Market anomaly (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Market anomaly" in English language version.

refsWebsite

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21doi.org

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4semanticscholar.org

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2jstor.org

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2yale.edu

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1rochester.edu

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1harvard.edu

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1investopedia.com

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1cbs.dk

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1ssrn.com

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cbs.dk

research-api.cbs.dk

Asness, Cliff S.; Frazzini, Andrea; Israel, Ronen; Moskowitz, Tobias J.; Moskowitz, Tobias J.; Pedersen, Lasse Heje (January 22, 2015). "Size Matters, If You Control Your Junk" (PDF). Fama-Miller Working Paper. doi:10.2139/ssrn.2553889. S2CID 53063462. SSRN 2553889.

doi.org

Schwert, G. William (2003). "Anomalies and Market Efficiency" (PDF). Handbook of Economics and Finance. doi:10.1016/S1574-0102(03)01024-0.
Barberis, Nicholas (2018). "Psychology-based Models of Asset Prices and Trading Volume" (PDF). NBER Working Paper. WIDER Working Paper. 2018. doi:10.35188/UNU-WIDER/2018/444-5. ISBN 978-92-9256-444-5.
McLean, David; Pontiff, Jeffrey (February 2016). "Does Academic Research Destroy Return Predictability?". The Journal of Finance. 61 (1): 5. doi:10.1111/jofi.12365.
Fama, Eugene (1970). "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance. 25 (2): 383–417. doi:10.2307/2325486. JSTOR 2325486.
Harvey, Campbell R. (January 2016). "... and the Cross-Section of Expected Returns". The Review of Financial Studies. doi:10.1093/rfs/hhv059.
Cochrane, John (2017). "Macro-Finance". Review of Finance. 21 (3): 945–985. doi:10.1093/rof/rfx010.
Campbell, John Y. (July 1988). "Stock Prices, Earnings, and Expected Dividends" (PDF). The Journal of Finance. 43 (3): 661–676. doi:10.1111/j.1540-6261.1988.tb04598.x. JSTOR 2328190.
Banz, Rolf W. (March 1981). "The relationship between return and market value of common stocks". Journal of Financial Economics. 9: 3–18. doi:10.1016/0304-405X(81)90018-0.
Lakonishok, Josef; Shleifer, Andrei; Vishny, Robert W. (December 1994). "Contrarian Investment, Extrapolation, and Risk" (PDF). Journal of Finance. 49 (5): 1541–1578. doi:10.1111/j.1540-6261.1994.tb04772.x. S2CID 55404532.
Fama, Eugene; French, Kenneth (1993). "Common risk factors in the return on stocks and bonds". Journal of Financial Economics. 33: 3–56. CiteSeerX 10.1.1.139.5892. doi:10.1016/0304-405X(93)90023-5.
Savov, Alexi (2011). "Asset pricing with garbage". The Journal of Finance. 66: 177–201. doi:10.1111/j.1540-6261.2010.01629.x. S2CID 9452564.
Carhart, Mark (1997). "On persistence in mutual fund performance". Journal of Finance. 52: 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x.
Fama, Eugene; French, Kenneth (2015). "A five-factor asset pricing model". Journal of Financial Economics. 116: 1–22. doi:10.1016/j.jfineco.2014.10.010.
Ball, Ray; Kothari, S.P.; Shanken, Jay (1995). "Problems in measuring portfolio performance An application to contrarian investment strategies". Journal of Financial Economics. 38: 79–107. doi:10.1016/0304-405X(94)00806-C.
Stoll, Hans; Whaley, Robert (1983). "Transaction costs and the small firm effect". Journal of Financial Economics. 12: 57–79. doi:10.1016/0304-405X(83)90027-2.
Jensen, Michael; Bennington, George (1970). "Random walks and technical theories: Some additional evidence". Journal of Finance. 25 (2): 469–482. doi:10.1111/j.1540-6261.1970.tb00671.x.
Sullivan, Ryan; Timmermann, Allan; White, Halbert (2001). "Dangers of data mining: The case of calendar effects in stock returns". Journal of Econometrics. 105: 249–286. doi:10.1016/S0304-4076(01)00077-X.
Astakhov, Anton; Havranek, Tomas; Novak, Jiri (2019). "Firm Size and Stock Returns: A Quantitative Survey". Journal of Economic Surveys. 33 (5): 1463–1492. doi:10.1111/joes.12335. S2CID 201355673.
Harvey, Campbell; Liu, Yan; Zhu, Heqing (2016). "... and the cross-section of expected returns". The Review of Financial Studies. doi:10.1093/rfs/hhv059.
Richard Roll (September 1981). "A Possible Explanation of the Small Firm Effect". The Journal of Finance. 36 (4): 879–888. doi:10.1111/j.1540-6261.1981.tb04890.x.
Asness, Cliff S.; Frazzini, Andrea; Israel, Ronen; Moskowitz, Tobias J.; Moskowitz, Tobias J.; Pedersen, Lasse Heje (January 22, 2015). "Size Matters, If You Control Your Junk" (PDF). Fama-Miller Working Paper. doi:10.2139/ssrn.2553889. S2CID 53063462. SSRN 2553889.

harvard.edu

dash.harvard.edu

Lakonishok, Josef; Shleifer, Andrei; Vishny, Robert W. (December 1994). "Contrarian Investment, Extrapolation, and Risk" (PDF). Journal of Finance. 49 (5): 1541–1578. doi:10.1111/j.1540-6261.1994.tb04772.x. S2CID 55404532.

investopedia.com

Adam Hayes (January 14, 2021). "Small Firm Effect". Investopedia.

jstor.org

Fama, Eugene (1970). "Efficient Capital Markets: A Review of Theory and Empirical Work". Journal of Finance. 25 (2): 383–417. doi:10.2307/2325486. JSTOR 2325486.
Campbell, John Y. (July 1988). "Stock Prices, Earnings, and Expected Dividends" (PDF). The Journal of Finance. 43 (3): 661–676. doi:10.1111/j.1540-6261.1988.tb04598.x. JSTOR 2328190.

psu.edu

citeseerx.ist.psu.edu

Fama, Eugene; French, Kenneth (1993). "Common risk factors in the return on stocks and bonds". Journal of Financial Economics. 33: 3–56. CiteSeerX 10.1.1.139.5892. doi:10.1016/0304-405X(93)90023-5.

rochester.edu

schwert.ssb.rochester.edu

Schwert, G. William (2003). "Anomalies and Market Efficiency" (PDF). Handbook of Economics and Finance. doi:10.1016/S1574-0102(03)01024-0.

semanticscholar.org

api.semanticscholar.org

Lakonishok, Josef; Shleifer, Andrei; Vishny, Robert W. (December 1994). "Contrarian Investment, Extrapolation, and Risk" (PDF). Journal of Finance. 49 (5): 1541–1578. doi:10.1111/j.1540-6261.1994.tb04772.x. S2CID 55404532.
Savov, Alexi (2011). "Asset pricing with garbage". The Journal of Finance. 66: 177–201. doi:10.1111/j.1540-6261.2010.01629.x. S2CID 9452564.
Astakhov, Anton; Havranek, Tomas; Novak, Jiri (2019). "Firm Size and Stock Returns: A Quantitative Survey". Journal of Economic Surveys. 33 (5): 1463–1492. doi:10.1111/joes.12335. S2CID 201355673.
Asness, Cliff S.; Frazzini, Andrea; Israel, Ronen; Moskowitz, Tobias J.; Moskowitz, Tobias J.; Pedersen, Lasse Heje (January 22, 2015). "Size Matters, If You Control Your Junk" (PDF). Fama-Miller Working Paper. doi:10.2139/ssrn.2553889. S2CID 53063462. SSRN 2553889.

ssrn.com

papers.ssrn.com

Asness, Cliff S.; Frazzini, Andrea; Israel, Ronen; Moskowitz, Tobias J.; Moskowitz, Tobias J.; Pedersen, Lasse Heje (January 22, 2015). "Size Matters, If You Control Your Junk" (PDF). Fama-Miller Working Paper. doi:10.2139/ssrn.2553889. S2CID 53063462. SSRN 2553889.

yale.edu

faculty.som.yale.edu

Barberis, Nicholas (2018). "Psychology-based Models of Asset Prices and Trading Volume" (PDF). NBER Working Paper. WIDER Working Paper. 2018. doi:10.35188/UNU-WIDER/2018/444-5. ISBN 978-92-9256-444-5.

cowles.yale.edu

Campbell, John Y. (July 1988). "Stock Prices, Earnings, and Expected Dividends" (PDF). The Journal of Finance. 43 (3): 661–676. doi:10.1111/j.1540-6261.1988.tb04598.x. JSTOR 2328190.