This paper provides a comprehensive analysis of portfolios of active mutual funds and ETFs through the lens of risk (anomaly) factors. We show that these funds do not systematically tilt their portfol
This paper sheds light on the similarities and differences with respect to the presence of anomalies in the China A-share market and other markets. To this end, we examine the existence of 32 anomalie
This dataset provides historical stock market performance data for specific companies. It enables users to analyze and understand the past trends and fluctuations in stock prices over time. This infor
