Efficient scholars: academic attention and the disappearance of anomalies.
(2020)
Journal Article
SHANAEV, S. and GHIMIRE, B. 2021. Efficient scholars: academic attention and the disappearance of anomalies. European journal of finance [online], 27(3), pages 278-304. Available from: https://doi.org/10.1080/1351847X.2020.1812684
This study examines the dynamics of ten most notable stock market anomalies through 1926–2018 and assesses the joint impact of academic attention, post-publication decay, data-snooping bias, institutional trading, and time trend on their disappearanc... Read More about Efficient scholars: academic attention and the disappearance of anomalies..