Outstanding questions
SAMUELSON’S DICTUM AND THE STOCK MARKET
https://arxiv.org/pdf/1003.0764.pdf
https://arxiv.org/pdf/quant-ph/0604164.pdf
Liquidity
(Il)liquidity Premium in Credit Markets: A Myth?
The theory of bid-ask spreads (from conversation between Tyler and Buterin)?
An Unusual Warning From Goldman Sachs: "Market Depth Has Collapsed"
Alpha or Assets? Factor Alpha vs. Smart Beta By Patrick O'Shaughnessy, CFA