(A) What Are Stock Market Anomalies? – Towards Data Science
… An “anomaly” is a situation that a price does not fully reflect all the public information thus providing a trading opportunity. Although “beating the market” (1) …
… (2) …
Asset Pricing Models and Financial Market Anomalies – jstor
… by D Avramov · 2006 · Cited by 624 — by D Avramov · 2006 · Cited by 624pricing models can explain the size value and momentum anomalies. Stock level beta is allowed to vary with firm-level size and book-to-market as well as (3) …
… (4) …
Stock Market Anomalies: A Study of Seasonal Effects … – CORE
… by AM Kuria · Cited by 62 — by AM Kuria · Cited by 62Stock ket Anomalies: A Study of Seasonal Effects on Average. Returns of Nairobi Securities Exchange. Allan Muchemi Kuria (Corresponding author).(5) …
… by LC Steinfeldt · · Cited by 1 — by LC Steinfeldt · · Cited by 1French a market anomaly is an abnormal characteristic within the stock market that cannot be explained by the Capital. Asset Pricing Model or other risk (6) …
Enhancing stock market anomalies with machine learning
… by V Azevedo · · Cited by 3 — by V Azevedo · · Cited by 3Over the last decades an unprecedented amount of stock market anomalies has been published by researchers in the field of asset pricing theory (7) …
… by J Cotter · Cited by 8 — by J Cotter · Cited by 8equity market anomalies in the cross-section of U.K. stocks. This market it is among the most developed and liquid stock markets in the world. Sec-.(8) …
