Anomalies Abroad: Beyond Data Mining
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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
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美国国家经济研究局创建时间:
2017-09-01



