Do anomalies really predict market returns? : new data and new evidence
Nusret Cakici, Christian Fieberg, Daniel Metko, and Adam Zaremba
| Year of publication: |
2024
|
|---|---|
| Authors: | Cakici, Nusret ; Fieberg, Christian ; Metko, Daniel ; Zaremba, Adam |
| Subject: | Equity anomalies | Return predictability | Machine learning | International stock markets | Equity premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | CAPM | Aktienmarkt | Stock market | Börsenkurs | Share price | Risikoprämie | Risk premium | Schätzung | Estimation | Welt | World | Kapitalmarktrendite | Capital market returns | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfad025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014527106