According to no-arbitrage, risk-adjusted returns should be unpredictable. Using several prominent factor models and a large cross-section of anomalies, we find that past pricing errors predict future risk-adjusted anomaly returns. We show that past pricing errors can be interpreted as deviations...

Introduction to empirical data analysis -- Regression analysis -- Analysis of variance -- Discriminant analysis -- Logistic regression -- Contingency analysis -- Factor analysis -- Cluster analysis -- Conjoint analysis.