Mutual Funds and Asset Pricing Anomalies
The anomalies in stock returns, specifically low-risk and momentum, are due to demand pressure from mutual funds, especially those with high-beta assets.
Featured in No. 60 on 7 Aug 2024 · 1 day after release
- Released
- 6 Aug 2024
- First featured
- No. 60 · 7 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4918275
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