@article{BeckmeyerW2025AllDaysAre,
  author = {Heiner Beckmeyer and Timo Wiedemann},
  title = {All Days Are Not Created Equal: Understanding Momentum by Learning to Weight Past Returns},
  journal = {Journal of Banking and Finance},
  year = {2025},
  volume = {181},
  doi = {https://doi.org/10.1016/j.jbankfin.2025.107565},
  note = {Publication status: Published}
}

@article{BaliBMW2023OptionReturn,
  author = {Turan G. Bali and Heiner Beckmeyer and Mathis Moerke and Florian Weigert},
  title = {Option Return Predictability with Machine Learning and Big Data},
  journal = {Review of Financial Studies},
  year = {2023},
  volume = {36},
  number = {9},
  pages = {3548--3602},
  doi = {10.1093/rfs/hhad017},
  note = {Publication status: Published}
}