Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars

2014/02/10 by Robert Novy-Marx, Robert Novy‐Marx · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Financial Risk and Volatility Modeling

paper · doi:10.1016/j.jfineco.2014.02.002

Citations

• Capital Market Equilibrium with Restricted Borrowing
• Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
• Betting against beta

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