Noise Makes Alpha

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Bryzgalova, S., Pavlova, A., & Sikorskaya, T. (2023). Retail trading in options and the rise of the big three wholesalers. The Journal of Finance, 78(6), 3465-3514.

Thurner, S., Farmer, J. D., & Geanakoplos, J. (2012). Leverage causes fat tails and clustered volatility. Quantitative Finance, 12(5), 695-707.

Asness, C., Frazzini, A., Gormsen, N. J., & Pedersen, L. H. (2020). Betting against correlation: Testing theories of the low-risk effect. Journal of Financial Economics, 135(3), 629-652.

Noise Makes Alpha

Noise Makes Alpha

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