In this paper, we argue that the value addition from investing in short-term futures trading strategies is their reconcilability with unanticipated risk shocks. We perform empirical analysis on short-term and long-term CTA, i.e., trend-following, strategies and find that the exclusive...

Using Google’s recently introduced COVID-19 Community Mobility Reports, we test the effects of stay-at-home activity on the US stock market outcomes. We argue that shocks to residential and workplaces mobility reflect stay-at-home activity and capture shocks to retail investor inattention and...

Using Google’s recently introduced COVID-19 Community Mobility Reports, we test the effects of stay-at-home activity on the US stock market outcomes. We argue that shocks to residential and workplaces mobility reflect stay-at-home activity and capture shocks to retail investor inattention and...