Performance of Market Anomalies Before and After Publication in Academic Literature

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School of Business | Bachelor's thesis
Electronic archive copy is available locally at the Harald Herlin Learning Centre. The staff of Aalto University has access to the electronic bachelor's theses by logging into Aaltodoc with their personal Aalto user ID. Read more about the availability of the bachelor's theses.

Date

2023

Major/Subject

Mcode

Degree programme

Rahoitus

Language

en

Pages

29+8

Series

Description

Thesis advisor

Lof, Matthijs

Keywords

market anomalies, market efficiency, U.S. stock market, returns

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Citation