Comomentum: Inferring Arbitrage Activity from Return Correlations
The Review of Financial Studies, 2021, in press
The Review of Financial Studies, 2021, in press
Journal of Financial Economics, 141(3), 831-859
Journal of Financial Economics, 2021, in press
The Economic Journal, 131(693), 2763–2796
Journal of Financial Economics, 139 (1), 260-287
Journal of Public Economics, Volume 193, 2021,104343.