Expensive anomalies
Year of publication: |
2024
|
---|---|
Authors: | Anginer, Deniz ; Ray, Sugata ; Seyhun, H. Nejat ; Xu, Luqi |
Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 75.2024, Art.-No. 101440, p. 1-25
|
Subject: | Anomalies | Momentum | Value | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | CAPM | Tobins Q | Tobin's Q |
-
Assessing asset pricing anomalies
Groot, Wilma de, (2017)
-
Hanauer, Matthias, (2023)
-
Another look at sources of momentum profits
Chai, Daniel, (2022)
- More ...
-
Value and Momentum in Anomalies
Anginer, Deniz, (2020)
-
Trading Simulations and Real Money Outcomes
Anginer, Deniz, (2020)
-
Value Implications of REITing and De-REITing
Ling, David C., (2020)
- More ...