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List of the papers not (yet) classified into any of the standard classes, or exotic strategies.

Cross-asset classes

  • Xinyi, L. and Fan, H. Stock-Bond Correlation and Duration Risk Allocation (2014). SSRN

All asset classes

  • de Prado, M. and Rebonato, R. Kinetic Component Analysis (2014). SSRN

Intraday Price Performance

  • Berkman, H. et. al. Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open (2010). SSRN

Index Effect

  • Brooks, C., Kappou, K. and Ward, C. Gambling on the S&P 500's Gold Seal: New Evidence on the Index Effect (2004). SSRN
  • Huan, W. et. al. The 'Index Effect' On Stock Prices and Trading Volumes: International Evidence (2002). SSRN

Equity

  • Nguen, V. Does Your Daughter Make You a Better CEO? (2015) SSRN
  • Lachance, M. Night Trading: Lower Risk but Higher Returns? (2015). SSRN
  • Green, J., Hand, J. and Zhang, F. The Remarkable Multidimensionality in the Cross-Section of Expected U.S. Stock Returns (2013). SSRN
  • Yang, G. Filtered Market Statistics and Technical Trading Rules (2013). SSRN
  • Buehlmaier, M. and Whited, T. Looking for Risk in Words: A Narrative Approach to Measuring the Pricing Implications of Financial Constraints (2014). SSRN
  • Salomonsson, H. Finding Predictive Patterns in Historical Stock Data Using Self-Organizing Maps and Particle Swarm Optimization (2012). Link
  • Bernile, G. and Lyandres, E. Understanding Investor Sentiment: The Case of Soccer (2011). SSRN
  • Kaniel, R., Saar, G. and Titman, S. Individual Investor Trading and Stock Returns (2004). SSRN

Currencies

  • Malone, S., Gramacy, R. and Horst, E. Timing Foreign Exchange Markets (2012). SSRN

ETNs

  • Cooper, T. Easy Volatility Investing (2013). SSRN
  • Alexander, C. and Korovilas, D. Understanding ETNs on VIX Futures (2012). SSRN

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