---
title: Reversal Patterns in Asset Pricing
url: https://www.ml-quant.com/papers/ssrn/4486790/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4486790
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4486790
featured: 2023-06-28
citations: unknown
topic: Asset Pricing & Factors
---


# Reversal Patterns in Asset Pricing

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

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4486790
- Identifier: SSRN 4486790
- Released: 2018-03-22
- First featured: Quant Letter No. 5 (2023-06-28): https://www.ml-quant.com/issues/2023-06-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors

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