Research on trading mechanics, information flows, liquidity, and implementation frictions.
Curated by Signal & Evidence. Read our research approach for how we distinguish author findings from house tests.
A study of earnings announcements finds delayed macro information in subsequent stock returns. Trading it requires precise timing.
Study: Firm–specific information processing and the delayed discovery of macroeconomic news: evidence from earnings announcement returns
A feedback model finds a Korean transmission channel and U.S. nulls. Venue depth is part of the hypothesis.
Study: The Loop-Gain Matrix: Coupled Rebalancing Feedback and the Blind Spots of Scalar Stability Monitoring
A Norwegian register study shows why access to the right data comes before a backtest.
Study: Flying Below the Radar: Insider Trading by Executives Below the Top
A compelling calendar effect meets a less compelling implementation.
Study: The Intramonth Momentum Cycle
