Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
Year of publication: |
2014
|
---|---|
Authors: | Chordia, Tarun ; Subrahmanyam, Avanidhar ; Tong, Qing |
Published in: |
Journal of Accounting and Economics. - Elsevier, ISSN 0165-4101. - Vol. 58.2014, 1, p. 41-58
|
Publisher: |
Elsevier |
Subject: | Cross-section of stock returns | Anomalies | Market efficiency |
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