SMEAL WIKI

A Taxonomy of Anomalies and their Trading Costs

Robert Novy‐Marx, Mihail Velikov
Year2014
VenueNational Bureau of Economic Research
Typereport
Citations47
DOI10.3386/w20721
OpenAlexW2892055871

Topics

Financial Markets and Investment StrategiesTransaction costProfitability indexBusinessDatabase transactionIndustrial organization