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Replicating Anomalies. (2017). Hou, Kewei ; Zhang, LU ; Xue, Chen.
In: Working Paper Series.
RePEc:ecl:ohidic:2017-10.

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  1. Asset pricing with neural networks: Significance tests. (2024). Lin, Xin ; Franstianto, Vincentius ; Fallahgoul, Hasan.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:238:y:2024:i:1:s0304407623002907.

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  2. Improved inference in financial factor models. (2023). Beck, Elliot ; Wolf, Michael ; de Nard, Gianluca.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:364-379.

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  3. Automation and the displacement of labor by capital: Asset pricing theory and empirical evidence. (2023). Knesl, Jii.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:147:y:2023:i:2:p:271-296.

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  4. Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?. (2021). Maillet, Bertrand ; Wu, Kun ; Liu, Yangyi ; Zhang, Xiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:853-879.

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  5. Earnings and liquidity factors. (2021). Wroblewski, David ; Snigaroff, Robert.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:508-523.

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  6. Additional factor in asset-pricing: Institutional ownership. (2021). Endeniz-Yuncu, Lkay ; Uurlu-Yildirim, Ecenur.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:40:y:2021:i:c:s154461231930090x.

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  7. A machine learning approach to risk disclosure reporting. (2021). Ferreira, Alexandre ; Resende, Max.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-20-00810.

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  8. MUTUAL FUND PERFORMANCE: SOME RECENT EVIDENCE FROM EUROPEAN EQUITY FUNDS. (2021). Boovi, Milo.
    In: Economic Annals.
    RePEc:beo:journl:v:66:y:2021:i:230:p:7-34.

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  9. The Evolving Causal Structure of Equity Risk Factors. (2021). BONCHI, FRANCESCO ; Bajardi, Paolo ; D'Acunto, Gabriele ; de Francisci, Gianmarco.
    In: Papers.
    RePEc:arx:papers:2111.05072.

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  10. Trade Policy Uncertainty and Stock Returns. (2020). Sammon, Marco ; Bianconi, Marcelo ; Esposito, Federico.
    In: Discussion Papers Series, Department of Economics, Tufts University.
    RePEc:tuf:tuftec:0834.

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  11. Trade Policy Uncertainty and Stock Returns. (2020). Esposito, Federico ; Sammon, Marco ; Bianconi, Marcelo.
    In: MPRA Paper.
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  12. Factor Timing. (2020). Kozak, Serhiy ; Santosh, Shrihari ; Haddad, Valentin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26708.

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  13. Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence. (2020). Guidolin, Massimo ; Ricci, Andrea.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:76:y:2020:i:c:p:1-11.

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  14. Dissecting anomalies in Islamic stocks: Integrated or segmented pricing?. (2020). Czapkiewicz, Anna ; Maydybura, Alina ; Karathanasopoulos, Andreas ; Zaremba, Adam ; Bagheri, Noushin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x17305899.

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  15. What you see is not what you get: The costs of trading market anomalies. (2020). Weller, Brian M ; Patton, Andrew J.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:515-549.

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  16. Earnings acceleration and stock returns. (2020). Narayanamoorthy, Ganapathi ; He, Shuoyuan.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:69:y:2020:i:1:s0165410119300333.

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  17. Taming the Factor Zoo: A Test of New Factors. (2020). Xiu, Dacheng ; Giglio, Stefano ; Feng, Guanhao.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:75:y:2020:i:3:p:1327-1370.

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  18. Is that factor just lucky? Australian evidence. (2019). Huang, Ronghong ; Gaunt, Clive ; Cannavan, Damien ; Hoang, Khoa.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:57:y:2019:i:c:s0927538x1930304x.

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  19. Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

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  20. The cross-section of labor leverage and equity returns. (2019). Gourio, Francois ; Kehrig, Matthias ; Donangelo, Andres ; Palacios, Miguel.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:132:y:2019:i:2:p:497-518.

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  21. Option-Implied variance asymmetry and the cross-section of stock returns. (2019). Li, Junye ; Huang, Tao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:21-36.

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  22. Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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  23. Model comparison tests of linear factor models in U.K. stock returns. (2019). Fletcher, Jonathan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:28:y:2019:i:c:p:281-291.

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  24. Global Market Inefficiencies. (2019). Grinblatt, Mark ; Bartram, Sohnke M.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14232.

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  25. Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets. (2019). Yoo, Seong Joon ; Il, Sang.
    In: Papers.
    RePEc:arx:papers:1903.06478.

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  26. Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall.
    In: Working Papers.
    RePEc:ucd:wpaper:201804.

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  27. Peter T. Leeson: WTF?! An Economic Tour of the Weird. (2018). Skarbek, David.
    In: Public Choice.
    RePEc:kap:pubcho:v:174:y:2018:i:1:d:10.1007_s11127-017-0490-4.

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  28. A Review of Norges Banks Active Management of the Government Pension Fund Global. (2018). Ødegaard, Bernt ; Dahlquist, Magnus.
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2018_001.

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  29. Paper profits or real money? Trading costs and stock market anomalies in country ETFs. (2018). Zaremba, Adam ; Andreu, Laura.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:181-192.

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  30. An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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  31. Bayesian tests of global factor models. (2018). Fletcher, Jonathan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:48:y:2018:i:c:p:279-289.

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  32. Cash savings and capital markets. (2018). McLean, David R ; Zhao, Mengxin.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:47:y:2018:i:c:p:49-64.

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  33. A Reconsideration of the Equity Premium Puzzle. (2017). Cantillo, Miguel.
    In: MPRA Paper.
    RePEc:pra:mprapa:79357.

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  34. Does the Investment Model Explain Value and Momentum Simultaneously?. (2017). Zhang, Lu ; Xue, Chen ; Gonalves, Andrei S.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23910.

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  35. Anomalies Abroad: Beyond Data Mining. (2017). Yuan, Yu ; Stambaugh, Robert ; Lu, Xiaomeng .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23809.

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  36. The Economics of Value Investing. (2017). Zhang, Lu ; Xue, Chen ; Mo, Haitao ; Hou, Kewei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23563.

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  37. Identification of and correction for publication bias. (2017). Kasy, Maximilian ; Andrews, Isaiah.
    In: Papers.
    RePEc:arx:papers:1711.10527.

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