Chapter 15 Anomalies and market efficiency
Top Cited Papers
- 1 January 2003
- book chapter
- Published by Elsevier BV
- Vol. 1, 939-974
- https://doi.org/10.1016/s1574-0102(03)01024-0
Abstract
No abstract availableKeywords
This publication has 93 references indexed in Scilit:
- Securities lending, shorting, and pricingJournal of Financial Economics, 2002
- Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual InvestorsThe Journal of Finance, 2000
- Characteristics, Covariances, and Average Returns: 1929 to 1997The Journal of Finance, 2000
- Multifactor Explanations of Asset Pricing AnomaliesThe Journal of Finance, 1996
- The New Issues PuzzleThe Journal of Finance, 1995
- A Further Investigation of the Weekend Effect in Stock ReturnsThe Journal of Finance, 1984
- The anomalous stock market behavior of small firms in JanuaryJournal of Financial Economics, 1983
- Vas Ist Das?The Journal of Portfolio Management, 1983
- Special Information and Insider TradingThe Journal of Business, 1974
- THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964The Journal of Finance, 1968