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Campbell R. Harvey, Yan Liu, Heqing Zhu: … and the Cross-Section of Expected Returns. In: Review of Financial Studies. Band29, Nr.1, Januar 2016, ISSN0893-9454, S.5–68, doi:10.1093/rfs/hhv059.
Nicholas Barberis: Psychology-based Models of Asset Prices and Trading Volume. In: SSRN Electronic Journal. 2018, ISSN1556-5068, doi:10.2139/ssrn.3177616.
Heiko Jacobs, Sebastian Müller: Anomalies across the globe: Once public, no longer existent? In: Journal of Financial Economics. Band135, Nr.1, 1. Januar 2020, ISSN0304-405X, S.213–230, doi:10.1016/j.jfineco.2019.06.004.
Eugene F. Fama, Kenneth R. French: A five-factor asset pricing model. In: Journal of Financial Economics. Band116, Nr.1, 1. April 2015, ISSN0304-405X, S.1–22, doi:10.1016/j.jfineco.2014.10.010.
Burton G Malkiel: The Efficient Market Hypothesis and Its Critics. In: Journal of Economic Perspectives. Band17, Nr.1, 1. Februar 2003, ISSN0895-3309, S.59–82, doi:10.1257/089533003321164958.