Open AccessZeroing in on the Expected Returns of Anomalies
Author(s) -
Andrew Y. Chen,
Mihail Velikov
Publication year - 2020
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2020.039
Subject(s) - economics , econometrics , expected return , sample (material) , stock (firearms) , financial economics , rate of return , trading strategy , anomaly (physics) , finance , geography , portfolio , chemistry , physics , archaeology , chromatography , condensed matter physics