699 citations · 3.8k across the 69 of their papers we have counts for
75 papers
They Still Haven't Told You
Bruce Knuteson
The world's stock markets display a decades-long pattern of overnight and intraday returns seemingly consistent with only one explanation: one or more large, long-lived quant firms…
They Chose to Not Tell You
Bruce Knuteson
The world's stock markets display a strikingly suspicious, decades long pattern of overnight and intraday returns that nobody (other than us) has plausibly explained and that nobod…
Strikingly Suspicious Overnight and Intraday Returns
Bruce Knuteson
The world's stock markets display a strikingly suspicious pattern of overnight and intraday returns. Overnight returns to major stock market indices over the past few decades have…
Celebrating Three Decades of Worldwide Stock Market Manipulation
Bruce Knuteson
As the decade turns, we reflect on nearly thirty years of successful manipulation of the world's public equity markets. This reflection highlights a few of the key enabling ingredi…
How to Increase Global Wealth Inequality for Fun and Profit
Bruce Knuteson
We point out a simple equities trading strategy that allows a sufficiently large, market-neutral, quantitative hedge fund to achieve outsized returns while simultaneously contribut…
Information, Impact, Ignorance, Illegality, Investing, and Inequality
Bruce Knuteson
We note a simple mechanism that may at least partially resolve several outstanding economic puzzles, including why the cyclically adjusted price to earnings ratio of the S&P 500 in…