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Kind paper-summary 1
Topic asset-pricing 3 factors 2 anomalies 2 macro 1 equities 2 fundamentals 2 filings 2 pensions 1 limited-attention 1 institutional-investors 1 return-predictability 1 fund-performance 1
Method panel-regression 1 fama-macbeth 1 portfolio-sort 1
Access free 6 no-api-key 4 licensed 1 open-access 1 cc-by 1
Data shape panel-data 3 time-series 2 event-data 1
Source federal-reserve 1 sec 1 dol 1 academic 3 wrds 1
Status peer-reviewed 1 unreplicated 1

Kind paper-summary

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Topic asset-pricing

  • Flexible data-mining strategies (Chen-Lopez-Lira-Zimmermann) : How to get ~30,000 data-mined long-short strategies and the signal-theory classification for free — the gdown-for-Drive trap, the size trap, and start-from-the-small-file tip, for automated pipelines.
  • Ken French Data Library — factors & test portfolios : How to pull Fama-French factors, momentum, and sorted test portfolios for free — the percent-not-decimal trap, the header-rows trap, and the monthly/annual-in-one-file trap, for automated pipelines.
  • Open Source Asset Pricing (Chen-Zimmermann) : How to pull 212 firm-level anomaly signals and pre-built long-short portfolio returns for free — the list-not-string trap, the 1.6 GB bulk trap, and the CRSP-merge-already-done point, for automated pipelines.

Topic factors

Topic anomalies

  • Flexible data-mining strategies (Chen-Lopez-Lira-Zimmermann) : How to get ~30,000 data-mined long-short strategies and the signal-theory classification for free — the gdown-for-Drive trap, the size trap, and start-from-the-small-file tip, for automated pipelines.
  • Open Source Asset Pricing (Chen-Zimmermann) : How to pull 212 firm-level anomaly signals and pre-built long-short portfolio returns for free — the list-not-string trap, the 1.6 GB bulk trap, and the CRSP-merge-already-done point, for automated pipelines.

Topic macro

  • FRED — Federal Reserve Economic Data : How to pull macro and financial time series from FRED for free — including the no-API-key fallback, the series you actually need for finance and macro calibration, and the gotchas that bite automated pipelines.

Topic equities

Topic fundamentals

Topic filings

Topic pensions

Topic limited-attention

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Topic institutional-investors

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Topic return-predictability

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Topic fund-performance

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Method panel-regression

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Method fama-macbeth

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Method portfolio-sort

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Access free

  • DOL Form 5500 — ERISA pension & welfare plan filings : How to pull DOL Form 5500 plan filings and schedules for free — the apex-redirect-hangs-urllib trap, the ACK_ID-not-EIN join key, and the "Latest is unstable" trap, for automated pipelines.
  • Flexible data-mining strategies (Chen-Lopez-Lira-Zimmermann) : How to get ~30,000 data-mined long-short strategies and the signal-theory classification for free — the gdown-for-Drive trap, the size trap, and start-from-the-small-file tip, for automated pipelines.
  • FRED — Federal Reserve Economic Data : How to pull macro and financial time series from FRED for free — including the no-API-key fallback, the series you actually need for finance and macro calibration, and the gotchas that bite automated pipelines.
  • Ken French Data Library — factors & test portfolios : How to pull Fama-French factors, momentum, and sorted test portfolios for free — the percent-not-decimal trap, the header-rows trap, and the monthly/annual-in-one-file trap, for automated pipelines.
  • Open Source Asset Pricing (Chen-Zimmermann) : How to pull 212 firm-level anomaly signals and pre-built long-short portfolio returns for free — the list-not-string trap, the 1.6 GB bulk trap, and the CRSP-merge-already-done point, for automated pipelines.
  • SEC EDGAR — filings, financials, full-text search : How to pull SEC filings, XBRL financial facts, insider trades, and institutional holdings from EDGAR for free — the User-Agent trap, the 10 req/s limit, and XBRL-vs-text, for automated pipelines.

Access no-api-key

  • DOL Form 5500 — ERISA pension & welfare plan filings : How to pull DOL Form 5500 plan filings and schedules for free — the apex-redirect-hangs-urllib trap, the ACK_ID-not-EIN join key, and the "Latest is unstable" trap, for automated pipelines.
  • FRED — Federal Reserve Economic Data : How to pull macro and financial time series from FRED for free — including the no-API-key fallback, the series you actually need for finance and macro calibration, and the gotchas that bite automated pipelines.
  • Ken French Data Library — factors & test portfolios : How to pull Fama-French factors, momentum, and sorted test portfolios for free — the percent-not-decimal trap, the header-rows trap, and the monthly/annual-in-one-file trap, for automated pipelines.
  • SEC EDGAR — filings, financials, full-text search : How to pull SEC filings, XBRL financial facts, insider trades, and institutional holdings from EDGAR for free — the User-Agent trap, the 10 req/s limit, and XBRL-vs-text, for automated pipelines.

Access licensed

Access open-access

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Access cc-by

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Data shape panel-data

Data shape time-series

  • FRED — Federal Reserve Economic Data : How to pull macro and financial time series from FRED for free — including the no-API-key fallback, the series you actually need for finance and macro calibration, and the gotchas that bite automated pipelines.
  • Ken French Data Library — factors & test portfolios : How to pull Fama-French factors, momentum, and sorted test portfolios for free — the percent-not-decimal trap, the header-rows trap, and the monthly/annual-in-one-file trap, for automated pipelines.

Data shape event-data

Source federal-reserve

  • FRED — Federal Reserve Economic Data : How to pull macro and financial time series from FRED for free — including the no-API-key fallback, the series you actually need for finance and macro calibration, and the gotchas that bite automated pipelines.

Source sec

Source dol

Source academic

  • Flexible data-mining strategies (Chen-Lopez-Lira-Zimmermann) : How to get ~30,000 data-mined long-short strategies and the signal-theory classification for free — the gdown-for-Drive trap, the size trap, and start-from-the-small-file tip, for automated pipelines.
  • Ken French Data Library — factors & test portfolios : How to pull Fama-French factors, momentum, and sorted test portfolios for free — the percent-not-decimal trap, the header-rows trap, and the monthly/annual-in-one-file trap, for automated pipelines.
  • Open Source Asset Pricing (Chen-Zimmermann) : How to pull 212 firm-level anomaly signals and pre-built long-short portfolio returns for free — the list-not-string trap, the 1.6 GB bulk trap, and the CRSP-merge-already-done point, for automated pipelines.

Source wrds

Status peer-reviewed

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.

Status unreplicated

  • Institutional Investor Attention: Kwan, Liu & Matthies (2026) : Distilled: institutional funds shift attention to macro news when volatility rises; attention tracks holdings; attention to a stock predicts that position's value-add; attention by buying hedge funds predicts stock returns. J. Finance 2026, CC BY 4.0. Eight core results with source locators, datasets used, and the theory tested.
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