Reading notes
Structured annotations of papers I’m working through.
Short, structured notes on papers I read — what the paper claims, how it shows it, what I’d push on, and how I’d try to replicate it. Reading critically in the open is half the point of this site.
| Date | Paper | Categories |
|---|---|---|
| Jun 28, 2026 | Ang, Hodrick, Xing & Zhang (2006) — The Cross-Section of Volatility and Expected Returns | asset pricing, volatility, cross-section |
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