Anomalies and Market Returns
A study using machine learning methods revealed that equity anomalies do not predict overall market returns, questioning the belief that anomalies collectively provide useful information for forecasting market risk premia.
Featured in No. 48 on 8 May 2024 · on release day
- Released
- 8 May 2024
- First featured
- No. 48 · 8 May 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 11
- Identifier
- RePEc:oup:revfin:v:28:y:2024:i:1:p:1-44.
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