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A factor-adjusted multiple testing procedure with application to mutual fund selection

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Can a dynamic correlation factor improve the pricing of industry portfolios?

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A common pattern across asset pricing anomalies

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A trend factor : Any economic gains from using information over investment horizons?

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Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439