Can the changes in fundamentals explain the attenuation of anomalies?
Year of publication: |
2023
|
---|---|
Authors: | Choy, Siu Kai ; Lewis, Craig M. ; Tan, Yongxian |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 149.2023, 2, p. 142-160
|
Subject: | Anomalies | Attenuation | Investment | q-Theory |
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