SMEAL WIKI

A Taxonomy of Anomalies and Their Trading Costs

Robert Novy‐Marx, Mihail Velikov
Year2015
VenueReview of Financial Studies
Typearticle
Citations661
DOI10.1093/rfs/hhv063
OpenAlexW1511548726

Topics

Financial Markets and Investment StrategiesProfitability indexTransaction costInventory turnoverDatabase transactionBusiness