Blar i Scientific Publications in Economics and Finance på forfatter "Anchev, Stefan"
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Investor Base Size and Underreaction-Consistent Stock Return Anomalies
Anchev, Stefan; Lapanan, Nicha (Peer reviewed; Journal article, 2023)We find that several well-documented underreaction-consistent stock return anomalies, such as those based on stocks’ earnings-to-price ratios, returns on assets and past returns, arise and persist only among stocks with ...