Where have the profits gone? Market efficiency and the...

Journal of Banking & Finance 2020 / 12 Vol. 121

Where have the profits gone? Market efficiency and the disappearing equity anomalies in country and industry returns✰

Zaremba, Adam, Umutlu, Mehmet, Maydybura, Alina
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Volume:
121
Journal:
Journal of Banking & Finance
DOI:
10.1016/j.jbankfin.2020.105966
Date:
December, 2020
File:
PDF, 810 KB
2020
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