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Forthcoming Papers

“Can Individual Investors Beat the Market?” by Joshua Coval, David Hirshleifer, and Tyler Shumway

“Is Positive Sentiment in Corporate Annual Reports Informative? Evidence from Deep Learning” by Mehran Azimi and Anup Agrawal

“Are Monthly Market Returns Predictable?” by Jussi Keppo, Tyler Shumway, and Daniel Weagley