Most Stock Anomalies Fake News? [PREMIUM]

Most Stock Anomalies Fake News? [PREMIUM]

http://ift.tt/2rctelv

Do published U.S. stock anomalies survive replication tests and adjustment for snooping bias? In their April 2017 paper entitled “Replicating Anomalies”, Kewei Hou, Chen Xue and Lu Zhang re-test 447 stock anomalies, including 57, 68, 38, 79, 103 and 102 in momentum, value, investment, profitability, intangibles and trading frictions categories, respectively. They apply a consistent set of replication procedures, as follows: More

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via Stock Market Research, Investing Analysis, Trading Strategies – CXO Advisory http://ift.tt/2a9UJEA

May 23, 2017 at 11:27AM

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