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Persistent link: https://www.econbiz.de/10011664806
The anomalies literature is infested with widespread p-hacking. We replicate this literature by compiling a large data library with 447 anomalies. With microcaps alleviated via NYSE breakpoints and value-weighted returns, 286 anomalies (64%) including 95 out of 102 liquidity variables (93%) are...
Persistent link: https://www.econbiz.de/10011963348
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