Replicating Anomalies
收藏NBER2017-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23394
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资源简介：
The anomalies literature is infested with widespread p-hacking. We replicate the entire anomalies literature in finance and accounting by compiling a largest-to-date data library that contains 447 anomaly variables. With microcaps alleviated via New York Stock Exchange breakpoints and value-weighted
提供机构：
美国国家经济研究局
创建时间：
2017-05-01
