A taxonomy of anomalies and their trading costs
Year of publication: |
Januar 2016
|
---|---|
Authors: | Novy-Marx, Robert ; Velikov, Mihail |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 1, p. 104-147
|
Subject: | Wertpapierhandel | Securities trading | Strategie | Strategy | Kosten | Costs | Klassifikation | Classification | Handelsvolumen der Börse | Trading volume | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Aktienmarkt | Stock market | USA | United States | 1963-1913 |
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