Anomalies and Market Return Predictability
A link between cross-sectional anomalies and timeseries market return predictability in an international context has been found, leading to the creation of three new market efficiency measures.
Featured in No. 83 on 23 Jan 2025 · 6 days after release
- Released
- 17 Jan 2025
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5101577
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