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Tag: Market efficiency. market inefficiency

The role of shorting, firm size, and time on market anomalies

August 20, 2013

There are now more than 300 published papers providing evidence of the persistence of price trends (inertia/momentum). We point out the constant flow of new papers adding to the evidence of relative price strength as… Read More

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Tag: Market efficiency. market inefficiency

The role of shorting, firm size, and time on market anomalies