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Alpha in Academia

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A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.

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PricingFreemiumPublishesTwice weekly
Issues166Founded2 years agoLast Issue3 days ago
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Latest Issues

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.

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Recent Academic Research

Welcome back to another issue of Recent Academic Research!

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A leveraged ETF held for years doesn’t decay the way its warning label says, and a standard retirement...

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Welcome back to another issue of Recent Academic Research!

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Rank-and-File Workers Are Hidden Drivers of Reporting Quality

Corporate reporting quality depends less on executives and more on the rank-and-file wo...

13 days ago
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Credit on a Schedule

[WITH CODE] Do corporate bond credit returns still concentrate in the first five trading days?

16 days ago
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Paid

Recent Academic Research

Welcome back to another issue of Recent Academic Research!

Let’s get into it.


The Activeness Hiding in Passive Investing

Japanese index funds built on niche themes charge higher fees, attract investors who stop paying attenti...

20 days ago
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    A curated newsletter featuring recent academic papers on financial markets, economics, and quantitative finance.

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