Data Points

Title	Date	Author and University/Company	CRSP Database Used
The Gender Position Gap and Firm Performance	Sep 14 2020	Chuchu Liang University of California, Irvine Ben Lourie University of California, Irvine Alexander Nekrasov University of Illinois at Chicago	CRSP/Compustat Merged Database CRSP US Stock Databases
Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios	Aug 10 2020	Andrii Babii University of North Carolina at Chapel Hill Ryan T. Ball University of Michigan Eric Ghysels University of North Carolina at Chapel Hill Jonas Striaukas LIDAM UC Louvain	CRSP US Stock Databases
Measuring Customer Churn and Iinterconnectedness	Aug 1 2020	Scott R. Baker National Bureau of Economic Research Brian Baugh National Bureau of Economic Research Marco C. Sammon National Bureau of Economic Research	CRSP/Compustat Merged Database CRSP US Stock Databases
Corporate Responses to Stock Price Fragility	Jun 4 2020	Richard Friberg Norwegian School of Economics Itay Goldstein Wharton School, University of Pennsylvania Kristine W. Hankins Gatton College of Business and Economics, University of Kentucky	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Recovering Investor Expectations from Demand for Index Funds	May 14 2020	Mark Egan Harvard University and NBER Alexander MacKay Harvard University Hanbin Yang Harvard University	CRSP Survivor-Bias-Free US Mutual Funds
Volatility and the Cross-Section of Equity Returns: The Role of Short-Selling Constraints	Apr 1 2020	Ruslan Goyenko McGill University Paul Schultz University of Notre Dame	CRSP/Compustat Merged Database CRSP US Stock Databases
ETFs: The Good, the Bad, and the Ugly	Mar 11 2020	David C. Brown Eller College of Management, University of Arizona Scott Cederburg Eller College of Management, University of Arizona Mitch Towner Eller College of Management, University of Arizona	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Does Sub-Advising Abroad Improve the Performance of International Mutual Funds?	Feb 26 2020	Markus Broman Whitman School of Management, Syracuse University Michael Densmore Schulich School of Business, York University Pauline Shum Nolan Schulich School of Business, York University	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Are financial markets aligned with climate action? New Evidence from the Paris Agreement	Feb 18 2020	Tobias Kruse Grantham Research Institute on Climate Change and the Environment, London School of Economics Myra Mohnen Department of Economics, University of Essex Misato Sato Grantham Research Institute on Climate Change and the Environment, London School of Economics	CRSP US Stock Databases
The Night and Day of Amihud’s (2002) Liquidity Measure	Dec 13 2019	Yashar H. Barardehi Argyros School of Business & Economics, Chapman University Dan Bernhardt Department of Economics, University of Illinois & University of Warwick Thomas G. Ruchti Tepper School of Business, Carnegie Mellon University Marc Weidenmier Argyros School of Business & Economics, Chapman University	CRSP US Stock Databases
Bank Market Power and Monetary Policy Transmission: Evidence from a Structural Estimation	Nov 11 2019	Yifei Wang Cornerstone Research Toni M. Whited University of Michigan Yufeng Wu University of Illinois Kairong Xiao Columbia University	CRSP US Stock Databases
Climate Change Risk	Oct 25 2019	Ravi Bansal Fuqua School of Business, Duke University Dana Kiku University of Illinois at Urbana-Champaign Marcelo Ochoa Federal Reserve Board	CRSP/Compustat Merged Database CRSP US Stock Databases CRSP US Treasury Database
The Performance of Exchange-Traded Funds	Sep 23 2019	David Blitz Robeco Asset Management Milan Vidojevic VU University Amsterdam - Finance	CRSP US Stock Databases
Discrimination in the Stock Market: Board Gender and Stock Performance	Sep 11 2019	Anthony Sanford University of Maryland, College Park Joannie Tremblay-Boire University of Maryland, College Park	CRSP US Stock Databases
Firm Size Proxies and the Value Relevance of Predictive Stock Return Models	Aug 31 2019	Gulraze Wakil Ted Rogers School of Management, School of Accounting and Finance Ryerson University	CRSP/Compustat Merged Database CRSP US Stock Databases
The Volatility Effect Revisited	Aug 26 2019	David Blitz Robeco Pim van Vliet Robeco Asset Management - Quantitative Investing Guido Baltussen Erasmus University Rotterdam; Robeco Asset Management - Quantitative Investing	CRSP US Stock Databases
Labor Market Immobility and Incentive Contract Design	Jun 6 2019	Chen Lin University of Hong Kong Lai Wei Lingnan University Nan Yang Hong Kong Polytechnic University	CRSP/Compustat Merged Database CRSP US Stock Databases
Analyst Days, Stock Prices, and Firm Performance	May 31 2019	Di (Andrew) Wu Stephen M. Ross School of Business, University of Michigan Amir Yaron The Wharton School, University of Pennsylvania	CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases
Is the Credit Spread Puzzle a Myth?	May 21 2019	Jennie Bai McDonough School of Business, Georgetown University and NBER Robert S. Goldstein Carlson School of Management, University of Minnesota and NBER Fan Yang School of Business,University of Connecticut	CRSP/Compustat Merged Database CRSP US Stock Databases
Does the CAPM Predict Returns?	Apr 7 2019	Michael Hasler University of Toronto Charles Martineau University of Toronto	CRSP US Stock Databases
Till death (or divorce) do us part: Early-life family disruption and fund manager behavior	Mar 1 2019	André Betzer University of Wuppertal Peter Limbach University of Cologne and Centre for Financial Research (CFR) P. Raghavendra Rau University of Cambridge Henrik Schürmann University of Wuppertal	CRSP Survivor-Bias-Free US Mutual Funds
Alice’s Adventures in Factorland: Three Blunders That Plague Factor Investing	Feb 9 2019	Robert D. Arnott Research Affiliates, LLC Campbell R. Harvey Fuqua School of Business, Duke University Vitali Kalesnik Research Affiliates LLC Juhani T. Linnainmaa USC Marshall School of Business; National Bureau of Economic Research (NBER)	CRSP/Compustat Merged Database CRSP US Stock Databases
High-Frequency Factor Models and Regressions	Jan 18 2019	Yacine A¨ıt-Sahalia Department of Economics and Bendheim Center for Finance, Princeton University Ilze Kalnina Poole College of Management, North Carolina State University Dacheng Xiu Booth School of Business, University of Chicago	CRSP/Compustat Merged Database CRSP US Stock Databases
Investment Returns and Distribution Policies of Non-Profit Endowment Funds	Dec 27 2018	Sandeep Dahiya Department of Finance, Georgetown University David Yermack Stern School of Business, New York University (NYU)	CRSP US Index History FIles - Intraday
Does Borrowing from Banks Cost More than Borrowing from the Market?	Oct 28 2018	Michael Schwert The Wharton School, University of Pennsylvania	CRSP/Compustat Merged Database CRSP US Stock Databases
Optimal Asset Allocation for Retirement Saving: Deterministic vs. Time Consistent Adaptive Strategies	Dec 23 2018	Peter A. Forsyth David R. Cheriton School of Computer Science, University of Waterloo Kenneth R. Vetzal School of Accounting and Finance, University of Waterloo	CRSP US Index History FIles - Intraday
News-Driven Trading: Who Reads the News and When?	Oct 3 2018	Anastassia Fedyk Haas School of Business, UC Berkeley	CRSP/Compustat Merged Database CRSP US Stock Databases
Time-Series Momentum in Nearly 100 Years of Stock Returns	Oct 19 2018	Bryan Y. Lim Department of Finance, University of Melbourne Jiaguo Wang Department of Accounting and Finance, Lancaster University Management School Yaquiong Yao Department of Accounting and Finance, Lancaster University Management School	CRSP US Index History FIles - Intraday CRSP US Stock Databases
Collateral Booms and Information Depletion	Oct 5 2018	Vladimir Asriyan CREI, Universitat Pompeu Fabra and Barcelona GSE Alberto Martin CREI, Universitat Pompeu Fabra and Barcelona GSE Luc Laeven European Central Bank	CRSP/Compustat Merged Database CRSP US Stock Databases
What Firm Characteristics Drive US Stock Returns?	Oct 2 2018	Yufeng Han University of North Carolina at Charlotte Ai He Emory University David E. Rapach Saint Louis University Guofu Zhou Washington University in St. Louis and CAFR	CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases
Empirical Asset Pricing via Machine Learning	Sep 4 2018	Shihao Gu Booth School of Business, University of Chicago Bryan Kelly Yale University, AQR Capital Management, and NBER Dacheng Xiu Booth School of Business, University of Chicago	CRSP/Compustat Merged Database CRSP US Stock Databases
Shrinking the Cross Section	Aug 1 2018	Serhiy Kozak Stephen M. Ross School of Business, University of Michigan Stefan Nagel Booth School of Business, University of Chicago. Centre for Economic Policy Research; CESifo (Center for Economic Studies and Ifo Institute) Shrihari Santosh R.H. Smith School of Business, University of Maryland	CRSP/Compustat Merged Database CRSP US Index History FIles - Intraday CRSP US Stock Databases
Comparing Cross-Section and Time-Series Factor Models	Sep 1 2018	Eugene F. Fama Booth School of Business, University of Chicago Kenneth R. French Tuck School of Business, Dartmouth College	CRSP/Compustat Merged Database CRSP US Stock Databases
Trading Costs	Aug 22 2018	Andrea Frazzini AQR Capital Management, LLC Ronen Israel AQR Capital Management, LLC Tobias J. Moskowitz Yale University, National Bureau of Economic Research (NBER)	CRSP/Compustat Merged Database CRSP US Stock Databases
Portfolio Selection for Individual Passive Investing	May 24 2018	David Puelz University of Chicago P. Richard Hahn Arizona State University Carlos Carvalho University of Texas	CRSP US Stock Databases
Risks and Returns of Cryptocurrency	Aug 1 2018	Yukun Liu Dept of Economics, Yale University Aleh Tsyvinski Dept of Economics, Yale University	CRSP US Stock Databases
Financial Reporting Frequency and Investor Myopia	Mar 31 2018	Jenna D’Adduzio University of Georgia David S. Koo University of Illinois at Urbana-Champaign Santhosh Ramalingegowda University of Georgia Yong Yu University of Texas at Austin	CRSP/Compustat Merged Database CRSP US Stock Databases
Fundamental Analysis Redux	Apr 10 2018	Richard Sloan University of Southern California	CRSP US Stock Databases
Corporate Culture and Mergers and Acquisitions: Evidence from Machine Learning	Apr 1 2018	Kai Li Sauder School of Business, University of British Columbia Feng Mai Stevens Institute of Technology Rui Shen Nanyang Business School, Nanyang Technological University Xinyan Yan School of Business Administration, University of Dayton	CRSP/Compustat Merged Database CRSP US Stock Databases
Common Equity Blockholders and Diffusion of Tax Avoidance	Mar 21 2018	C.S. Agnes Cheng School of Accounting and Finance, Hong Kong Polytechnic University Zeyu Sun University of International Business and Economics, Beijing, China Jing Xie School of Accounting and Finance, Hong Kong Polytechnic University	CRSP US Stock Databases
Regional Culture in Mergers and Acquisitions	Mar 16 2018	Tse-Chun Lin University of Hong Kong Vesa Pursiainen University of Hong Kong	CRSP US Stock Databases
Product Life Cycles in Corporate Finance	Mar 16 2018	Gerard Hoberg Marshall School of Business, University of Southern California Vojislav Maksimovic Smith School of Business, University of Maryland	CRSP US Stock Databases
How Main Street Drives Wall Street: Customer Satisfaction, Short Sellers, Stock Returns, and Risk	Mar 13 2018	Ashwin Malshe College of Business, University of Texas at San Antonio Anatoli Colicev Nazarbayev University Graduate School of Business Vikas Mittal Jesse H. Jones Graduate School of Business, Rice University	CRSP US Stock Databases
Searching the Factor Zoo	Mar 16 2018	Soosung Hwang College of Economics, Sungkyunkwan University, Seoul, Korea Alexandre Rubesam IÉSEG School of Management	CRSP/Compustat Merged Database CRSP US Stock Databases
Shock Propagation and Banking Structure	Jan 31 2018	Mariassunta Giannetti Stockholm School of Economics; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI); Swedish House of Finance Farzad Saidi Swedish House of Finance; Centre for Economic Policy Research (CEPR)	CRSP US Stock Databases
Intended Benefits and Unintended Consequences of Improved Performance Disclosure	Nov 7 2017	John C. Heater Yale University	CRSP Survivor-Bias-Free US Mutual Funds
Expectation and Duration at the Effective Lower Bound	Mar 15 2017	Thomas P King Federal Reserve Bank of Chicago	CRSP US Treasury Database
Complexity Aversion When Seeking Alpha	Jul 8 2017	Tarik Umar Rice University	CRSP/Compustat Merged Database
Investor Tastes, Corporate Behavior, and Stock Returns: An Analysis of Corporate Social Responsibility	Jan 1 2017	Chuan-Yang Hwang Nanyang Technological University Sheridan Titman The University of Texas at Austin Ying Wang Central University of Finance and Economics	CRSP/Compustat Merged Database
Political Cycles and Stock Returns	Feb 7 2017	Lubos Pastor University of Chicago Booth School of Business Pietro Veronesi University of Chicago Booth School of Business	CRSP Historical Indexes CRSP US Treasury Database
Expectation and Duration at the Effective Lower Bound	Nov 22 2016	Thomas King Senior Financial Economist, Federal Reserve Bank of Chicago	CRSP US Treasury Database
The Federal Reserve's Portfolio and its Effect on Interest Rates	Oct 31 2016	Jeffrey Huther Federal Reserve Board Jane Ihrig Federal Reserve Board Elizabeth Klee Federal Reserve Board Alexander Boote Richard Sambasivam	CRSP US Treasury Database
Common Ownership and Executive Compensation	Oct 31 2016	Lantian (Max) Liang Naveen Jindal School of Management, University of Texas at Dallas	CRSP US Stock Databases
Beyond Sorting: A More Powerful Test for Cross-Sectional Anomalies	Dec 22 2016	Olivier Ledoit Department of Economics, University of Zurich Michael Wolf Department of Economics, University of Zurich Zhao Zhao Huazhong University of Science and Technology	CRSP/Compustat Merged Database CRSP Historical Indexes CRSP US Stock Databases
Performance and Incentives in Mutual Fund Industry	Sep 1 2016	Apoorva Javadekar Boston University	CRSP Historical Indexes CRSP Survivor-Bias-Free US Mutual Funds
Should Investors Learn about the Shape of the Term Structure of Equity Risk?	Jul 1 2016	Michael Hasler University of Toronto Mariana Khapko University of Toronto Roberto Marfe Collegio Carlo Alberto	CRSP Historical Indexes
On the Changes to the Index Inclusion Effect with Increasing Passive Investment Management	Sep 1 2016	Cameron Scari The Wharton School, University of Pennsylvania	CRSP US Stock Databases
What are the Actual Effects of Cash Holdings? Evidence from the Mutual Fund Industry	May 9 2016	Haibei Zhao Georgia State University	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Swedroe: New Angles On Size Premium	May 20 2016	Larry Swedroe ETF.com	CRSP Historical Indexes
Handbook of Fixed-Income Securities	Apr 14 2016	Pietro Veronesi University of Chicago, Booth School of Business	CRSP US Treasury Database
The Myth of the Credit Spread Puzzle	Feb 11 2016	Peter Feldhutter London Business School Stephen Schaefer London Business School	CRSP/Compustat Merged Database CRSP US Stock Databases
Betting Against Winners	Feb 10 2016	Kent Daniel Columbia Business School and NBER Alexander Klos QBER, Kiel University and Kiel Institute for the World Economy Simon Rottke QBER, Kiel University	CRSP/Compustat Merged Database CRSP US Stock Databases
Essays on the Interaction of Investor Clienteles and Mutual Fund Behavior	Jan 21 2016	Christoph Sorhage Christoph Sorhage Department of Finance and Centre for Financial Research (CFR), University of Cologne Gjergji Cici Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Family Descent as a Signal of Managerial Quality: Evidence from Mutual Funds	Mar 3 2016	Oleg Chuprinin University of New South Wales Denis Sosyura University of Michigan	CRSP Survivor-Bias-Free US Mutual Funds
Benchmarking Benchmarks: Much Ado About Nothing	Jun 28 2013	Yuliya Plyakha Universite du Luxembourg - School of Finance	CRSP Historical Indexes CRSP US Stock Databases
Detecting Insider Trading in Illiquid Option Markets	Sep 24 2015	Patrick Augustin McGill University Menachem Brenner New York University Gunnar Grass HEC Montreal Marti G. Subrahmanyam New York University	CRSP US Stock Databases
Size and Value Matter, But Not the Way You Thought	Aug 19 2015	Marie Lambert University of Liege - HEC Management School Boris Fays University of Liege - HEC Management School Georges Hubner University of Liege - HEC Management School; Maastricht University - Department of Finance; Gambit Financial Solutions	CRSP/Compustat Merged Database CRSP US Stock Databases
Choosing two business degrees versus choosing one: What does it tell about mutual fund managers' investment behavior?	Oct 1 2015	Laura Andreu Accounting and Finance Department, University of Zaragoza Alexander Puetz Department of Finance and Centre for Financial Research (CFR) University of Cologne,	CRSP Survivor-Bias-Free US Mutual Funds
Do Financial Advisors Provide Tangible Benefits for Investors? Evidence From Tax-motivated Mutual Fund Flows	Jul 1 2015	Gjergji Cici Mason School of Business, The College of William & Mary; Research Fellow at the Centre for Financial Research (CFR), University of Cologne Alexander Kempf Department of Finance and Centre for Financial Research (CFR), University of Cologne Christoph Sorhage Department of Finance and Centre for Financial Research (CFR), University of Cologne.	CRSP Survivor-Bias-Free US Mutual Funds
Timing Poorly: A Guide to Generating Poor Returns While Investing in Successful Strategies	May 1 2015	Jason C. Hsu Research Affiliates, LLC; University of California, Los Angeles - Anderson School of Business Brett W. Myers Texas Tech, Rawls College of Business Ryan J. Whitby Utah State University	CRSP Survivor-Bias-Free US Mutual Funds
Does Foreign Information Predict the Returns of Multinational Firms Worldwide?	Oct 8 2015	Christian Finke University of St. Gallen, School of Finance Florian Weigert University of St. Gallen, School of Finance	CRSP US Stock Databases
Factor Portfolios and Efficient Factor Investing	Oct 5 2015	Roger G Clarke Analytic Investors, Inc. Harindra De Silva Analytic Investors, Inc. Steven Thorley Marriott School of Management, BYU	CRSP/Compustat Merged Database CRSP US Stock Databases
The Acceleration Effect and Gamma Factor in Asset Pricing	Aug 19 2015	Diego Ardila ETH Zurich Zalàn Forrò Independent Didier Sornette Swiss Finance Institute; ETH Zürich, Department of Management, Technology, and Economics (D-MTEC)	CRSP US Stock Databases
Data-driven methods for equity similarity prediction	Sep 16 2015	John Robert Yarosa Rutgers University, Department of Computer Science Tomasz Imielińskia Rutgers University, Department of Computer Science	CRSP US Stock Databases
Size and Momentum Profitability in International Stock Markets	Aug 26 2015	Peter Steffen Schmidt University of Zurich, Department of Banking and Finance Urs Von Arx ETH Zürich; University of Zurich, Center für Nachhaltigkeit und unternehmerische Verantwortung (CCRS) Andreas Schrimpf Bank for International Settlements (BIS), Monetary and Economic Department Alexander F. Wagner University of Zurich, Department of Banking and Finance; Swiss Finance Institute; Centre for Economic Policy Research (CEPR); European Corporate Governance Institute (ECGI) Andreas Ziegler University of Kassel	CRSP Historical Indexes CRSP US Stock Databases
Dynamic Asset Allocation with Predictable Returns and Transaction Costs	Jun 15 2015	Pierre Collin-Dufresne Ecole Polytechnique Fédérale de Lausanne, Swiss Finance Institute; National Bureau of Economic Research (NBER) Kent D. Daniel Columbia Business School, Finance and Economics; National Bureau of Economic Research (NBER) Ciamac C. Moallemi Columbia Business School, Decision Risk and Operations Mehmet Saglam University of Cincinnati, Department of Finance, Real Estate	CRSP US Stock Databases
Backtesting strategies based on multiple signals	Sep 16 2015	Robert Novy-Marx Simon Graduate School of Business, University of Rochester	CRSP US Stock Databases
A Lobbying Approach to Evaluating the Whistleblower Provisions of the Dodd-Frank Reform Act of 2010	Jul 7 2014	Vishal Baloria Boston College Carol Marquardt Baruch College, CUNY Christine Wiedman University of Waterloo	CRSP Historical Indexes CRSP US Stock Databases
SFAS 142, Conditional Conservatism, and Acquisition Profitability and Risk	May 1 2015	Matthew Cedergren New York University, Stern School Business Baruch Lev New York University, Stern School Business Paul Zarowin New York University, Stern School Business	CRSP US Stock Databases
Corporate Governance and the Creation of the SEC	Mar 2 2015	Arevik Avedian Harvard University Henrik Cronqvist University of Miami, Department of Finance Marc Weidenmier Claremont Colleges, Robert Day School of Economics and Finance, and NBER	CRSP US Stock Databases
Being Surprised by the Unsurprising: Earnings Seasonality and Stock Returns	Mar 1 2015	Tom Y. Chang University of Southern California Samuel M. Hartzmark Chicago Booth School of Business David H. Solomon University of Southern California Eugene F. Soltes Harvard Business School	CRSP/Compustat Merged Database
Newly Listed Firms as Acquisition Targets: The Débutant Effect of IPOs	Feb 18 2015	Luyao Pan Lingnan College, Sun Yat-Sen University Xianming Zhou bCollege of Business and Economics, Australian National University	CRSP/Compustat Merged Database CRSP Historical Indexes CRSP US Stock Databases
Earnings Granularity and Stock Price Levels	Feb 20 2015	Alan D. Crane Jones Graduate School of Business, Rice University Andrew Koch Katz Graduate School of Business, University of Pittsburgh Chishen Wei Nanyang Business School, Nanyang Technological University	CRSP/Compustat Merged Database CRSP US Stock Databases
Speed of Information Diffusion within Fund Families	Jan 2 2015	Gjergji Cici Mason School of Business, The College of William & Mary and Centre for Financial Research (CFR), University of Cologne Stefan Jaspersen Department of Finance and Centre for Financial Research (CFR), University of Cologne Alexander Kempf Department of Finance and Centre for Financial Research (CFR), University of Cologne	CRSP US Stock Databases CRSP Survivor-Bias-Free US Mutual Funds
Disaster risk and its implications for asset pricing	Dec 12 2014	Jerry Tsai University of Oxford Jessica A. Wachter University of Pennsylvania and NBER	CRSP Historical Indexes CRSP US Treasury Database
Do Capital Markets Punish Managerial Myopia?	Sep 1 2014	Jamie Tong University of Western Australia Feida (Frank) Zhang Murdoch University	CRSP US Stock Databases
Size is Not Everything	Nov 17 2014	Samuel Antill Federal Reserve Bank of New York Asani Sarkar Federal Reserve Bank of New York	CRSP US Stock Databases
A Performance Comparison of Large-n Factor Estimators	Nov 6 2014	Zhuo Chen PBC School of Finance, Tsinghua University, Beijing Gregory Connor Department of Economics, Finance and Accounting, National University of Ireland Robert A. Korajczyk Kellogg School of Management, Northwestern University	CRSP US Stock Databases
Do Mutual Funds Outperform During Recessions? International (Counter-) Evidence	May 29 2015	Christopher Fink University of Mannheim - Finance Area; University of Mannheim, Graduate School of Economic and Social Sciences Katharina Raatz University of Mannheim Florian Weigert University of St. Gallen - SoF: School of Finance	CRSP Survivor-Bias-Free US Mutual Funds
Dividend Changes and Future Earnings: A Conditional Analysis	Aug 1 2014	Ebenezer Asem Faculty of Management, University of Lethbridge Aditya Kaul School of Business, University of Alberta	CRSP Historical Indexes CRSP US Stock Databases
Momentum Trading, Return Chasing and Predictable Crashes	Dec 15 2014	Benjamin Remy Chabot Federal Reserve Bank of Chicago Eric Ghysels University of North Carolina Kenan-Flagler Business School; University of North Carolina (UNC) at Chapel Hill - Department of Economics Ravi Jagannathan Northwestern University - Kellogg School of Management; National Bureau of Economic Research (NBER); Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF); Indian School of Business (ISB), Hyderabad	CRSP US Stock Databases