WebPapers that argue the opposite include McLean and Pontiff (2016); Engelberg, McLean and Pontiff (2024); Jacobs and Müller (2024); Chen and Zimmermann (2024); Jensen, Kelly and Pedersen (2024). 1. ... (2024)) and judgment that goes beyond multiple testing methods. I also do not examine whether predictability is stable over time or WebJoseph Engelberg . R. David McLean . and Jeffrey Pontiff . July 27, 2024 . Abstract . Using a sample of 97 stock return anomalies, we find that anomaly returns are 50% higher on …
Anxiety, Excitement, and Asset Prices SSRN - fma.org
WebApr 12, 2024 · Abstract: Using a simple aggregation method from Stambaugh, Yu, and Yuan (2015) and Engelberg, McLean, and Pontiff (2024), major anomalies (i.e., momentum, value-growth, investment, profitability, and trading frictions) clustered under Hou, Xue, and Zhang (2024) categories exhibit significant value-weighted performance in global … WebOct 8, 2009 · Joseph Engelberg, R. David McLean, Jeffrey Pontiff and Matthew C. Ringgenberg University of California, San Diego (UCSD) - Rady School of Management, … oxfordshire tweed
Anomalies and News - Rady School of Management
Weband Parsons, 2011; Engelberg, McLean, and Pontiff, 2024). Recognizing this, and how media reports reflect feelings about the state of the stock market dynamically (see, for example, Tetlock, 2007; Dougal et al., 2012; Shiller, 2024), we use national- … WebJul 17, 2015 · Engelberg, Joseph and McLean, R. David and Pontiff, Jeffrey, Anomalies and News (November 22, 2024). Journal of Finance, Forthcoming, 6th Miami Behavioral … WebEconPapers: Analysts and anomalies Analysts and anomalies Joseph Engelberg ( [email protected] ), R. David McLean and Jeffrey Pontiff Journal of Accounting and Economics, 2024, vol. 69, issue 1 Abstract: Analysts' price targets and recommendations contradict stock return anomaly variables. jefferson city mo low income housing