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Assessing asset pricing anomalies

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Navigating the factor zoo around the world : an institutional investor perspective

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Book-to-market, mispricing, and the cross-section of corporate bond returns

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Book-to-market, mispricing, and the cross-section of corporate bond returns

Bartram, Söhnke M.; Grinblatt, Mark; Nozawa, Yoshio - 2022

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Beyond Fama-French factors : alpha from short-term signals

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Risk and return in international corporate bond markets

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Do limits to arbitrage explain the benefits of volatility-managed portfolios?

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Review on efficiency and anomalies in stock markets

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reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and … that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

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M-Squared and ranking issues for risky assets

Baigent, G. Glenn - In: Applied economics letters 22 (2015) 4/6, pp. 247-250

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