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Scaling Up Market Anomalies
D. Abramov
, S. Cheng
, A. Schreiber
, K. Shemer
Department of Economics
Research output
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peer-review
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Dive into the research topics of 'Scaling Up Market Anomalies'. Together they form a unique fingerprint.
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Keyphrases
Active Strategies
50%
Equal Weights
50%
Investor Sentiment
50%
Market Anomalies
100%
Monthly Return
50%
Payoff
50%
Selling
50%
Top-bottom
50%
Economics, Econometrics and Finance
Investor Sentiment
100%