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Hou et al., 2015 - Google Patents

Digesting anomalies: An investment approach

Hou et al., 2015

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Document ID
2099462041290118497
Author
Hou K
Xue C
Zhang L
Publication year
Publication venue
The Review of Financial Studies

External Links

Snippet

An empirical q-factor model consisting of the market factor, a size factor, an investment factor, and a profitability factor largely summarizes the cross section of average stock returns. A comprehensive examination of nearly 80 anomalies reveals that about one-half of …
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