Experts on FINANCIAL MARKET ANOMALIES

Financial Market Anomalies

Financial Market Anomalies

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(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)