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Recent Academic Research
Exploring financial innovations in options pricing, ML-driven portfolio optimization, earnings prediction markets, and China's dealerless corporate bond…
24 hrs ago
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Alpha in Academia
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October 2026
Covered Calls are Three Trades. Only One was Ever Paid.
[WITH CODE] Thirty years of S&P 500 and Nasdaq-100 options say only one leg of a covered call was ever paid, and even that has mostly stopped paying.
Oct 29
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Alpha in Academia
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Recent Academic Research
Lifetime leveraged ETF allocations, self-inflating illiquid fund returns, active fund downgrade buying, and online lottery municipal bond repricing
Oct 24
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Alpha in Academia
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Recent Academic Research
Insights on corporate reporting, commodity option pricing, bond index rebalancing, precious metals, and momentum crashes from recent academic research.
Oct 19
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Alpha in Academia
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4
Credit on a Schedule
[WITH CODE] Do corporate bond credit returns still concentrate in the first five trading days?
Oct 16
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Alpha in Academia
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Recent Academic Research
Hidden activeness in niche index funds, expiry day rebounds under trading curbs, price impact in option hedging, and autonomous AI factor research
Oct 12
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Recent Academic Research
Four recent working papers reveal hidden market mechanics across accounting, risk modeling, credit pricing, and commodity futures.
Oct 2
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Alpha in Academia
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The Index Effect Didn't Come Back
[WITH CODE] The S&P 500 inclusion effect died in the 2010s, and the run-up that looks like a revival in the 2020s has no reversal behind it
Oct 1
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Alpha in Academia
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September 2026
Recent Academic Research
Leveraged performance chasing, settlement price adoption failure, sovereign risk in benchmark rates, and fragmented fund family voting
Sep 26
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Alpha in Academia
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The Rise and Fall of the FOMC Cycle
[WITH CODE] A famous FOMC-cycle equity anomaly, reproduced on its original sample, extended through 2026, and put to test.
Sep 25
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Alpha in Academia
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Recent Academic Research
Uncovering structural market fragilities, algorithmic liquidity shifts, and hidden portfolio optimization traps through recent academic research.
Sep 19
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Alpha in Academia
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A Drift, Not an Event
[WITH CODE] The standard way of measuring publication-driven arbitrage returns a number whether or not publication does anything
Sep 18
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Alpha in Academia
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