Most Stock Anomalies Fake News? [PREMIUM]

Most Stock Anomalies Fake News? [PREMIUM]

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


via Stock Market Research, Investing Analysis, Trading Strategies – CXO Advisory

May 23, 2017 at 11:27AM


Leave a Reply

Fill in your details below or click an icon to log in: Logo

You are commenting using your account. Log Out /  Change )

Google+ photo

You are commenting using your Google+ account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )


Connecting to %s