Anomalies Abroad: Beyond Data Mining
收藏NBER2017-09-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w23809
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资源简介：
A pre-specified set of nine prominent U.S. equity return anomalies produce significant alphas in Canada, France, Germany, Japan, and the U.K. All of the anomalies are consistently significant across these five countries, whose developed stock markets afford the most extensive data. The anomalies
提供机构：
美国国家经济研究局
创建时间：
2017-09-01
