Anomalies Across the Globe: Once Public, No Longer Existent?-Forthcoming

금융관련Coding~/금융관련Coding정보

Anomalies Across the Globe: Once Public, No Longer Existent?-Forthcoming

내인생PLUS 2022. 1. 8. 15:13

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https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2816490

Anomalies Across the Globe: Once Public, No Longer Existent?

46 Pages Posted: 2 Aug 2016 Last revised: 21 Oct 2018 Abstract Motivated by McLean and Pontiff (2016), we study the pre- and post-publication return predictability of 241 cross-sectional anomalies in 39 stock markets. Based on more than two million anomaly

papers.ssrn.com

Anomalies Across the Globe: Once Public, No Longer Existent?
Journal of Financial Economics, Forthcoming