This page collects daily literature digests in empirical and theoretical asset pricing, generated each weekday morning at 7:00 AM local time.

Scope

• Asset pricing factors and equity premium prediction
• Volatility and risk forecasting (GARCH-family, realized variance)
• Market microstructure, intraday liquidity, and price impact
• Behavioral finance and derivatives (option pricing, fractional Brownian motion)

Sources

• SSRN (FEN/FIN topic feeds)
• NBER Asset Pricing program working papers
• Top-tier finance journals: Journal of Finance, JFE, RFS, JFQA, JBF

Layout

Each run creates a new sub-page dated YYYY-MM-DD. Sub-pages list new working papers and forthcoming articles released in the prior 24 hours, with title, authors, abstract excerpt, source link, and a brief relevance note tied to the user's research portfolio.

Research Digest 2026-05-16