The race to exploit anomalies and the cost of slow trading
Year of publication: |
2023
|
---|---|
Authors: | Kaplanski, Guy |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 62.2023, p. 1-20
|
Subject: | Market Efficiency | Cross-sectional anomalies | Arbitrage capital | Asset mispricing | Contrarian return effect | Effizienzmarkthypothese | Efficient market hypothesis | Arbitrage | Kapitaleinkommen | Capital income | Börsenkurs | Share price | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance |
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