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SSRNAsset Pricing & Factors

Reversal Patterns in Asset Pricing

Pricing errors in asset pricing models show a predictable reversal pattern, indicating the need for new models.

Featured in No. 5 on 28 Jun 2023 ·

Released
22 Mar 2018
First featured
No. 5 · 28 Jun 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
1,422
Identifier
SSRN 4486790

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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