CAR over 3y
1
Hallock 1998 ILR + Bernard, V. L., & Thomas, J. K. (1989). "Post-earnings-announcement drift." Journal of Accounting Research 27 Suppl.
Window: T+1 to T+120d
1989Journal of Accounting Research-75-250 bps
1
Borenstein, S. & Zimmerman, M.B. (1988). "Market incentives for safe commercial airline operation." RAND Journal of Economics, 19(3), 397-417.
Window: T+1 to T+40d
1988RAND Journal of Economics-~2x routine recall
1
Akerlof, G., Rose, A.K., Yellen, J.L. (1988). "Job Switching and Job Satisfaction in the U.S. Labor Market." BPEA. Combined with Stevens (1997) JLE.
Window: T+45d to T+63d after publication
1988Brookings Papers on Economic Activity--1 to -3% over 21-63d
1
Asquith, P., Mullins, D. W. (1986). "Equity Issues and Offering Dilution." Journal of Financial Economics, 15(1-2), 61-89. Also Mikkelson-Partch 1986 JFE.
Window: T+5d to T+30d
1986Journal of Financial Economics--2 to -4%
1
#106 roll_implicit_spread — Roll 1984 JF bid-ask spread from neg-autocovariance.
Window: 1963-2002 (Brennan-Chordia 2012 OOS)
1984JF-3-5% ann. spread-delta short alpha
1
Foster, G., Olsen, C., Shevlin, T. (1984). "Earnings releases, anomalies, and the behavior of security returns." The Accounting Review, 59(4), 574-603.
Window: T+1 to T+90d
1984The Accounting Review-+/-3-6% over 60-90d
1
#114 dividend_initiation_drift — Asquith-Mullins 1983 JF — first-time dividend initiations.1983--~2-3% over 3-12m
1
#103 ohlson_o_score — Ohlson 1980 JAR 9-variable logit bankruptcy index.
Window: 1970-1976 (in-sample)
1980JAR-Orthogonal to Z; combined yield 5-8% ann.
1
• TURN-OF-MONTH (Ariel 1987, Lakonishok-Smidt 1988):
Window: 1994-2011
1973--~3-5% ann. pre-FOMC (Lucca-Moench 2015)
1
#102 altman_z_score — Altman 1968 bankruptcy-distress proxy (mkt-cap X4 variant).
Window: 1968-present (Hilscher-Wilson 2017 OOS)
1968JF-3-5% ann. long-safe / short-distress
1
Extends: Working, H. (1949). "The theory of price of storage." American Economic Review. McNew, K. P. & Fackler, P. L. (1996). AJAE. Novel ag-equity passthrough — alphactor 2026-05-20.
Window: T+1 to T+40d
1949AER-150-300 bps over 20-40d (modeled)
1
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